Hi all,Does anyone know a good reliable 'tick data' source for academic research. I've already looked at Bloomberg and Reuters.Reuters 3000XTRa (Short History)Their history is only 30,000 ticks according to their helpdesk (i.e. a few hours on a busy day).Issue with BloombergUsing the COM Object I get big holes in the data. For example one day suggested that all trading in the EURUSD stopped for 3 hours globally! Furthermore, I found that an identical request for data occasionally resulted in different sized data sets (i.e. using the same start/end datetimes and same ticker on same Bloomberg Terminal with the same login). Any ideas?