The resources below are excellent for basic, background information in many fields of study.
For a more complete list, consult Research Tools: Background.
The Library does not subscribe to any current source for art auction information. However, limted auction data is available at the websites below for free; more current or complete information can be acquired if you personally subscribe to these services.
It's possible that articles in journals and trade publications may have some auction information. So, you may wish to search Art Full Text to see if articles have been published on the object you're researching.