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   TAQ NYSE BBO   (NYSE Best Quotes)

The NYSE BBO file provides each NYSE Best Quote printed throughout the trading day for all NYSE traded securities.

Firms will be provided a complete liquidity picture containing both depth of book and best market quote interest more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book, but specialist and floor broker interest that is not on the book.

The TAQ NYSE BBO feed provides each NYSE Quote sent to the NYSE market center throughout the trading day for all NYSE-traded securities.

The TAQ NYSE BBO file provides users with FTP access to all the NYSE Quotes messages disseminated by the real-time feed in previous trading day.

TAQ NYSE BBO flat files are made available in ASCII format for download via nyxdata FTP site, zipped using GZIP.

File sizes, number of rows, and file time availability are an approximation that will increase or decrease according to the day’s trading volume.


Instruments Covered
Stock, 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 BBO

Specifications
TAQ NYSE/NYSE American XDP Client Specification 

Production TBD before end 1Q17 TAQ NYSE/NYSE American XDP Client Specification v1.0c
All Versions All TAQ NYSE/NYSE American XDP Client Specifications


 

Overview
The NYSE Quotes EOD file provides each NYSE Best Quote printed throughout the trading day for all NYSE-traded securities. TAQ NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.
Delivery
FTP Download. Data is available for download via FTP.

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