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   TAQ NYSE OpenBook  

TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.

This product is only available via FTP download. The data is available as of 1/24/2002 - present.

Instruments Covered

Markets Covered
  • 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 [email protected].

Included Data

TAQ NYSE OpenBook Ultra



FTP Download. Data is available for download via FTP.

Academic Customers - Accredited Academic Institutions
TAQ NYSE OpenBook History - Accredited Academic Institutions
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Frequently Asked Questions
  • What is TAQ?
    TAQ (Trades and 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 some TAQ products can also be accessed by connecting to the NYSE Technologies Market Data Analytics Lab utilizing either a web-based interface or API.
  • In what format are files delivered?
    All TAQ data files are delivered in either ASCII pipe-delimited, binary or raw format, and are compressed using either GZIP or ZIP.
  • When is TAQ data available?
    The availability of TAQ data is dependent on the closing time of the respective market. TAQ data files are typically 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.