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   TAQ NYSE Trades  

The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.

Each NYSE Trade message is enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print. This file is Pipe delimited.

TAQ Frequently Asked Questions

Instruments Covered
Equities, Stock

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 sales-pdp@theice.com.

 
Included Data

TAQ NYSE Trades

Overview
The NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a Transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print. The file is pipe delimited.
Specifications
TAQ NYSE/NYSE MKT XDP Client Specification 

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

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

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 MKT XDP Client Specification 

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

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

TAQ NYSE Trades XDP

Overview
XDP format of TAQ NYSE Trades.
Specifications
Delivery
FTP Download. Data is available for download via FTP.

Authorized Vendors
NYSE
TAQ NYSE Trades - Accredited Academic Institutions
Related Products in Other Markets
Product News
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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 can also be accessed by connecting to the NYSE Technologies Global Market Data Warehouse utilizing either a web-based interface or API.
  • In what format are files delivered?
    All TAQ data files are delivered in ASCII pipe-delimited or raw format, and are compressed using GZIP. Text files within the .gz archives have a .csv extension.
  • When is TAQ data available?
    The availability of TAQ data is dependent on the closing time of the respective market. TAQ data files are 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.