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   TAQ NYSE ArcaBook  

NYSE ArcaBook data is available on a historical/end-of-day basis in flat file format, enabling you to recreate the limit order book for any given time.

TAQ NYSE ArcaBook files (available from August 2, 2004 through present) contain messages disseminated via NYAQ ArcaBook for all subscriptions during the trading day (OTC, Listed, ETF, ArcaEdge Bulletin Board).

TAQ NYSE ArcaBook files are available in flat file ASCII format, zipped using GZIP. The approximate size of the complressed daily file is 6 GB. For a complete list of data fields and their descriptions, please see the TAQ NYSE ArcaBook specification documentation.


TAQ Frequently Asked Questions


Instruments Covered
Equities

Markets Covered
NYSE Arca

  • Direct AccessIncludes first user

    $1,000 /mo.

    Bulk Pricing Discounts

    months historical data
    from NYSE Euronext         		$2,600
    3 x Direct Access Fee
    See Details
    months historical data
    from an Authorized Vendor         		$2,000
    3 x Indirect Access Fee
    See Details

  • Add'l Users

    $800/ user

    Enterprise License

    Share the data within your firm $1,000 /mo.
    Enterprise Fee

  • Redistribution License

    Redistribute the data to
    other Firms     		$3,000 /mo.
    3 x Enterprise Fee
    Redistribute the data to
    other Users     		$2,000 /mo.
    3 x Indirect Access Fee
    See Details
    Redistribute the data
    in display form         		$1,000 /mo.
    Unlimited Display Fee
 
Related NYSE Arca Data Products
Included Data
Daily @ 11:00 PM EST    History: 2 Aug 2004 - present
Academic Customers
NYSE Euronext
ArcaBook FTP - Academic
Related Products in Other Markets
Product News
There is no product news at this time
Frequently Asked Questions
  • What is TAQ?
    TAQ (Trades and Quotes) historical data products provide a varying range of market depth on a T+1 basis for covered markets. Reference, compliance, and fundamental security status data are also available.
  • How is TAQ used?
    TAQ data products are used to develop and backtest trading strategies, analyze market trends as seen in a real-time ticker plant environment, and research markets for regulatory or audit activity.
  • How is TAQ delivered?
    TAQ data is delivered via FTP but can also be accessed by connecting to the NYSE Technologies Global Market Data Warehouse utilizing either a web-based interface or API.
  • In what format are files delivered?
    All TAQ data files are delivered in ASCII pipe-delimited or raw format, and are compressed using GZIP. Text files within the .gz archives have a .csv extension.
  • When is TAQ data available?
    The availability of TAQ data is dependent on the closing time of the respective market. TAQ data files are delivered to NYSE Technologies FTP servers 2-6 hours after the market closes.
  • What TAQ data sets are currently available?
  • US Equities & Fixed Income
    Complete range of data for Equities from NYSE, NYSE Amex, and NYSE Arca as well as all CTA markets. Fixed Income Trade and Quote data from the NYSE Bonds market.
  • European Equities & Fixed Income
    Complete range of data for NYSE Euronext regulated Equities and Fixed Income markets: Amsterdam, Brussels, Lisbon, London, and Paris. Complete range of data for NYSE Euronext European MTFs: NYSE Arca Europe covering pan-European Equities and NYSE BondMatch covering Fixed Income corporate bonds. Complete range of data for Luxembourg Exchange.
  • US Derivatives
    Trade, Quote, and End of Day statistics for the entire US Equity Options market (OPRA), including our own NYSE Arca Options and NYSE Amex Options. Complete range of data for Interest Rate, Precious Metals, and Equity Indices Derivatives from the NYSE Liffe U.S. market.
  • European Derivatives
    Complete range of data for Fixed Income, Commodity, Equity, and Index Derivatives from the NYSE Liffe markets: Amsterdam, Brussels, Lisbon, London, and Paris.