Data Products By Type: Historical Data

Complete tick-by-tick data for Trades, Quotes, and Depth of Book data

Euronext NextHistory Cash

Euronext NextHistory Cash offers historical data for all Euronext Cash Markets

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    • Euronext NextHistory Cash BBO

      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, 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
        • Euronext NextHistory Cash BBO

          NYSE Euronext Best Bid & Offer (BBO) data.

          • Product Type Historical
          • Market Euronext
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Euronext NextHistory Cash EOD

          Trading summary for each Euronext-listed cash security

          • Product Type Summary
          • Market Euronext
          • Asset Class Equities
          • Data Type Trading Summaries

          Euronext NextHistory Cash Trades

          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

      Euronext NextHistory Cash Trades

      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 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
        • Euronext NextHistory Cash EOD

          Trading summary for each Euronext-listed cash security

          • Product Type Summary
          • Market Euronext
          • Asset Class Equities
          • Data Type Trading Summaries

          Euronext NextHistory Cash Trades

          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

      Euronext NextHistory Cash EOD

      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

FNMA FACTOR

FNMA FACTOR

  • Product Type Historical
  • Market NYSE
  • Asset Class Stock
  • Data Type Trades / Last Sale

Market Data Analytics Lab

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

Summary and Statistics Products

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.

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    • NYSE Broker Volume Database

      Product Price

      Direct Access Fee:$3000

      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
        • NYSE Broker Volume Web

          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

          NYSE Broker Volume XML

          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

      NYSE Broker Volume Web

      Product Price

      Direct Access Fee:$300

      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

      National Market Volume Summary

      Product Price

      Direct Access Fee:$100

      Daily file provides 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

      NYSE Volume Summary

      Product Price

      Direct Access Fee:$100

      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

      Monthly ETP Market Quality & Trading Statistics Report

      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

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.

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    • Daily TAQ

      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
        • Daily NBBO File

          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

          Daily Quote and Trade Admin Message File

          All Limit-up/Limit-down Price Band messages published on the CTA and UTP trade and quote feeds. The LULD trial commenced on April 8, 2013.

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

          Daily Quotes File

          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

          Daily TAQ Master File (Beta)

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative Master File

          Daily TAQ 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

          Daily Trades 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

          Regulation SHO Data

          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 Admin Messages

          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

      Monthly TAQ

      Product Price

      Direct Access Fee:$800

      Monthly TAQ provides users with access to all trades and quotes for all stocks listed on NYSE, NYSE Arca, NYSE MKT, NASDAQ and all regional markets for the previous month.

      • Product Type Historical
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • Monthly TAQ (Trade and Quote Detail)

          Monthly TAQ provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for the previous 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.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

          Regulation SHO Data

          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

      Product Price

      Direct Access Fee:$500

      TAQ Web is an online service that allows subscribers access to historical intraday trades and quotes for all NYSE-listed stocks.

      • Product Type Historical
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Custom TAQ

      Product Price

      Starting at:$2

      Custom TAQ allows users to build customized trade data reports online by purchasing data in smaller chunks without any ongoing commitment. Complete trade history is available from October 2003 and 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

TAQ Luxembourg Products

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.

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    • TAQ Luxembourg Data Set

      Product Price

      Access Fee: €1500

      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
        • TAQ Luxembourg End of Day

          • Product Type Summary
          • Market Euronext
          • Asset Class Equities Bonds ETFs Warrants and Certificates Corporate Bonds Stock
          • Data Type Trading Summaries

          TAQ Luxembourg Level 1

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ Luxembourg Level 2

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ Luxembourg Reference

          • Product Type Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Reference

          TAQ Luxembourg Trades

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Reference Trades / Last Sale

      TAQ Luxembourg Level 1

      Product Price

      Access Fee: €750

      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
        • TAQ Luxembourg End of Day

          • Product Type Summary
          • Market Euronext
          • Asset Class Equities Bonds ETFs Warrants and Certificates Corporate Bonds Stock
          • Data Type Trading Summaries

          TAQ Luxembourg Level 1

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ Luxembourg Reference

          • Product Type Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Reference

          TAQ Luxembourg Trades

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Reference Trades / Last Sale

      TAQ Luxembourg Trades

      Product Price

      Access Fee: €350

      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

      TAQ Luxembourg Reference

      Product Price

      Access Fee: €50

      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

      TAQ Luxembourg End of Day

      Product Price

      Access Fee: €125

      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

TAQ NYSE Arca Europe Products

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.

