|
|
Product Price
| Direct Access Fee: |
$3000 |
| Redistribution Fee: |
$3000 |
| Device fees from NYSE ArcaBook and NYSE Arca Trades apply |
NYSE Arca Integrated Feed is a proprietary data product providing Order Book, Trades, Order Imbalances and Security Status data in a single sequence integrated feed without any throttling directly to customers.
-
Product Type
Real-Time
Summary
-
Market
NYSE Arca
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Trades / Last Sale
Trading Summaries
The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.
-
Product Type
Real-Time
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Indices
ETFs
-
Data Type
Trading Summaries
Real time consoldiated last sale and bid/ask prices for all National Market System (NMS) participant markets (Tape A and Tape B).
- Show Products
Product Price
Consolidated Trades
| Direct Access Fee: |
$1,000 |
| Indirect Access Fee: |
$500 |
Consolidated Quotes
| Direct Access Fee: |
$1,100 |
| Indirect Access Fee: |
$700 |
Real time consoldiated last sale and bid/ask prices for all National Market System ("NMS") participant markets (Tape A) is available from the Consolidated Tape Association ("CTA") through the Consolidated Trade System ("CTS") and the Consolidated Quote System ("CQS") and is adminsitrated by NYSE.
-
Product Type
Real-Time
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
Consolidated Bid/Ask Quotes from all NMS participants.
-
Product Type
Real-Time
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Consolidated Trade data from all NMS participants.
-
Product Type
Real-Time
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
Consolidated Trades
| Direct Access Fee: |
$350 |
| Indirect Access Fee: |
$200 |
Consolidated Quotes
| Direct Access Fee: |
$400 |
| Indirect Access Fee: |
$250 |
Real time consoldiated last sale and bid/ask prices for all National Market System ("NMS") participant markets (Tape B) is available from the Consolidated Tape Association ("CTA") through the Consolidated Trade System ("CTS") and the Consolidated Quote System ("CQS") and is adminsitrated by NYSE.
-
Product Type
Real-Time
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
-
Product Type
Real-Time
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
-
Product Type
Real-Time
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Show Products
ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
Options
Equities
-
Data Type
Depth of Book
- Additional Details
Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed.
As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).
ArcaBook for Bonds provides limit order book information for Arca-traded bonds
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
-
Data Type
Depth of Book
ArcaBook for Options provides limit order book information for Arca-traded options
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Options
-
Data Type
Depth of Book
ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Depth of Book
NYSE Arca equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.
- Show Products
The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
Bonds
-
Data Type
Depth of Book
ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
Options
Equities
-
Data Type
Depth of Book
- Additional Details
Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed.
As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).
ArcaBook for Bonds provides limit order book information for Arca-traded bonds
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
-
Data Type
Depth of Book
ArcaBook for Options provides limit order book information for Arca-traded options
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Options
-
Data Type
Depth of Book
ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Depth of Book
The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
NYSE Arca Trades is a real-time data feed providing the NYSE Arca Last Sale for all NYSE Arca-traded securities.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The NYSE Arca Real-Time Reference Prices feed provides real-time last sale prices in NYSE Arca-Traded Securities across Tape A, B and C. This feed is designed for financial website portals so that there are no reporting requirements.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
| Direct Access Fee: |
$3000 |
| Redistribution Fee: |
$3000 |
| Device fees from NYSE ArcaBook and NYSE Arca Trades apply |
NYSE Arca Integrated Feed is a proprietary data product providing Order Book, Trades, Order Imbalances and Security Status data in a single sequence integrated feed without any throttling directly to customers.
-
Product Type
Real-Time
Summary
-
Market
NYSE Arca
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Trades / Last Sale
Trading Summaries
NYSE Bonds is a market data feed that provides live and executable bid and offers that are displayed on a full order book.
- Show Products
The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
Bonds
-
Data Type
Depth of Book
ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
Options
Equities
-
Data Type
Depth of Book
- Additional Details
Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed.
As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).
ArcaBook for Bonds provides limit order book information for Arca-traded bonds
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
-
Data Type
Depth of Book
ArcaBook for Options provides limit order book information for Arca-traded options
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Options
-
Data Type
Depth of Book
ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Depth of Book
The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.
-
Product Type
Real-Time
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Indices
ETFs
-
Data Type
Trading Summaries
SuperFeed™ provides customers with broad access to data from major US, European and Asian markets in a single normalised format. This hosted, managed service provides the simplicity and cost efficiency of a consolidated feed with the high performance capabilities of a direct feed.
