NYSE, New York Stock Exchange > Trading Solutions

Delayed/Historical Data

	Alerts History The Alerts History file is available at approximately 6:00pm each trading day and reports all of the day?s status messages regarding halts, MOC/LOC imbalances and pre-opening indications. The Alerts History file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 5/19/2003 - present
	Arca CMD ArcaCMD data files provide detailed information on trades and quotes for all securities listed on a U.S. stock exchange and Nasdaq.
	Arca EOD Index Report The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.
	Arca Trade ArcaTrade provides detailed execution data for all transactions handled by NYSE Arca or ArcaEdge (OTCBB securities).
	Arca Web Book The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.
	ArcaBook FTP ArcaBook data is available on a historical/end-of-day basis in flat file format, enabling you to recreate the limit order book for any given time.
	Bonds List Daily end-of-the day file that contains a list of all NYSE Bonds and their attributes as of current day's trading.
	Closing Prices The Closing Prices file is available at approximately 4:30pm each trading day and reflects all NYSE Open/High/Low/Last and Total NYSE Volume for all NYSE listed issues as of the 4:00pm close.
	Corporate Actions The Corporate Actions dataset is comprised of several reports and provides corporate actions details for all NYSE-listed equities including cash dividends, stock dividends, distributions and stock splits.
	CQS Real time consoldiated bid/ask prices for all National Market System ("NMS") participant markets (Tape A & Tape B) is available from the Consolidated Tape Association ("CTA") through the Consolidated Trade System ("CTS") and is adminsitrated by NYSE.
	CTA Administrative Messages Daily end-of-day file available at approximately 9:00pm each trading day containing all administrative messages disseminated via CT/CQ (National Market System) during the trading day. The file contains listings to be admitted, called for redemption, ex-dividends, stop orders, symbol changes, suspensions, new issues added to list are examples of messages that appear in this file.
	CTS Real time consoldiated last sale prices for all National Market System ("NMS") participant markets (Tape A & Tape B) is available from the Consolidated Tape Association ("CTA") through the Consolidated Trade System ("CTS") and is adminsitrated by NYSE.
	Custom TAQ Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003 (more history will be available soon). Cost is based upon the number of stocks and dates chosen.
	Daily TAQ Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on the NYSE, Nasdaq(OTC), and Regionals for the previous trading day.
	Daily/Monthly TAQ Package Daily TAQ and Monthly TAQ DVD available in together at a discounted rate. Historical information is available from January 1993. Historical information is available from January 1993.
	Euronext Index File Service Would you like to receive comprehensive, precise, up-to-the-minute information on the composition of Euronext's indices? Do you want immediate reports of changes affecting the AEX, BEL 20, CAC 40, PSI 20, Euronext 100 and other indices? If so, Euronext's Index File Service may be just what you are looking for.
	Euronext Market Summaries Euronext Market Summaries is a service that carries basic instrument identifiers and price data for all instruments traded on all Euronext cash and derivatives markets, as well as index level data for all Euronext indices. The data is carried in files that are delivered via FTP (push and pull) several times each trading day, in CSV and in XML format.
	Euronext Notices and Announcements Notices and Announcements is a package of services consisting of information published by Euronext market undertakings.
	Monthly TAQ DVD TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.
	National Market Volume Summary Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.
	NextHistory Cash BBO The BBO File includes, in addition to the End-of-Day File and the Trade File, NYSE Euronext Best Bid & Offer (BBO) data.
	NextHistory Cash EOD The Trade File includes the End-of-Day File, Euronext central order book trade information, trade cancellations and off-market data reported through TCS. TCS is the system used by NYSE Euronext to report OTC-trades executed outside the central order book.
	NextHistory Cash OrderBook The Order File includes details on fully executed orders and associated trades. The Order File is only available as a monthly file service. Some fields involving orders remaining in the order book at the end of the relevant period are not populated.
	NextHistory Cash Trades The Trade File includes the End-of-Day File, Euronext central order book trade information, trade cancellations and off-market data reported through TCS. TCS is the system used by NYSE Euronext to report OTC-trades executed outside the central order book.
