Data Products By Asset Class: Equities

Global OTC BBO and Integrated Feed

Global OTC BBO and Integrated feeds provide Best-Bid and Offer, Last Sale as well as Depth of Book information from the Global OTC Alternative Trading System.

NYSE Alerts

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE Arca BBO

The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.

NYSE Arca Integrated Feed

NYSE Arca Integrated Feed is a real time data feed that provides a unified view of events, in sequence as they appear on the NYSE Arca matching engine. The data feed includes depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance data, and security status messages. The product is not shaped nor throttled, so this value added data feed requires customers to establish connectivity that is sufficient to support a substantial increase in data content and bandwidth. NYSE Arca Integrated Feed helps customers overcome the challenges of determining event sequences from disparate NYSE Arca data products, increasing transparency of the specific quotes that drive trades.

NYSE Arca Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities. The NYSE Arca Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Arca Trades

NYSE Arca Trades can be received directly from NYSE Arca rather than through the Consolidated Trades System (CTS).

NYSE ArcaBook

NYSE ArcaBook shows the full limit order book for NYSE Arca traded securities on a real time basis. Also included in this product are data elements providing information to NYSE Arca opening, closing, and halt auctions, as well as indicative match price, match volume, auction imbalance, and market imbalance data.

NYSE BBO

The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.This is a top of book feed that publishes updates for every event in real time.

NYSE Best Quote and Trades (BQT)

NYSE Best Quote and Trades (BQT) is a consolidated XDP feed that provides a unified view of best bid/offer and trades/last sale NYSE Best Quote and Trades (BQT) is a consolidated feed that provides a unified view of best bid/offer and trades/last sale executions for the entire NYSE Group (NYSE, NYSE MKT and NYSE Arca). It includes all issues traded on NYSE, NYSE Arca and NYSE MKT including those that are listed on other exchanges.

NYSE Integrated Feed

The new NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE MKT Alerts

NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE MKT BBO

The Real-Time NYSE MKT Quotes feed provides NYSE MKT Quotes (best bid/ask quotations) for all NYSE MKT-traded securities.

NYSE MKT Integrated Feed

The new NYSE MKT Integrated Feed provides a comprehensive order-by-order view of events in the NYSE MKT equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.

NYSE MKT OpenBook

NYSE MKT OpenBook provides a real-time view updated every second of the Exchange's limit-order book for all NYSE MKT-traded securities. NYSE MKT OpenBook lets traders see aggregate limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE MKT market to an even greater level of transparency. NYSE MKT OpenBook is available directly from the NYSE MKT via a direct data feed.

NYSE MKT Order Imbalance

The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.

NYSE MKT Trades

NYSE MKT Trades can be received directly from NYSE rather than through the Consolidated Trades System (CTS).

NYSE OpenBook Aggregated

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders. NYSE OpenBook is available as two separate products, NYSE OpenBook Ultra which is an event driven data feed and NYSE OpenBook Aggregated which is a frequency driven data feed.

NYSE OpenBook Ultra

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus providing full depth-of-market view to the traders. NYSE OpenBook is available as two separate products, NYSE OpenBook Ultra which is an event driven data feed and NYSE OpenBook Aggregated which is a frequency driven data feed.

NYSE Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Trades

NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

NYSE ReTrac ProTrac EOD (Historical Data Through 4/2016)

At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE. At approximately 8:00PM each day, there is also a file made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

  • Additional Details
    • NYSE ProTrac EOD Replay

      A replay of the program trading datafeed.

      NYSE ProTrac EOD Summary

      A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

      NYSE ReTrac EOD Replay

      A replay of the retail trading datafeed.

      NYSE ReTrac EOD Summary

      A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE Arca Integrated Feed

TAQ NYSE Arca Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

  • Additional Details
    • TAQ NYSE Arca Integrated Feed

      Depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

      TAQ NYSE ArcaBook

      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 contain messages disseminated via NYSE ArcaBook for all subscriptions during the trading day (OTC, Listed, ETF, ArcaEdge Bulletin Board (pre August 19th, 2013)).

