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. Historical Data available as of 1993-present.

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Production starting November 6, 2017

Daily TAQ Client Spec v3.0



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