For on-campus use only.
Daily TAQ (Trade and Quote) provides users access to all trades and quotes for all issues traded on NYSE, Nasdaq and the regional exchanges for a single trading day. It’s a comprehensive history of daily activity from NYSE markets and the U.S. Consolidated Tape covering U.S. Equities instruments (CTA and UTP participating markets). Subscription includes data from 2012 to present.
To use the NYSE TAQ, you must login. Please contact Nivine Richie for a password at richien@uncw.edu.
Available directories:
| FILE | DIRECTORY |
|---|---|
| Master | /EQY_US_ALL_REF_MASTER/ |
| Trades | /EQY_US_ALL_TRADE/ |
| Quotes | /SPLITS_US_ALL_BBO/ |
| NBBO | /EQY_US_ALL_NBBO/ |
| Quote LULD | /EQY_US_ALL_BBO_ADMIN/ |
| Trade LULD | /EQY_US_ALL_TRADE_ADMIN/ |
| CTA Admin | /EQY_US_ALL_ADMIN_CTS/ |
| UTP Admin | /EQY_US_ALL_ADMIN_UTP/ |
Helpful Resources:
- Daily TAQ Client Spec v3.0 (PDF)
- Fact Sheet (PDF)
Coverage Dates:
2012 - present
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