-
Product Type
Real-Time
-
Market
All North American Equities Markets
OPRA
All European Cash Markets
-
Asset Class
Equities
Options
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.
-
Product Type
Historical
Summary
Reference
-
Market
All CTA Participating Markets
All North American Equities Markets
OPRA
All European Cash Markets
-
Asset Class
Equities
Bonds
Derivatives
ETFs
Warrants and Certificates
Options
Futures
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
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
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
-
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
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 Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds) were real-live quotes are captured and made available for market participants to analysis. Customers can choose from OrderBook and trade details from as early as 2006.
- Show Products
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
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
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
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
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
The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.
-
Product Type
Historical
Summary
Reference
-
Market
All CTA Participating Markets
All North American Equities Markets
OPRA
All European Cash Markets
-
Asset Class
Equities
Bonds
Derivatives
ETFs
Warrants and Certificates
Options
Futures
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Trading Summaries
NYSE Arca equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.
- Show Products
The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
Bonds
-
Data Type
Depth of Book
ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
Options
Equities
-
Data Type
Depth of Book
- Additional Details
Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed.
As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).
ArcaBook for Bonds provides limit order book information for Arca-traded bonds
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Bonds
-
Data Type
Depth of Book
ArcaBook for Options provides limit order book information for Arca-traded options
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Options
-
Data Type
Depth of Book
ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Depth of Book
The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
NYSE Arca Trades is a real-time data feed providing the NYSE Arca Last Sale for all NYSE Arca-traded securities.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The NYSE Arca Real-Time Reference Prices feed provides real-time last sale prices in NYSE Arca-Traded Securities across Tape A, B and C. This feed is designed for financial website portals so that there are no reporting requirements.
-
Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
| Direct Access Fee: |
$3000 |
| Redistribution Fee: |
$3000 |
| Device fees from NYSE ArcaBook and NYSE Arca Trades apply |
NYSE Arca Integrated Feed is a proprietary data product providing Order Book, Trades, Order Imbalances and Security Status data in a single sequence integrated feed without any throttling directly to customers.
-
Product Type
Real-Time
Summary
-
Market
NYSE Arca
-
Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Trades / Last Sale
Trading Summaries
The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.
-
Product Type
Real-Time
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Indices
ETFs
-
Data Type
Trading Summaries
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 AMEX Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.
-
Product Type
Summary
-
Market
NYSE Amex
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
NYSE Amex short sales summary
-
Product Type
Summary
-
Market
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trading Summaries
Volume Summary for NYSE Amex
-
Product Type
Summary
-
Market
NYSE Amex
-
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 Amex
-
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
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
-
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
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
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.
- Show Products
The TAQ Closing Prices files are available at approximately 4:30pm each trading day.
It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close.
Issues are separated into files based on the exchange venue where it is listed.
-
Product Type
Summary
-
Market
NYSE Amex
NYSE Arca
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.
-
Product Type
Summary
-
Market
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trading Summaries
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
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 OpenBook Web is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Depth of Book
Product Price
| Direct Access Fee: |
$1,500 |
TAQ NYSE OpenBook allows users to recreate the limit order book at any point in the day, or over a period of time.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Depth of Book
- Additional Details
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
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 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
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
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
-
Product Type
Historical
-
Market
NYSE
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The TAQ NYSE Trades file provides each NYSE Last Sale 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 Imbalances provides a capture of 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
Stock
-
Data Type
Reference
- Additional Details
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Equities
Stock
-
Data Type
Reference
The TAQ NYSE Order Imbalance product provides a capture of the NYSE Order Imbalance datafeed. The NYSE Imbalance Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Reference
The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.
-
Product Type
Historical
Summary
Reference
-
Market
All CTA Participating Markets
All North American Equities Markets
OPRA
All European Cash Markets
-
Asset Class
Equities
Bonds
Derivatives
ETFs
Warrants and Certificates
Options
Futures
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Trading Summaries
Daily files that carry NYSE Arca Technology 100 index levels and reflect all changes to the index underlying components.
-
Product Type
Reference
-
Market
NYSE Arca
-
Asset Class
Indices
-
Data Type
Index Components, Weighting and Divisors
The Corporate Actions package is comprised of several reports and provides corporate actions for all equities listed on the NYSE, Amex and NYSE Arca market centers, including cash dividends, stock dividends, distributions and stock splits.
