QuoteOriginally posted by: adasQuoteWhere can I find data (Standard & Poor, specifically) tick-by-tick down to 1-minute? Finance.yahoo.com only provides daily closing prices. I am doing some research on the dynamics of markets, so high-frequency data are essential. Please help. Thanks a lot. I hate be the bearer of bad news, but high frequency data is going to cost you. Are you conducting research at a University? Usually they have access to high freq. data, and many (including mine) allow access to Bloomberg terminals. And specifically, if you are at the University of California, the Berkeley Options Database has tick-by-tick spot and option quotes and trades, but unfortunately only between 1976-1997. For a fee, Berkeley will send you parts of it for commercial or academic research, or if you can tolerate spending some time there amidst all the pollen, political activism, traffic, badly-dressed women, and high state taxes, it certainly is a nice side benefit to have access to that data.