TAQ Trades

Historical Data

TAQ Trades

TAQ Trades file provides data on the Last Sale printed throughout the trading day for all traded securities.

The Trades Feed is available for:

  • NYSE
  • NYSE American
  • NYSE Arca
  • NYSE National
  • NYSE Chicago

Products

TAQ NYSE Trades

Historical data available as of 21 Feb 2007 - present.

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TAQ NYSE American Trades

Historical data available as of 1 June 2015 - present.

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TAQ NYSE Arca Trades

Historical data available as of 1 Oct 2004 - present.

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TAQ NYSE National Trades

Historical data available as of 21 May 2018 - present.

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TAQ NYSE Chicago Trades

Historical data available as of 4 Nov 2019 - present.

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Resources

TAQ XDP Products Client Spec v2.3c

NYSE
Production June 17, 2019

NYSE American
Production June 3, 2019

NYSE Arca
Production July 1, 2019

NYSE National
Production November 4, 2019

NYSE Chicago
Production June 17, 2019


Previous Specifications

Sample Data

Fees

Academics