	NextHistory Derivatives NextHistory LIFFE provides comprehensive historical end-of-day and tick data for all derivatives traded on LIFFE Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
	NYSE Arca Tech 100 Index Weightings Daily file that reflects all changes to NYSE Arca Technology 100 index underlying components.
	NYSE Best Quotes Latency Report
	NYSE Broker Volume Database The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.
	NYSE Composite Index Weightings Daily file available at the beginning and end of each trading day. The file reflects all changes to NYA index underlying components.
	NYSE Euronext Broker Volume Web Web-based reports of aggregate volume executed by each entering (introducing) member firm.
	NYSE Floor Information NYSE Floor Information is a comprehensive dataset of NYSE Commission Billing, Clearing, Member Firms, and Floor Brokers. Daily files providing detailed floor information and locations of member's and member firms. A daily changes (Delta) file is also available for each product.
	NYSE Imbalance Datafeed The NYSE Imbalance datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.
	NYSE Index Weightings Constituent information, weightings and divisors for all NYSE indices.
	NYSE InfoTools Complete EOD Package The InfoTools Complete EOD Package includes the ProTrac EOD (Replay and Summary Files), ReTrac EOD (Replay and Summary Files), NYSE Trades EOD, NYSE Short Sales, and NYSE Off-Tape Executions File.
	NYSE Master File/Glossary The NYSE Master File/Glossary is available at approximately 5:30 am each trading day. The file contains Stock Master information, Symbol, Company Name, CUSIP Number, Trade Unit, Shares Outstanding, Authorized Shares, Index, Industry, Industry Code, ITS Issue, Ex Dividend, Ex Distribution, Ex Rights, 19C3 Indicator and Bankruptcy indicator.
	NYSE Off-Tape Executions EOD The NYSE Off Tape Executions EOD Replay file is a nightly product that contains all of the Odd-lot and PRL executions.
	NYSE OpenBook Ultra FTP NYSE OpenBook Ultra is a new, improved value-added version of the current NYSE OpenBook Realtime. It further improves accessibility to the NYSE market through improved performance and additional content and functionality. NYSE OpenBook Ultra was developed with the help of customers to create a best-of-breed product. The OpenBook Ultra FTP file provides each OrderBook message delivered throughout the trading day.
	NYSE Options Master File The NYSE Options Master Fileis available at approximately 12:00 am each trading day.
	NYSE Quotes Datafeed The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering.
	NYSE Short Interest The NYSE Short Interest File is a Bi-Monthly file that contains the reported uncovered short positions of NYSE listed securities.
	NYSE Short Sales NYSE Short Sales is a monthly product that contains a collection of the month's end of day replay files. The NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.
	NYSE Symbols File NYSE Symbols File is available approximately 5:30am EST every trading day. The Stock by Symbol File contains all NYSE Stock Identification Information and reflects changes as of current day's trading.
	NYSE Trades EOD The NYSE Trades EOD file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.
	NYSE Volume Summary Detailed breakdown of NYSE Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.
	OpenBook History OpenBook History (FTP) allows users to recreate the limit order book at any point in the day, or over a period of time.
	OpenBook Online Database OpenBook Online Database is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.
	Post and Panel File Post & Panel File contains Symbol, Company Name, CUSIP, Specialist information and the Post and Panel locations for all NYSE stocks.
	ProTrac EOD At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.
	ReTrac EOD At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE.
	TAQ Web TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.

Realtime Datafeeds

	ArcaBook for Bonds ArcaBook for Bonds provides a full limit order depth of book information. ArcaBook for Bonds can be obtained over TCP/IP through SFTI or via data vendors. Available data includes: Complete limit order book for NYSE Bonds Auction imbalance and pricing information for Arca opening, closing and halt auctions.
	ArcaBook for Equities ArcaBook provides limit order information for NYSE Arca and ArcaEdge (OTCBB). By receiving NYSE Arca information directly from the source, ArcaBook clients are able to receive the order data faster and see more liquidity than through the Securities Information Processor (SIP).
	ArcaBook for Options ArcaBook for options provides a full limit order depth of book information. ArcaBook for Options can be obtained over multicast through SFTI or via data vendors.
