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   TAQ NYSE Integrated Feed  

TAQ NYSE 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. The comprehensive feeds integrate orders and trades in sequence.

The new TAQ NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE equities market. Depth of Book and Last Sale data is supplemented with Order Imbalance and trading session change messages, allowing customers to remove all orders for a trading session without being inundated with delete messages.

In-Depth Market Data Content
The TAQ NYSE Integrated Feed incudes full depth order by order data, trades, auction imbalances, and security status messages. TAQ NYSE Integrated Feed helps customers overcome the challenges of determining event sequences from disparate NYSE data products, increasing transparency of the specific quotes that drive trades.

Performance
The TAQ Integrated Feed offers high-performance as with the TAQ NYSE Arca Integrated Feed and TAQ NYSE American Integrated Feed.

Format
TAQ NYSE Integrated Feed flat files are made available in ASCII format for download from NYSE’s FTP site, zipped files using GZIP. For a complete list of data fields and their descriptions, please see the TAQ XDP INTEGRATED, TRADES AND BBO FEED CLIENT SPECIFICATIONS FOR NYSE, NYSE American

Data is available for download via FTP. Load-Balanced Server: ftp2.nyxdata.com.

Daily Available Time
TAQ NYSE Integrated Feed flat files are available about 5:30pm-6:00pm (EST) daily.

Important enhancements, license and price changes to TAQ NYSE Integrated Feed product – Launched December 14th 2015
 


Instruments Covered
Equities, Stock

Markets Covered
NYSE
  • OngoingDirect & indirect

    $5,000 / month
    12 months minimum subscription
    includes 12 months back history

  • Back HistoryDirect & indirect

    Table depicting the pricing options available
    First 12 months $5,000 / month
    12+ months $1,000 / month
  • Redistribution

    Additional fees apply for redistribution. Please contact sales-pdp@theice.com.

 
Included Data

Stock Summary

Overview
The Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.
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



Delivery
FTP Download. Data is available for download via FTP.

TAQ NYSE Integrated Feed

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

Delivery
FTP Download. Data is available for download via FTP.

Academic Customers
NYSE
TAQ NYSE INTEGRATED FEED - Accredited Academic Institutions