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.
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.
Complete range of data for Fixed Income, Commodity, Equity, and Index Derivatives from the Liffe markets: Amsterdam, Brussels, Lisbon, London, and Paris.