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   TAQ NYSE Short Sales  

TAQ NYSE Short Sales is a monthly product containing a collection of the month's end of day replay files. The 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.

Each record contains the Symbol, Volume, and Time of Execution.

Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

TAQ Frequently Asked Questions

Instruments Covered
Equities

Markets Covered
NYSE, NYSE Amex
  • Direct AccessIncludes first user

    $500 /mo.

    Bulk Pricing Discounts

    months historical data
    from NYSE Euronext
    $1,000
    3 x Direct Access Fee
    See Details
    months historical data
    from an Authorized Vendor
    $1,500
    3 x Indirect Access Fee
    See Details
  • Add'l Users

    $500/ user

    Enterprise License

  • Redistribution License

    Redistribute the data to
    other Users
    $1,500 /mo.
    3 x Indirect Access Fee
    See Details
    Redistribute the data
    in display form
    $250 /mo.
    Unlimited Display Fee
 
Included Data
History: 5 Feb 2007 - present
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
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Product News
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Frequently Asked Questions
  • Where can I find AMEX Short Interest Data?
    If you are looking for other AMEX please try the following links: Amex Short Interest
  • Is there an academic discount available?
    Yes, please contact 212 656-3800