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:
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.
The TAQ NYSE Arca BBO file provides NYSE Arca Quotes (best bid/ask quotations) for all NYSE Arca-traded securities.
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.
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.
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.