      TAQ NYSE ArcaBook files are available in flat file ASCII format, zipped using GZIP. The approximate size of the compressed daily file is 2.5 GB. For a complete list of data fields and their descriptions, please see the TAQ NYSE ArcaBook specification documentation.


TAQ NYSE Arca Products

TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).

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    • NYSE Arca EOD ETF Report

      Product Price

      Direct Access Fee:$200

      The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.

      TAQ NYSE Arca Trades

      TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca.

      • Additional Details
        • TAQ NYSE Arca Trade Bust

          Trade bust information, which can be mapped to the original trade message, is also available.

          TAQ NYSE Arca Trades

          TAQ NYSE Arca Trades includes trades executed on NYSE ArcaBook, with an external market center, and orders which "crossed" on NYSE Arca. All orders are time stamped in milliseconds and contain a unique reference number enabling users to track the lifecycle of an order — from entry to execution or cancel. Execution reports indicate whether the order was executed against another order on the NYSE Arca system or executed against an external market center (e.g., ITS or Instinet).

TAQ NYSE BBO

The NYSE BBO file provides each NYSE Best Quote printed throughout the trading day for all NYSE traded securities.

TAQ NYSE Integrated Feed

TAQ NYSE Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. The comprehensive feeds integrate orders and trades in sequence.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE Integrated Feed

      Depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages. Integrates orders and trades in sequence. Includes full depth order by order data, trades, auction imbalances, and security status messages.

TAQ NYSE MKT BBO

The TAQ NYSE MKT BBO Quotes feed provides top of the book NYSE MKT Quotes (best bid/ask quotations) messages disseminated for all NYSE MKT traded securities. TAQ NYSE MKT BBO is available on a historical/end-of-day basis in flat file format, which enables users to see the NYSE MKT BBO (Best Quote) printed throughout the trading day for all NYSE MKT traded securities.

TAQ NYSE MKT Integrated Feed

TAQ NYSE MKT Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE MKT Integrated Feed

      Depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

TAQ NYSE MKT OpenBook

TAQ NYSE MKT 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.

TAQ NYSE MKT Trades

The TAQ NYSE MKT Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE MKT-traded securities.

  • Additional Details
    • Stock Summary

      In a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

      TAQ NYSE MKT Trades XDP

      XDP format of TAQ NYSE Trades. TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      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.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalances

      TAQ NYSE Order Imbalances provides information from the NYSE Order Imbalances Data feed. The NYSE Imbalances Data feed publishes opening and closing imbalances automatically 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.

      • Additional Details
        • TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalances product provides a capture of the NYSE Order Imbalances datafeed. The NYSE Imbalances Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.

      • Additional Details
        • Stock Summary

          n a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE Arca Products

TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).

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    • NYSE Arca EOD ETF Report

      Product Price

      Direct Access Fee:$200

      The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.

      TAQ NYSE Arca Trades

      TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca.

      • Additional Details
        • TAQ NYSE Arca Trade Bust

          Trade bust information, which can be mapped to the original trade message, is also available.

          TAQ NYSE Arca Trades

          TAQ NYSE Arca Trades includes trades executed on NYSE ArcaBook, with an external market center, and orders which "crossed" on NYSE Arca. All orders are time stamped in milliseconds and contain a unique reference number enabling users to track the lifecycle of an order — from entry to execution or cancel. Execution reports indicate whether the order was executed against another order on the NYSE Arca system or executed against an external market center (e.g., ITS or Instinet).

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      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.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalances

      TAQ NYSE Order Imbalances provides information from the NYSE Order Imbalances Data feed. The NYSE Imbalances Data feed publishes opening and closing imbalances automatically 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.

      • Additional Details
        • TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalances product provides a capture of the NYSE Order Imbalances datafeed. The NYSE Imbalances Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.

      • Additional Details
        • Stock Summary

          n a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print.

