|
|
The Market Data Analytics Lab is a centralized, hosted database that grants direct access to NYSE Technologies' TAQ (Trades and Quotes) and Reference datasets, with the capability to perform a wide range of analytical calculations that assist in research, trading strategy development, and profitable trading decisions.
-
Product Type
Historical
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
NYSE Euronext historical data is designed for clients who need full visibility into the NYSE Euronext market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of market dynamics. Clients can choose from Level 2, Level 1, Trades, End of Day Summary and Reference data sets across multiple asset classes and market trading platforms. All data is time stamped in milliseconds.
- Show Products
The TAQ NYSE Euronext complete data set includes full historical Order Book, BBO (best bid and offer), Last Trade, End of Day Summary and Reference Data for the whole NYSE Euronext regulated market as published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
Warrants and Certificates
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Warrants and Certificates
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities data set (or Level 2) includes complete historical Order Book, BBO (best bid and offer), Last Trade, End of Day Summary and Reference Data for equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities Trades product includes time and sales data, end of day summary and reference data for equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Reference
Historical
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
The TAQ NYSE Euronext Warrants Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for warrant and certificates published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Warrants and Certificates
Equities
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Warrants and Certificates
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Warrants Trades product includes time and sales data, end of day summary data and reference data for warrant and certificates published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Reference
Historical
-
Market
Euronext
-
Asset Class
Warrants and Certificates
Equities
-
Data Type
Trading Summaries
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Warrants and Certificates
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Warrants warrant and certificates published on the NYSE Euronext European real-time data feed.
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
The TAQ NYSE Euronext Warrants data set (or Level 2) includes complete historical order book, BBO (best bid and offer), last trade, end of day summary and reference data for warrant and certificates published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Warrants and Certificates
Equities
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Warrants and Certificates
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities End of Day product includes historical summary data (Open, High, Low, Close, etc,...) and reference data for securities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Reference
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
The TAQ NYSE Euronext Warrants End of Day product includes historical summary data (Open, High, Low, Close, etc,...) and reference data for warrants and certificates published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Reference
-
Market
Euronext
-
Asset Class
Warrants and Certificates
Equities
-
Data Type
Trading Summaries
Reference
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Warrants and Certificates
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
The TAQ NYSE Euronext Indices End of Day product includes historical summary data (Open, High, Low, Close, etc,...) for indices published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Trading Summaries
Euronext NextHistory Cash offers historical data for all Euronext Cash Markets
- Show Products
Product Price
| Direct Access Fee: |
€1000 /mo. |
| Enterprise Fee: |
€1000 /mo. |
The BBO File includes, in addition to the End-of-Day File and the Trade File, NYSE Euronext Best Bid & Offer (BBO) data.
-
Product Type
Historical
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trading Summaries
Trades / Last Sale
- Additional Details
NYSE Euronext Best Bid & Offer (BBO) data.
-
Product Type
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trading summary for each Euronext-listed cash security
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
Trade file for Euronext cash markets, including trade cancellations, trade IDs and off-market data (reported through TCS)
-
Product Type
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
| Direct Access Fee: |
€750 /mo. |
| Enterprise Fee: |
€750 /mo. |
The Trade File includes the End-of-Day File, Euronext central order book trade information, trade cancellations and off-market data reported through TCS. TCS is the system used by NYSE Euronext to report OTC-trades executed outside the central order book.
-
Product Type
Summary
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
Trades / Last Sale
- Additional Details
Trading summary for each Euronext-listed cash security
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
Trade file for Euronext cash markets, including trade cancellations, trade IDs and off-market data (reported through TCS)
-
Product Type
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
| Direct Access Fee: |
€500 /mo. |
| Enterprise Fee: |
€500 /mo. |
Trading summary for each Euronext-listed cash security
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
The Market Data Analytics Lab is a centralized, hosted database that grants direct access to NYSE Technologies' TAQ (Trades and Quotes) and Reference datasets, with the capability to perform a wide range of analytical calculations that assist in research, trading strategy development, and profitable trading decisions.
-
Product Type
Historical
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
NYSE provides unique market statics including ETP, Broker Volume, and a detail break down of volume across NYSE, NYSE Amex, and NYSE Arca equity markets.
- Show Products
The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.
-
Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.
-
Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.
-
Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
Web-based reports of aggregate volume executed by each entering (introducing) member firm.
-
Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.
-
Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.
-
Product Type
Summary
-
Market
NYSE MKT
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
NYSE MKT short sales summary
-
Product Type
Summary
-
Market
NYSE MKT
-
Asset Class
Equities
-
Data Type
Trading Summaries
Volume Summary for NYSE MKT
-
Product Type
Summary
-
Market
NYSE MKT
-
Asset Class
Equities
-
Data Type
Trading Summaries
NYSE short sales summary
-
Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
Volume Summary for NYSE
-
Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.
-
Product Type
Historical
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the retail trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message.
Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.
-
Product Type
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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 of NYSE InfoTools to match each execution message with the tape print.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the retail trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.
-
Product Type
Historical
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the program trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message.
Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.
-
Product Type
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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 of NYSE InfoTools to match each execution message with the tape print.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
At approximately 8:00PM each day, a file will be 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.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the program trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs).
The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.
-
Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
ETFs
-
Data Type
Trading Summaries
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.