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    • TAQ NYSE Arca Europe Data Set

      Product Price

      Access Fee: €1000

      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

      TAQ NYSE Arca Europe Level 1

      Product Price

      Access Fee: €500

      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

      TAQ NYSE Arca Europe Trades

      Product Price

      Access Fee: €250

      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

      TAQ NYSE Arca Europe Reference

      Product Price

      Access Fee: €50

      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

      TAQ NYSE Arca Europe End of Day

      Product Price

      Access Fee: €100

      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

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.

  • Product Type Historical
  • Market NYSE Arca
  • Asset Class Equities Stock
  • Data Type Depth of Book Trades / Last Sale

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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    • TAQ NYSE ArcaBook

      Product Price

      Direct Access Fee: $1,000

      NYSE ArcaBook 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.

      • Product Type Historical
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Depth of Book

      TAQ NYSE Arca Trades

      Product Price

      Direct Access Fee:$500

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

      • Product Type Historical
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details
        • TAQ NYSE Arca Trade Bust

          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

          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

      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.

      • Product Type Summary
      • Market NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

TAQ NYSE Euronext Products

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.

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    • TAQ NYSE Euronext Complete Data Set

      Product Price

      Access Fee: €2650

      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

      TAQ NYSE Euronext Equities Data Set

      Product Price

      Access Fee: €2000

      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

      TAQ NYSE Euronext Equities Level 1

      Product Price

      Access Fee: €1000

      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

      TAQ NYSE Euronext Equities Trades

      Product Price

      Access Fee: €500

      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

      TAQ NYSE Euronext Equities Reference

      Product Price

      Access Fee: €50

      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

      TAQ NYSE Euronext Warrants Level 1

      Product Price

      Access Fee: €750

      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

      TAQ NYSE Euronext Warrants Trades

      Product Price

      Access Fee: €350

      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

      TAQ NYSE Euronext Warrants Reference

      Product Price

      Access Fee: €50

      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

      TAQ NYSE Euronext Warrants Data Set

      Product Price

      Access Fee: €1500

      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

      TAQ NYSE Euronext Equities End of Day

      Product Price

      Access Fee: €275

      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

      TAQ NYSE Euronext Warrants End of Day

      Product Price

      Access Fee: €125

      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

      TAQ NYSE Euronext Indices End of Day

      Product Price

      Access Fee: €315

      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

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

      Product Price

      Direct Access Fee:$300

      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

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      TAQ NYSE Closing Prices

      Product Price

      Direct Access Fee:$100

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day and show the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (NYSE MKT) and NYSE Arca listed issues as of the 4:00pm close. Issues are separated into files based on the listed exchange venue.

      • Product Type Summary
      • Market NYSE Arca NYSE NYSE MKT
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details
        • TAQ NYSE Arca Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.

          • Product Type Summary
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.

          • Product Type Summary
          • Market NYSE
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE MKT Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE MKT Volume.

          • Product Type Summary
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Trading Summaries

      TAQ NYSE OpenBook

      Product Price

      Direct Access Fee: $1,500

      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.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book
      • 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.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          TAQ NYSE OpenBook Ultra

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

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

      TAQ NYSE Short Sales

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Short Sales is a monthly product containing a collection of the month's end of day replay files. The NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      • Product Type Historical
      • Market NYSE MKT NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details
        • TAQ NYSE MKT Short Sales

          • Product Type Historical
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ NYSE Trades

      Product Price

      Direct Access Fee:$500

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

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Order Imbalance

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance 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.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

TAQ NYSE BondMatch Products

NYSE BondMatch historical data is designed for clients who need full visibility into the NYSE BondMatch 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.

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    • TAQ NYSE BondMatch Reference

      Product Price

      Access Fee: €50

      The TAQ NYSE BondMatch securities published on the NYSE Arca Europe real-time data feed.

      • Product Type Reference
      • Market Euronext
      • Asset Class Corporate Bonds
      • Data Type Reference

      TAQ NYSE BondMatch Data Set

      Product Price

      Access Fee: €1000

      The TAQ NYSE BondMatch 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 corporate bonds published on the NYSE BondMatch real-time data feed.

      • Product Type Summary Historical Reference
      • Market Euronext
      • Asset Class Bonds Corporate Bonds
      • Data Type Trading Summaries Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book
      • Additional Details
        • TAQ NYSE BondMatch End of Day

          • Product Type Summary
          • Market Euronext
          • Asset Class Bonds Corporate Bonds
          • Data Type Trading Summaries

          TAQ NYSE BondMatch Level 1

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE BondMatch Level 2

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE BondMatch Reference

          • Product Type Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Reference

          TAQ NYSE BondMatch Trades

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Reference Trades / Last Sale

      TAQ NYSE BondMatch Level 1

      Product Price

      Access Fee: €500

      The TAQ NYSE BondMatch Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for corporate bonds published on the NYSE BondMatch real-time data feed.

