Data Products By Asset Class: Equities

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.

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    • 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 American BBO

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

TAQ NYSE American Integrated Feed

TAQ NYSE American 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.

TAQ NYSE American OpenBook

TAQ NYSE American 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.

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    • TAQ NYSE American OpenBook Aggregated

      TAQ NYSE OpenBook Aggregated is a frequency based depth of book feed that contains aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. The product is available as of 24 July 2017 - present.

      TAQ NYSE American OpenBook Ultra

      TAQ NYSE American OpenBook Ultra improves accessibility to the NYSE American market through improved performance and additional content and functionality. TAQ NYSE American OpenBook Ultra was developed with the help of customers to create a best-of-breed product. TAQ NYSE American OpenBook Ultra offers improved speed with microsecond latency, TAQ NYSE American OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers. TAQ NYSE American OpenBook Ultra provides historical replay and updates for each change and the current state of the book, allowing the recovery of missed messages quickly. TAQ NYSE American OpenBook Ultra also offer greater content for all customers limit order interest including the floor and specialist interest.

TAQ NYSE American Trades

The TAQ NYSE American Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE American-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 American 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 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 Arca Integrated Feed as of 11/30/2017

      TAQ NYSE Arca Integrated Feed as of 11/30/2017

      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

      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.

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        • 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.

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    • 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 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 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

      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 American Events Summary

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

NYSE & NYSE American Listings Notices

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

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 American and NYSE Arca markets including such information as cash dividends, stock dividends, distributions, splits, new listings, symbol changes and merger & acquisitions.

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    • 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).

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 American Products

TAQ NYSE American products provide full visibility of transactions that occur on NYSE American as being disseminated from the NYSE American 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 American Order Imbalances

      TAQ NYSE American Order Imbalances provides information from the NYSE American Order Imbalance Data feed. The NYSE American Imbalance Data feed publishes Opening and Closing imbalances automatically 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.

      • Additional Details
        • TAQ NYSE American Order Imbalances

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

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.