NEWS & UPDATES

On July 30, 2018, the Arca BBO, Trades and Imbalances feeds will transition in a hot cut to the latest v2.1 formats.

VIEW SPECIFIC FEED CHANGES

TAQ NYSE Order Imbalances

The TAQ NYSE Order Imbalances data provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The TAQ NYSE Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Historical Data is available from 1 Jul 2008 - present.

COMMERCIAL

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Academic

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TAQ NYSE American Order Imbalances

The TAQ NYSE American Order Imbalances data publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE American listed securities. The TAQ NYSE American Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all NYSE American listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Historical Data is available from 1 Dec 2008 - present.

COMMERCIAL

Buy Now


Academic

Buy Now

Learn More

TAQ NYSE Arca BBO

The TAQ NYSE Arca Order Imbalances data publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca-listed securities. The TAQ NYSE Arca Imbalances data provides the opening and closing imbalances at specified intervals throughout the trading day for all NYSE Arca listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Historical Data is available from 30 June July 2018 - present.

COMMERCIAL

Launch Targeted For July 30, 2018


Academic

Launch Targeted For July 30, 2018

Learn More

Resources

NYSE

Production started on October 23, 2017

TAQ XDP PRODUCTS CLIENT SPEC V2.1


NYSE AMERICAN

Production started on July 24, 2017

TAQ XDP PRODUCTS CLIENT SPEC V2.1


Previous Specifications

Sample Data

Fees