TAQ NYSE OpenBook

TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

The package includes TAQ NYSE Openbook Ultra and TAQ NYSE OpenBook Aggregated. TAQ NYSE OpenBook Ultra is an event-based depth of book feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities with greater speed. The TAQ NYSE OpenBook Ultra is available as of 6/2/2008 - present.

TAQ NYSE OpenBook Aggregated is a frequency based depth of book feed that contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. The product is available as of 1/24/2002 - present.

Commercial

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Academic

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TAQ NYSE American OpenBook

TAQ NYSE American OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

The package includes TAQ NYSE American Openbook Ultra and TAQ NYSE American OpenBook Aggregated.

TAQ NYSE American OpenBook Ultra is an event-based depth of book feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities with greater speed. The TAQ NYSE American OpenBook Ultra is available as of 12 March 2014 - present.

TAQ NYSE OpenBook Aggregated is a frequency based depth of book feed that contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. The product is available as of 24 July 2017 - present.

Commercial

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Academic

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Resources

NYSE

Production starting March 12, 2018
TAQ OPENBOOK CLIENT SPEC V1.2


NYSE AMERICAN

Production for NYSE American on July 24, 2017

TAQ OPENBOOK CLIENT SPEC V1.2


Previous Specs

Sample Data

Fees