- Show Products
Product Price
| Direct Access Fee: |
$1,500 |
Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq(OTC), and Regionals for the previous trading day.
-
Product Type
Historical
Reference
-
Market
All CTA Participating Markets
NYSE
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Administrative
Master File
Trades / Last Sale
- Additional Details
An addendum to the Daily Quotes file, indicating the National Best Bid and Offer
-
Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
All Limit-up/Limit-down Price Band messages published on the CTA and UTP trade and quote feeds. The LULD trial is scheduled to go live with phase 1 on April 8, 2013.
-
Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Administrative
Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.
-
Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
-
Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Administrative
Master File
Master list of securities for the trade and quote files
-
Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Master File
Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.
-
Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
A capture of all Administrative messages published over CTA and UTP
-
Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Administrative
TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.
-
Product Type
Historical
-
Market
All CTA Participating Markets
NYSE
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset. Please contact the NYSE Data Team at info@nysedata.com.
-
Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.
-
Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003. Cost is based upon the number of stocks and dates chosen. The trade data covers all NYSE, Regional Exchange and NASDAQ-listed stocks.
-
Product Type
Historical
Summary
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Trading Summaries
Luxembourg historical data is designed for clients who need full visibility into the Luxembourg market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of market dynamics. Clients can choose from Level 2, Level 1, Trades, End of Day Summary and Reference data sets across multiple asset classes and market trading platforms. All data is time stamped in milliseconds.
- Show Products
The TAQ Luxembourg data set (or Level 2) product includes complete historical order book, BBO (best bid and offer), last trade, end of day summary and reference data for securities published on the Luxembourg real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
Trades / Last Sale
The TAQ Luxembourg Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for securities published on the NYSE Luxembourg real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
Trades / Last Sale
The TAQ Luxembourg Trades product includes time and sales data, end of day summary data and reference data for securities published on the the NYSE Luxembourg real-time data feed.
-
Product Type
Summary
Reference
Historical
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
Trades / Last Sale
The TAQ Luxembourg securities published on the the NYSE Luxembourg real-time data feed.
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
The TAQ Luxembourg End of Day product includes historical summary data (Open, High, Low, Close, etc,...) and reference data for securities published on the Luxembourg Stock Exchange real-time data feed.
-
Product Type
Summary
Reference
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Reference
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
ETFs
Warrants and Certificates
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Reference
NYSE Arca Europe historical data is designed for clients who need full visibility into the NYSE Arca Europe market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of market dynamics. Clients can choose from Level 2, Level 1, Trades, End of Day Summary and Reference data sets across multiple asset classes and market trading platforms. All data is time stamped in milliseconds.
- Show Products
The TAQ NYSE Arca Europe data set (or Level 2) product includes complete historical order book, BBO (best bid and offer), last trade, end of day and reference data for securities published on the NYSE Arca Europe real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Full Orderbook
-
Product Type
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Arca Europe Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for securities published on the NYSE Arca Europe real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Arca Europe Trades product includes time and sales data, end of day summary data and reference data for securities published on the NYSE Arca Europe real-time data feed.
-
Product Type
Summary
Reference
Historical
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Arca Europe securities published on the NYSE Arca Europe real-time data feed.
-
Product Type
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
The TAQ NYSE Arca Europe End of Day product includes historical summary data (Open, High, Low, Close, etc,...) and reference data for securities published on the NYSE Arca Europe real-time data feed.
-
Product Type
Summary
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
Reference
- Additional Details
-
Product Type
Summary
-
Market
NYSE Arca Europe
-
Asset Class
Equities
Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Reference
-
Market
NYSE Arca Europe
-
Asset Class
Equities
-
Data Type
Reference
TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).
- Show Products
Product Price
| Direct Access Fee: |
$1,000 |
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.
-
Product Type
Historical
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Depth of Book
TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca or ArcaEdge (OTCBB securities).
-
Product Type
Historical
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
Trade bust information, which can be mapped to the original trade message, is also available.
-
Product Type
Historical
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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).
-
Product Type
Historical
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.
-
Product Type
Summary
-
Market
NYSE Arca
-
Asset Class
ETFs
-
Data Type
Trading Summaries
NYSE Euronext historical data is designed for clients who need full visibility into the NYSE Euronext market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of market dynamics. Clients can choose from Level 2, Level 1, Trades, End of Day Summary and Reference data sets across multiple asset classes and market trading platforms. All data is time stamped in milliseconds.
- Show Products
The TAQ NYSE Euronext complete data set includes full historical Order Book, BBO (best bid and offer), Last Trade, End of Day Summary and Reference Data for the whole NYSE Euronext regulated market as published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
Warrants and Certificates
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Warrants and Certificates
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
Warrants and Certificates
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities data set (or Level 2) includes complete historical Order Book, BBO (best bid and offer), Last Trade, End of Day Summary and Reference Data for equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Depth of Book
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
- Additional Details
-
Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
ETFs
Government Bonds
Corporate Bonds
Stock
-
Data Type
Trading Summaries
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Equities
Stock
-
Data Type
Reference
-
Product Type
Historical
Reference
-
Market
Euronext
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Reference
Trades / Last Sale
The TAQ NYSE Euronext Equities Trades product includes time and sales data, end of day summary and reference data for equities published on the NYSE Euronext European real-time data feed.
-
Product Type
Summary
Reference
Historical
-
Market
Euronext
-
Asset Class
Equities
ETFs
| | |