Sources for Historical European Stock Bid and Ask Prices

Summary

The document answers a request for historical bid and ask data for European equities. It identifies Datastream and Bloomberg as sources for daily closing bid and ask prices, using their respective bid and ask fields.

It also notes that Bloomberg offers intraday bid and ask history over a limited recent period. The response is a brief pointer to data vendors rather than a comparison of coverage, cost, exchange availability, survivorship, or data quality. Researchers should therefore treat it as a starting point for locating data, not as a complete assessment of whether a source suits a particular study.

Key ideas

• Datastream and Bloomberg are suggested as sources for historical daily closing European equity bid and ask prices.
• Bloomberg is also described as providing recent intraday bid and ask history.
• The document gives no comparison of vendor coverage, pricing, or data quality.

Tags

# Bid and Ask Data for european stocks


# Bid and Ask Data for european stocks












I am working on something to analyze European stocks and I need some historical data on bid and ask prices. Ideally I would like something like CRSP database for US stocks. Is there some similar source or database for European stocks? I spent hours on google but didn't find anything useful.

Thanks

## Answer by Malick (score 1, accepted)

https://quant.stackexchange.com/a/22678

You can get historical end-of-day European Bid Ask Data with Datastream ( Symbol BID, ASK) and also with Bloomberg ( Symbols: PX_BID, PX_ASK).These are daily closing bid and ask prices.

Note that Bloomberg also offers intraday bid ask data for the last 140 days.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.