WRDS - Wharton Research Data Services There are several datasets available via WRDS that include pricing information:
- CRSP datasets for daily and quarterly information. NYSE from 1925; Amex from 1962; NASDAQ from 1972 and NYSE ARCA from 2006. Does not include Rights and Warrants or Preferreds.
- Compustat
- Factset - monthly prices
-TAQ for intraday trades and quotes for all securities on the NYSE, AMEX, NMS and SmallCap issues.
- OTC Markets - covering OTCQX, OTCQB and OTC Pink
- LSPD - London Share Price Database
- PACAP for Pacific Basin Stocks.
- CSMAR for Chinese markets