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   TAQ NYSE Arca Trades  

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


Instruments Covered
Stock, Equities

Markets Covered
NYSE Arca
  • 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 sales-pdp@theice.com.

 
Included Data

TAQ NYSE Arca Trades XDP

Overview
XDP format of TAQ NYSE Arca Trades. Includes Arca Trade Bust and Arca Trades
Specifications
Delivery
FTP Download. Data is available for download via FTP.

TAQ NYSE Arca Trade Bust

Overview
Trade bust information, which can be mapped to the original trade message, is also available.
Specifications
Delivery
FTP Download. Data is available for download via FTP.

TAQ NYSE Arca Trades

Overview
ArcaTrade includes trades executed on 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).
Specifications
Delivery
FTP Download. Data is available for download via FTP.

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Frequently Asked Questions
  • What is TAQ?
    TAQ (Trades & Quotes) historical data products provide a varying range of market depth on a T+1 basis for covered markets. Reference, compliance, and fundamental security status data are also available.
  • How is TAQ used?
    TAQ data products are used to develop and backtest trading strategies, analyze market trends as seen in a real-time ticker plant environment, and research markets for regulatory or audit activity.
  • How is TAQ data delivered?
    TAQ data is delivered via FTP but can also be accessed by connecting to the NYSE Technologies Market Data Analytics Lab using either a web-based interface, Microsoft Excel plug-in or API.
  • In what format are TAQ files delivered?
    All TAQ data files are delivered in ASCII pipe-delimited or raw format, and are compressed using GZIP. Text files within the .gz archives have a .csv extension.
  • When is TAQ data available?
    The availability of TAQ data is dependent on the closing time of the respective market. TAQ data files are delivered to NYSE Technologies FTP servers 2-6 hours after the market closes.
  • What TAQ data sets are currently available?
  • US Equities & Fixed Income
    Complete range of data for Equities from NYSE, NYSE Amex, and NYSE Arca as well as all CTA markets. Fixed Income Trade and Quote data from the NYSE Bonds market.
  • European Equities & Fixed Income
    Complete range of data for NYSE Euronext regulated Equities and Fixed Income markets: Amsterdam, Brussels, Lisbon, London, and Paris. Complete range of data for NYSE Euronext European MTFs: NYSE Arca Europe covering pan-European Equities and NYSE BondMatch covering Fixed Income corporate bonds. Complete range of data for Luxembourg Exchange.
  • US Derivatives
    Trade, Quote, and End of Day statistics for the entire US Equity Options market (OPRA), including our own NYSE Arca Options and NYSE Amex Options. Complete range of data for Interest Rate, Precious Metals, and Equity Indices Derivatives from the Liffe U.S. market.
  • European Derivatives
    Complete range of data for Fixed Income, Commodity, Equity, and Index Derivatives from the Liffe markets: Amsterdam, Brussels, Lisbon, London, and Paris.