Data Products By Market: NYSE American

TAQ CTA Products

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

TAQ NYSE American Integrated Feed

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

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    • Stock Summary

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

      TAQ NYSE American Integrated Feed

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

TAQ NYSE American OpenBook

TAQ NYSE American OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

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    • TAQ NYSE American OpenBook Aggregated

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

      TAQ NYSE American OpenBook

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

TAQ NYSE American Trades

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

  • Additional Details
    • Stock Summary

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

      TAQ NYSE American Trades XDP

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

TAQ NYSE Products

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

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    • TAQ NYSE Alerts

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

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

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

          TAQ NYSE OpenBook Ultra

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

      TAQ NYSE Order Imbalances

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

      • Additional Details
        • TAQ NYSE Order Imbalances

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

      TAQ NYSE Trades

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

      • Additional Details
        • Stock Summary

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

          TAQ NYSE Trades

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

TAQ NYSE Products

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

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    • TAQ NYSE Alerts

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

      TAQ NYSE OpenBook

      TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

      • Additional Details
        • TAQ NYSE OpenBook

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

          TAQ NYSE OpenBook Ultra

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

      TAQ NYSE Order Imbalances

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

      • Additional Details
        • TAQ NYSE Order Imbalances

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

      TAQ NYSE Trades

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

      • Additional Details
        • Stock Summary

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

          TAQ NYSE Trades

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

NYSE Group Index Weightings

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    • NYSE Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices.

      NYSE Fixed Income Index Weightings

      Product Price

      Access Fee: $250

      This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.

TAQ NYSE American Products

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

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    • TAQ NYSE American Order Imbalances

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

      • Additional Details
        • TAQ NYSE American Order Imbalances

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