NYSE Exchange Data
Historical Data
NYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including:
- Depth of book: All bid and offer prices and sizes.
- Top of book: Information on orders, prices and completed trades.
- Auction: Details about opening and closing auctions.
NYSE TAQ products are delivered at the end of the trading day or on a T+1 basis. NYSE TAQ Sample Data and Client Specifications are available for review.
TAQ NYSE Equities
TAQ NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. TAQ NYSE Integrated Feed is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book, trades, order imbalances, stock summary and security status messages.
TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time. TAQ NYSE OpenBook includes TAQ NYSE Openbook Ultra and TAQ NYSE OpenBook Aggregated files.
TAQ NYSE BBO file provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.
The TAQ NYSE Trades file provides data on the NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.
The TAQ NYSE Order Imbalances provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities.
The TAQ NYSE Alerts file provides certain conditions related to the trading of NYSE-Traded securities. The TAQ NYSE Alerts provides status messages regarding halts, MOC/LOC imbalances and pre-opening indications for NYSE-traded securities.
TAQ NYSE American Equities
TAQ NYSE American Integrated Feed provides a comprehensive order-by-order view of events in the NYSE American equities market. TAQ NYSE American Integrated Feed is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book, trades, order imbalances, stock summary and security status messages.
TAQ NYSE American OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.
TAQ NYSE American BBO file provides NYSE American Quotes (best bid/ask quotations) for all NYSE American-traded securities.
The TAQ NYSE American Trades file provides data on the NYSE American Last Sale printed throughout the trading day for all NYSE American-traded securities.
The TAQ NYSE American Order Imbalances provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE American listed securities.
TAQ NYSE Arca Equities
TAQ NYSE Arca Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Arca equities market. TAQ NYSE Arca Integrated Feed is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book, trades, order imbalances, stock summary and security status messages.
The TAQ NYSE Arca BBO file provides NYSE Arca Quotes (best bid/ask quotations) for all NYSE Arca-traded securities.
The TAQ NYSE Arca Trades file provides data on the NYSE Arca Last Sale printed throughout the trading day for all NYSE Arca-traded securities.
The TAQ NYSE Arca Order Imbalances provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities.
TAQ NYSE National Equities
The TAQ NYSE National Integrated Feed provides a comprehensive order-by-order view of events in the NYSE National equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
The TAQ NYSE National BBO provides NYSE National Quotes (best bid/ask quotations) for all NYSE National-traded securities.
The TAQ NYSE National Trades provides the exchange Last Sale for all NYSE National-traded securities.
TAQ NYSE Chicago Equities
The TAQ NYSE Chicago Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Chicago equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
The TAQ NYSE BBO Chicago provides NYSE Chicago Quotes (best bid/ask quotations) for all NYSE Chicago-traded securities.
The TAQ NYSE Chicago Trades provides the exchange Last Sale for all NYSE Chicago-traded securities.
Multiple Markets
Daily TAQ (Trade and Quote) provides users access to all trades and quotes for all issues traded on NYSE, Nasdaq and the regional exchanges for the previous trading day. It’s a comprehensive history of daily activity from NYSE markets and the U.S. Consolidated Tape covering all U.S. Equities instruments (including all CTA and UTP participating markets). The Daily TAQ files also include the NBBO, Master file, Quote and Trade Admin Messages, and, CTA and UTP Admin Message files.
TAQ Global OTC provides a comprehensive historical end of day record of all data that was published by the Global OTC BBO and Global OTC Integrated Feeds.
TAQ Group Short Sales & Short Volume
The TAQ Group Short Sales product provides a summary of short sale volume and short sale transactions for securities on NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago throughout the trading day.
Volume Summary
The Volume Summary provides a detailed breakdown of NYSE, NYSE American, NYSE National, and NYSE Chicago trading activity by share size, number of trades, short sales (NYSE, NYSE American, NYSE Arca, NYSE National, NYSE Chicago), odd-lot volume, VWAP, etc. The Consolidated Market Volume Summary of this package provides the total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue.
TAQ Closing Prices
The TAQ Closing Prices files are available each trading day and show the Open/High/Low/Last prices and Total Volume for all NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago-listed securities as of the 4:00 pm market close.
TAQ NYSE Bonds
The TAQ NYSE Bonds files product provides access the complete NYSE Bonds Orderbook, NYSE Bonds Trades and NYSE Bonds Master files. The full Depth of Book, level 2 Bonds Orderbook, and level 1 Bonds Trades and Bond Trade Bust information for the NYSE Bonds market.