The TAQ NYSE Integrated Feed

TAQ NYSE Integrated Feed provides a comprehensive order-by-order view of events that integrate orders and trades in sequence in the NYSE equities market.

TAQ NYSE Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. Historical data available as of 16 Nov 2015 – present.

Commercial

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Academic

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The TAQ NYSE American Integrated Feed

TAQ NYSE American Integrated Feed provides a comprehensive order-by-order view of events that integrate orders and trades in sequence in the NYSE American equities market.

TAQ NYSE American Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. Historical data available as of 16 Nov 2015 – present.

Commercial

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Academic

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The TAQ NYSE Arca Integrated Feed

TAQ NYSE Arca Integrated Feed provides a comprehensive order-by-order view of events that integrate orders and trades in sequence in the NYSE Arca equities market.

TAQ NYSE Arca Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. Historical data available as of 1 Feb 2012 - present (Further historical data available in the TAQ NYSE ArcaBook format from 2 Aug 2004 - 1 May 2015).

Commercial

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Academic

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The TAQ NYSE National Integrated Feed

The TAQ NYSE National Integrated Feed provides a comprehensive order-by-order view of events in the NYSE National equities market.

The TAQ NYSE National Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. Historical data available as of 21 May 2018 - present.

Resources

All previous Client Specs before Nov 30 , 2017 are listed at the “Previous Specifications” link below.

NYSE American

Production for NYSE American on July 24, 2017

TAQ XDP PRODUCTS CLIENT SPEC v2.1

NYSE

Production starting October 23, 2017

TAQ XDP PRODUCTS CLIENT SPEC v2.1

NYSE Arca

Production for NYSE Arca on November 30, 2017

TAQ XDP PRODUCTS CLIENT SPEC v2.1

NYSE National

Production starting on May 21, 2018

TAQ XDP PRODUCTS CLIENT SPEC v2.1

Previous Specifications

Sample Data

Fees