	Equity Off-Exchange Trade Reports This service provides information about off-exchange trades in a broad range of listed European equities and ETFs. It contains trade reports submitted by investment firms to NYSE Euronext via the Trade Publication Service.
	Euronext Cash BBO10 Includes Cash Last Price, Cash BBO1 and Cash BBO1+ (including quantities) for every security traded on Euronext?s cash markets.
	Euronext Cash Full Order Book (FOB) Cash FOB includes Cash BBO10 plus the full depth of the Euronext cash market order book.
	Euronext Cash Last Price Includes last traded prices and quantities together with opening, high, low and closing prices for every security traded on Euronext?s cash market.
	Euronext Market Indices Full details of over 200 indices compiled by Euronext, including the national main indices AEX® , Bel 20® , CAC 40® , PSI 20® , global/Euronext indices such as Euronext 100® and Next 150® and a wide variety of sector and other indices. The volatility and strategy indices are included in this package.
	Euronext Strategy Indices Strategy Indices: Covered call and Protective Put indices. Covered call indices track the performance of a strategy that combines taking a long position in the index with the sale of an out of the money call option on the same index. This offers scope to outperform the index in a context of downward to moderately upward market trends with reduced volatility. Protective put indices track the performance of a strategy that combines taking a long position in the index with the purchase of an out of the money put option. This gives investors exposure to the index while at the same covering them against the risk of a significant downturn in the market.
	Euronext Volatility Indices AEX® Volatility Index, BEL 20® Volatility Index and CAC 40® Volatility Index. The volatility indices, on a real time basis, capture implied volatility embedded in prices of out of the money index call and put options available on Liffe.
	Liffe Commodities Commodities BBO1 / BBO10 / FOB: the best bid, best offer and traded prices for all commodity contracts traded on Euronext that include Cocoa, Robusta Coffee, Raw Sugar, White Sugar, Feed Wheat, Milling Wheat, Rapeseed, Rapeseed Oil and Corn.
	Liffe Equity and Index Derivatives Equity and index derivatives BBO1 / BBO10 / FOB: the best bid, best offer and traded prices for equity derivatives and for index derivatives based on Euronext?s main indices and FTS indices (FTS 100 plus large and mid cap indices).
	Liffe Interest Rate Derivatives Interest rate derivatives BBO1 / BBO10 / FOB: the best bid, best offer and traded prices for Euronext?s interest rate derivatives, including Swapnotes®, Long Gilt, Japanese Government Bond futures and Short Term Interest Rate contracts such as Euribor.
	NYSE Alerts Datafeed NYSE Alerts is a real-time data feed information service from New York Stock Exchange that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities.
	NYSE Arca Quotes Datafeed The Real-Time NYSE Arca Quotes feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.
	NYSE Arca Real-Time Reference Prices The NYSE Arca Real-Time Reference Prices feed provides real-time last sale prices in NYSE Arca-Traded Securities across Tape A, B and C. This feed is designed for financial website portals so that there are no reporting requirements.
	NYSE Arca Trades datafeed The Real-Time NYSE Arca Trades feed provides the NYSE Arca Last Sale for all NYSE Arca-traded securities.
	NYSE InfoTools Package NYSE InfoTools is a suite of information products designed to satisfy the growing information needs of sophisticated trading customers and retail investors alike. NYSE InfoTools offers more granular information about NYSE trading, with minimum latency.
	NYSE OpenBook NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.
	OpenBook Replay for Datafeed Subscribers For users of the NYSE OpenBook real-time datafeed, daily files available is only available via FTP download containing all NYSE OpenBook data for previous day's trading. Up to one year of history is available. OpenBook FTP allows users to recreate the limit order book at any point in the day, or over a period of time. Data is stored for a 12-month period. Data available as of 1/24/2002 - present
	OpenBook Ultra NYSE OpenBook Ultra is a new, improved value-added version of the current NYSE OpenBook Realtime. It further improves accessibility to the NYSE market through improved performance and additional content and functionality. NYSE OpenBook Ultra was developed with the help of customers to create a best-of-breed product. NYSE OpenBook Ultra will be provided as an optional alternative to recipients of NYSE OpenBook Realtime.
	ProTrac ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.
	ReTrac ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.