-
Product Type
Reference
Intraday
-
Market
NYSE
NYSE Arca
NYSE Amex
-
Asset Class
Equities
-
Data Type
Corporate Actions / Dividends
Reference
- Additional Details
New IPOs or transfers, name changes, mergers on NYSE Amex market center, available following each trading day
The Daily Report provides all corporate actions as they are confirmed by the NYSE Group Operations and the listed company.
Daily file available at approximately 5:30 PM ET. The file is available in Text and Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2003-present
-
Product Type
Reference
-
Market
NYSE
NYSE Arca
NYSE Amex
-
Asset Class
Equities
-
Data Type
Corporate Actions / Dividends
The Ex-Date Report provides a complete listing of corporate actions where "ex-date" = T+2 (two trading days in advance).
Daily file available at approximately 5:30 PM ET. The file is available in Text and Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2003-present
-
Product Type
Reference
-
Market
NYSE
NYSE Arca
NYSE Amex
-
Asset Class
Equities
-
Data Type
Corporate Actions / Dividends
Members are requested by the Exchange in so far as may be possible without involving any additional expense, to transfer certificates of stock which they hold in name of persons or firms over whom they have no control, into their own names or the names of persons over whom they have control, sufficiently in advance of the close of business on the date of record for determining the stockholders entitled to vote in order to afford ample opportunity for the convenient solicitation and collection of proxies.
PROXY CONTEST
Company as to which proxy solicitation material filed with the Exchange indicates that there is a counter solicitation of proxies.
-
Product Type
Reference
-
Market
NYSE
NYSE Arca
NYSE Amex
-
Asset Class
Equities
-
Data Type
Reference
InfoNotices are available each day at approximately 9:00pm ET
-
Product Type
Intraday
Reference
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Corporate Actions / Dividends
Listing applications received by NYSE for listing approvals.
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Reference
Ticker Notices are available each day at approximately 5:45pm ET
-
Product Type
Intraday
Reference
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Corporate Actions / Dividends
The NYSE Short Interest File is a semi-monthly file that contains the reported uncovered short positions of securities listed on NYSE, NYSE Arca and NYSE Amex.
-
Product Type
Reference
-
Market
NYSE
NYSE Arca
NYSE Amex
-
Asset Class
Equities
-
Data Type
Short Interest
Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE Group-traded issue
-
Product Type
Reference
-
Market
NYSE Amex
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Master File
- Additional Details
Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE Amex-traded issue
-
Product Type
Reference
-
Market
NYSE Amex
-
Asset Class
Equities
-
Data Type
Master File
Symbols for each NYSE Group-traded issue
-
Product Type
Reference
-
Market
NYSE
NYSE Arca
NYSE Amex
-
Asset Class
Equities
-
Data Type
Master File
Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE-traded issue
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Master File
Daily files that carry NYSE Equity, NYSE Arca Tech 100 and NYSE Euronext Low Carbon 100 Europe index levels and reflect all changes to the indices underlying components.
-
Product Type
Reference
-
Market
NYSE Arca
NYSE
Euronext
-
Asset Class
Indices
-
Data Type
Index Components, Weighting and Divisors
- Additional Details
Daily files that carry NYSE Arca Technology 100 index levels and reflect all changes to the index underlying components.
-
Product Type
Reference
-
Market
NYSE Arca
-
Asset Class
Indices
-
Data Type
Index Components, Weighting and Divisors
Daily files that carry NYSE Composite index levels and reflect all changes to the index underlying components.
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Indices
-
Data Type
Index Components, Weighting and Divisors
Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Indices
-
Data Type
Index Components, Weighting and Divisors
Daily files that carry NYSE Euronext Low Carbon 100 Europe Index levels and reflect all changes to the index underlying components.
-
Product Type
Reference
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Index Components, Weighting and Divisors
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
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
-
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
NYSE Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds) were real-live quotes are captured and made available for market participants to analysis. Customers can choose from OrderBook and trade details from as early as 2006.
- Show Products
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
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
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Product Type
Reference
-
Market
NYSE Arca
-
Asset Class
Bonds
Corporate Bonds
-
Data Type
Master File
Reference
The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.
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Product Type
Historical
-
Market
NYSE Arca
-
Asset Class
Bonds
Corporate Bonds
-
Data Type
Depth of Book
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
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
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