QuoteOriginally posted by: greenleafHi all,Where 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.If you just want some high-freq data and don't care as to if it is current take a look at the data-set that is provided as a supplementto Ruey Tsay's time series http://www.gsb.uchicago.edu/fac/ruey.ts ... ing/fts/If
you want current data then you'd have to subscribe to the NYSE TAQ or simillar service.