Market and sales information for art--both historic and contemporary--is neither collected in any one place nor are data sets consolidated. Art market research draws from two disparate disciplines. Creativity is the key.
This webguide addresses the two aspects of art sales research 1) researching the history of individual objects, and 2) market trends. See also the ancillary art research site Provenance Research for techniques in investigating object histories.
Many commercial sites on art sales package free databases or ones that Duke already subscibes to. Before you buy a personal account to one of these, check the online catalog or consult the art librarian (LSLILLY@ duke.edu). The likelihood is that you will be able to access the information free and much quicker than a pay site.
Guides to Sources
McNulty, Tom. Art market research : a guide to methods and sources. Jefferson, N.C. : McFarland, c2006. Lilly Ready Reference N5200 .M39 2006 - guide to sources, focuses more on the fine-art object research than art markets.
Handbook of the economics of art and culture. Amsterdam : Elsevier, 2006- Perkins/Bostock HF621 .H343
The business of art. 3rd ed. Paramus, NJ : Prentice Hall Press, c1998. Ford Library N8600 .B875 1998
Understanding international art markets and management / edited by Iain Robertson. London ; New York : Routledge 2005. Lilly and Ford N8600 .U53 2005