Historical Data for TSX

[trudeo]

Hello all,

I am looking for historical data for the top 100/200 stocks of the TSX (Canadian stock exchange). Ideally the data would be tick or minute data and start somewhere in 2000-2005. Any idea where I could get this data? For the US stock markets, I obtained the historical data from Pi Trading - Where Mathematics Meets Trading!. Unfortunately, this is for the US market only.

Thanks for your help!

 

[Joy Pathak]

CRSP or Compustat . Both have it.

 

[trudeo]

CRSP or Compustat . Both have it.

Thank you! But they don't seem to offer a cheap DVD and it doesn't seem easy to purchase their data. Any idea of how much it cost? Any alternative?

 

[Joy Pathak]

Thank you! But they don't seem to offer a cheap DVD and it doesn't seem easy to purchase their data. Any idea of how much it cost? Any alternative?

It's expensive. You can download it from their database if you have access to it. Are you part of a university? You might be able to contact them and get specific data for a price but I am not sure if they do that anymore.

 

[trudeo]

No, I am not part of a university... I am looking at CRSP and I don't see anything specific for the TSX. I will send them an email Thank you Joy!