The TAQ NYSE Alerts file provides certain conditions related to the trading of NYSE-Traded securities.
The TAQ NYSE Alerts include Security Trading Status such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.
Historical Data is available from 19 May 2003 - present.
NYSE will permanently decommission the TAQ NYSE Alerts feed shortly before the start of the Tape A symbol migration to Pillar on a date TBA in a future Trader Update. The RPI information now published in Alerts will continue to be available in the TAQ NYSE BBO and TAQ NYSE Integrated files. All other information in TAQ NYSE Alerts is contained in the Security Status message, which is available in all TAQ NYSE XDP feeds.