      • Product Type Summary Historical Reference
      • Market Euronext
      • Asset Class Bonds Corporate Bonds
      • Data Type Trading Summaries Quotes / Best Bid & Offer Reference Trades / Last Sale

      TAQ NYSE BondMatch Trades

      Product Price

      Access Fee: €250

      The TAQ NYSE BondMatch Trades product includes time and sales data, end of day summary data and reference data for securities published on the NYSE Bondmatch real-time data feed.

      • Product Type Summary Reference Historical
      • Market Euronext
      • Asset Class Bonds Corporate Bonds
      • Data Type Trading Summaries Reference Trades / Last Sale

      TAQ NYSE BondMatch End of Day

      Product Price

      Access Fee: €100

      The TAQ NYSE BondMatch End of Day product includes historical summary data (Open, High, Low, Close, etc,...) and reference data for securities published on the NYSE BondMatch real-time data feed.

      • Product Type Summary Reference
      • Market Euronext
      • Asset Class Bonds Corporate Bonds
      • Data Type Trading Summaries Reference

TAQ NYSE Bonds Products

NYSE Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds), where real-live quotes are captured and made available for market participants to analyse. Customers can choose from OrderBook and trade details from as early as 2006.

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    • TAQ NYSE Bonds

      Product Price

      Direct Access Fee: $750
      Enterprise Fee: $1000
      Indirect Access Fee: $500

      Orderbook and trade data for NYSE Bonds

      • Product Type Reference Historical
      • Market NYSE Arca
      • Asset Class Bonds Corporate Bonds
      • Data Type Master File Reference Depth of Book Trades / Last Sale
      • Additional Details
        • TAQ NYSE Bonds Bond Master

          The Bond Master file provides comprehensive information about the bonds being traded such as: Bond Symbol, Issuer Name, CUSIP ID, Interest Rate, Maturity Date, Face Value, Underlying, Alt Symbol, Suffix, Issue type, Bypass Clearing, Currency Code, Flat, Bankrupt, and Exchange

          • Product Type Reference
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Master File Reference

          TAQ NYSE Bonds Orderbook

          The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Depth of Book

          TAQ NYSE Bonds Trade Bust

          The Trade Bust message identifies trades that were busted after the execution was reported. These messages can be mapped to the original trade message using the sequence number.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Trades

          The trades file includes all executed trades throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

NYSE Liffe NextHistory Derivatives

NYSE Liffe NextHistory provides historical intraday trade and best bid/offer data, plus end of day data, for all NYSE Liffe Derivatives markets up until 31 December 2010. For data beyond this date, clients should refer to the 'TAQ Europe' historical data product.

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    • NYSE Liffe NextHistory Commodity Derivatives EOD

      Product Price

      Direct Access Fee: €100 /mo.
      Enterprise Fee: €150 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Fixed Income Derivatives EOD

      Product Price

      Direct Access Fee: €100 /mo.
      Enterprise Fee: €100 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Index Derivatives EOD

      Product Price

      Direct Access Fee: €100 /mo.
      Enterprise Fee: €100 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Equity Derivatives EOD

      Product Price

      Direct Access Fee: €100 /mo.
      Enterprise Fee: €100 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Commodity Derivatives Intraday

      Product Price

      Direct Access Fee: €250 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Commodity Derivatives EOD

          End of day data, including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Commodity Derivatives Intraday

          Intraday data including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Index Derivatives Intraday

      Product Price

      Direct Access Fee: €250 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Index Derivatives EOD

          NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Index Derivatives Intraday

          NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Equity Derivatives Intraday

      Product Price

      Direct Access Fee: €500 /mo.
      Enterprise Fee: €300 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Equity Derivatives EOD

          NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Equity Derivatives Intraday

          Ask, Bid and Trade (plus volume) recorded during each trading day

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Fixed Income Derivatives Intraday

      Product Price

      Direct Access Fee: €500 /mo.
      Enterprise Fee: €300 /mo.

      NYSE Liffe NextHistory provides comprehensive historical end-of-day and tick data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale

TAQ NYSE Liffe Products

TAQ NYSE Liffe historical data is designed for clients who need full visibility into the Liffe market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of NYSE Liffe market dynamics. Clients can choose from Level 2, Level 1, Trades, End of Day Summary and Reference data sets across four asset classes: Fixed Income Derivatives, Equity Derivatives, Index Derivatives and Commodity Derivatives. All data is time stamped in milliseconds.