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   TAQ NYSE Group Short Sales  

TAQ NYSE Group Short Sales is a monthly product containing a collection of the month's end of day replay files. The monthly TAQ NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock. The monthly TAQ NYSE Short Sales and TAQ MKT Short Sales are made available for the current month on the first of the following month.

Each record of the TAQ NYSE Short Sale and TAQ NYSE MKT Short Sales contains the Symbol, Volume, and Time of Execution. The TAQ NYSE Short Sale and TAQ NYSE MKT Short Sales are included in separate files which are made available on the first of each month containing the previous months data.

The NYSE Group Short Volume package contains a summary of short sale volume for each security listed on NYSE, NYSE Amex, and NYSE Arca each day. The Short Volume for NYSE, NYSE Arca, and NYSE Amex are included in separate files on a daily basis.

Specifications and sample files are available below for better explanation of the data and how it is structured.

TAQ Frequently Asked Questions

Instruments Covered
Equities

Markets Covered
NYSE, NYSE Amex, NYSE Arca, NYSE MKT
  • 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 Short Sales (Monthly)

Overview
The NYSE Short sale execution file provides all short sale execution that occurred in the trading month. This extract is available as a monthly ftp file in pipe delimited format. Data is available from 2/5/07 - present
Specifications
Delivery
FTP Download. Data is available for download via FTP.

NYSE MKT Short Volume (Daily)

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

 Email. Receive files via email in the format(s) you choose.

NYSE Short Volume (Daily)

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

 Email. Receive files via email in the format(s) you choose.

NYSE Arca Short Volume (Daily)

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

 Email. Receive files via email in the format(s) you choose.

TAQ NYSE MKT Short Sales (Monthly)

Overview
The NYSE MKT Short sale execution file provides all short sale execution that occurred in the trading month. This extract is available as a monthly ftp file in pipe delimited format. Data is available from July 2007 - present
Specifications
Academic Customers
NYSE
TAQ NYSE Group Short Sales - Accredited Academic Institutions
Product News
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Frequently Asked Questions
There are no Frequently Asked Questions at this time