1. Where to get tick and quotes (L1) data for FTSE 100 constituent stocks from 2001 through 2004? 2. How to get constituents of FTSE 100 index from 2001 through 2004? We know the index' constituents may change from time to time. Thanks in advance!
TickData - not cheap, but probably the best http://www.tickdata.com/products/equities/london-equities/