ISSM database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.

You can request for a WRDS account to access the data on the internet.

For details, please refer to: >http://www.library.hbs.edu/go/ISSM.html