Print this Page   
   TAQ NYSE MKT BBO  

The TAQ NYSE MKT BBO Quotes feed provides top of the book NYSE MKT Quotes (best bid/ask quotations) messages disseminated for all NYSE MKT traded securities. TAQ NYSE MKT BBO is available on a historical/end-of-day basis in flat file format, which enables users to see the NYSE MKT BBO (Best Quote) printed throughout the trading day for all NYSE MKT traded securities.

NYSE MKT quotes feed directly from the Exchange matching engines for NYSE MKT, rather than through the Consolidated Quotation System (CQS). Firms will be provided a complete liquidity picture containing both depth of book and best market quote interest more efficiently than ever before. The NYSE MKT best market quote differs from top of book information in that it contains not only limit orders on the book, but specialist and floor broker interest that is not on the book. The file sizes, number of rows, and file time availability are an approximation that will increase or decrease according to the day’s trading volume.

Format
TAQ NYSE BBO 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 MKT

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.

NYSE Historical Market Data products
 


Instruments Covered
Equities, Stock

Markets Covered
NYSE Amex
  • Ongoing and Back HistoryDirect & indirect

    $500 / month
    12 months minimum subscription
    Ongoing includes 12 months full back history

  • Redistribution

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

 
Included Data

TAQ NYSE MKT BBO

Overview
The NYSE MKT Quotes EOD file provides each NYSE MKT Best Quote printed throughout the trading day for all NYSE MKT traded securities. TAQ NYSE MKT BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE MKT traded securities.
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.

Authorized Vendors
NYSE
TAQ NYSE MKT BBO - Accredited Academic Institutions