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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

NYSE Alerts provides recipients with enhanced automation capabilities by providing formatted messages regarding market and trading conditions for both NYSE listed and NYSE AlterNext listed stocks. Currently this information is available via the Consolidated Tape, news feeds and other methods of dissemination however NYSE Alerts provides the information as formatted messages. NYSE Alerts is available with a connection to the Secure Financial Transaction Infrastructure (SFTI).

TAQ NYSE Alerts FAQs

Instruments Covered
Equities

Markets Covered
NYSE
  • OngoingDirect & indirect

    $1,000 / month
    12 months minimum subscription
    includes 12 months back history

  • Back HistoryDirect & indirect

    Table depicting the pricing options available
    First 12 months $1,000 / month
    12+ months $500 / month
  • Redistribution

    Additional fees apply for redistribution. Please contact [email protected].

 
Included Data

TAQ NYSE Alerts

Specifications
Field NameData Type *Description
1MessageTypeNumber (0)NYSE Alerts disseminates six different types of messages.
2DatestampDate (mm/dd/yyyy)Date of Message
3TimestampDate (hh:nn:ss.lll)Time of Message; All retransmissions of this message will retain the original timestamp.
4TransactionTimeDate (hh:nn:ss)Time of Event
5SymbolText (16)NYSE Symbol
6SecurityStatusDescText (50)Description of Security Status, Ex: Market Imbalance Buy
7VolumeNumber (0)The volume of the published imbalance. (If applicable)
8AdjustmentDescText (50)Listing of any applicable adjustments to messages (Cancels or Correction)
9HaltConditionDescText (50)Description of the halt, Ex: News Dissemination
10BidPriceNumber (2)An approximation of what the high-end "Ask" price of a security’s trading range may be.
11AskPriceNumber (2)An approximation of what the low-end "Bid" price of a security’s trading range may be.
12TradeDisseminationTimeDate (hh:nn:ss)The time the security resumes trading, when applicable.
13CorporateActionDescText (50)Description of the type of corporate action, EX: Ex-Dividend
14FinancialStatusDescText (50)Description of the Financial Status, Ex: Bankrupt
15SecurityStatusCodeText (1)Status of listed security
16AdjustmentCodeNumber (0)Code for Message Adjustment
17HaltConditionCodeText (1)Condition for Halt
18CorporateActionCodeNumber (0)Current Corporate Action Status
19FinancialStatusCodeNumber (0)Code for Financial Status of listed security
20EventTimeDate (hh:nn:ss.lll)Event Time
21TradingCollarStatusNumber (0)Trading Collar Status Message
22CircuitBreakerStatusNumber (0)Circuit Breaker Status Message
23URLText (128)URL to the description of the message

* If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
<?xml version='1.0' encoding='utf-8'>
    <xs:schema xmlns:xs='http://www.w3.org/2001/XMLSchema' >
        <xs:complexType name='NYSEAlert' >
            <xs:sequence>
                <xs:element name='MsgType' type='xs:int' ></xs:element>
                <xs:element name='Datestamp' type='xs:date' ></xs:element>
                <xs:element name='Timestamp' type='xs:time' ></xs:element>
                <xs:element name='TransactionTime' type='xs:time' ></xs:element>
                <xs:element name='Symbol' type='xs:string' ></xs:element>
                <xs:element name='SecurityStatusDesc' type='xs:string' ></xs:element>
                <xs:element name='Volume' type='xs:int' ></xs:element>
                <xs:element name='AdjustmentDesc' type='xs:string' ></xs:element>
                <xs:element name='HaltConditionDesc' type='xs:string' ></xs:element>
                <xs:element name='Bid' type='xs:float' ></xs:element>
                <xs:element name='Ask' type='xs:float' ></xs:element>
                <xs:element name='TradeDisseminationTime' type='xs:time' ></xs:element>
                <xs:element name='CorporateActionDesc' type='xs:string' ></xs:element>
                <xs:element name='FinancialStatusDesc' type='xs:string' ></xs:element>
                <xs:element name='SecurityStatusCode' type='xs:string' ></xs:element>
                <xs:element name='AdjustmentCode' type='xs:int' ></xs:element>
                <xs:element name='HaltConditionCode' type='xs:string' ></xs:element>
                <xs:element name='CorporateActionCode' type='xs:int' ></xs:element>
                <xs:element name='FinancialStatusCode' type='xs:int' ></xs:element>
                <xs:element name='EventTime' type='xs:time' ></xs:element>
                <xs:element name='TradingCollarStatus' type='xs:int' ></xs:element>
                <xs:element name='CircuitBreakerStatus' type='xs:int' ></xs:element>
                <xs:element name='URL' type='xs:string' ></xs:element>
            </xs:sequence>
        </xs:complexType>
        <xs:element name='NYSEAlerts' >
            <xs:complexType>
                <xs:sequence>
                    <xs:element name='NYSEAlert' type='NYSEAlert' ></xs:element>
                </xs:sequence>
            </xs:complexType>
        </xs:element>
    </xs:schema>
Delivery
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Authorized Vendors
NYSE
TAQ NYSE Alerts - Accredited Academic Institutions
Product News
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Frequently Asked Questions
  • Where can I find AMEX data like this?
    If you are looking for other AMEX data please try the following links: Trade Halts