Legacy Symbols File

Access Legacy Symbols File

Legacy Symbols File FTP

Access NYSE Group Legacy Symbols File

NYSE & NYSE MKT Events Summary

The Events Summary provides a consolidated view of daily corporate events happening on the NYSE and NYSE MKT platforms on the current Trading Day.

NYSE & NYSE MKT Listings Notices

The Listings Notices contains full details about upcoming new listings and delistings on NYSE and NYSE MKT including Company Symbol, Name Description, type of listings and any additional notes. E-mails are sent daily and intra-day.

NYSE Alerts

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE Group Corporate Actions

The Corporate Actions package is comprised of several reports providing over 60 different corporate actions types for all equities listed on NYSE, NYSE MKT and NYSE Arca markets including such information as cash dividends, stock dividends, distributions, splits, new listings, symbol changes and merger & acquisitions.

  • Additional Details
    • NYSE Group Corporate Actions

      The NYSE Group Corporate Actions reports provide corporate actions distribution information. The intraday reports are provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of this information.

      NYSE Group Ex-Date Corporate Actions

      The NYSE Group Ex-Date Corporate Actions report distributes a complete listing of corporate actions (dividends, stock splits, spin-offs and so forth) where “ex-date” = T+2 (two trading days in advance). The file, created by the end of the day, is available in Text, Microsoft Excel and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

      NYSE Group InfoNotices

      InfoNotices provide corporate actions (mergers & acquisitions, name and symbol changes, tender offers, stock splits and other information. InfoNotices provide detailed information of corporate actions events and are distributed throughout the day in Text format and can be delivered by email, FTP, or downloaded from our website (HTTP).

      NYSE Group Proxy Meeting Notices

      Information about shareholder meetings and proxy rulings for NYSE Group listed companies is provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of the shareholder meeting and proxy ruling information provided throughout the day.

      NYSE Group Ticker Notices

      TickerNotices are a summary of corporate actions information such as stock splits, redemptions, suspension, name and symbol changes . TickerNotices are distributed intraday in Text and Microsoft Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Start of day and end of day summary reports are available.

      NYSE Listing Applications

      Listing applications received by NYSE are delivered daily in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

NYSE MKT Alerts

NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

NYSE MKT Order Imbalance

The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.

NYSE Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

TAQ NYSE Amex Products

TAQ NYSE Amex products provide full visibility of transactions that occur on NYSE Amex as being disseminated from the Amex OpenBook market data offering. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE MKT Order Imbalances

      TAQ NYSE MKT Order Imbalances provides information from the NYSE MKT Order Imbalance Data feed. The NYSE MKT Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Additional Details
        • TAQ NYSE MKT Order Imbalances

          The TAQ NYSE MKT Order Imbalances product provides a capture of the NYSE MKT Order Imbalances datafeed. The NYSE MKT Imbalances data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities. The NYSE MKT Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

TAQ NYSE Arca Products

TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).

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    • NYSE Arca EOD ETF Report

      Product Price

      Direct Access Fee:$200

      The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.

      TAQ NYSE Arca Trades

      TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca.

      • Additional Details
        • TAQ NYSE Arca Trade Bust

          Trade bust information, which can be mapped to the original trade message, is also available.

          TAQ NYSE Arca Trades

          TAQ NYSE Arca Trades includes trades executed on NYSE ArcaBook, with an external market center, and orders which "crossed" on NYSE Arca. All orders are time stamped in milliseconds and contain a unique reference number enabling users to track the lifecycle of an order — from entry to execution or cancel. Execution reports indicate whether the order was executed against another order on the NYSE Arca system or executed against an external market center (e.g., ITS or Instinet).

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Alerts

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      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.

      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

      TAQ NYSE Order Imbalances

      TAQ NYSE Order Imbalances provides information from the NYSE Order Imbalances Data feed. The NYSE Imbalances Data feed publishes opening and closing imbalances automatically 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.

      • Additional Details
        • TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalances product provides a capture of the NYSE Order Imbalances datafeed. The NYSE Imbalances Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

      TAQ NYSE Trades

      The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.

      • Additional Details
        • Stock Summary

          n a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print.