Low-latency, historical market data feeds cover the various asset classes and markets in the NYSE Group and on the CTA and UTP nationally consolidated data feeds. These feeds offer an insight into intraday trading activity. The historical feeds include top of book (Level 1), depth of book (Level 2), auction imbalances, security status messages, end-of-day summarized volume and market status messages, short sales, Fixed-Income data, and all executed trades, quotes, NBBO on the CTA and UTP consolidated data feeds. The suite also covers index and exchange-traded product valuations data. TAQ (Trade And Quotes) is a suite of historical market data products that are inclusive of, but not limited to, market data for top of book, depth of book, and all executed trades.
Interested in Subscribing to NYSE Exchange Data Historical Products?
The Historical ICE Data Global Index Feed (HGIF) product suite provides a historical record of all data that was published by the ICE Data Global Index Feed on a particular day. The suite is comprised of multiple individual data sets of US real-time index and exchange-traded product valuations data, where each set captures the data published on a ICE Data Global Index Feed channel on a particular day. The product is available on an end-of-day basis in flat file format, enabling you to recreate Index and ETF IOPV values and statistics for any given time. GIF supports advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.
The TAQ NYSE Arca BBO file provides NYSE Arca Quotes (best bid/ask quotations) for all NYSE Arca-traded securities.