Data Products By Type: Reference Data

Information about securities, indices, and corporate actions

Delisting Corporate Website

Delisting Corporate Website

  • Product Type Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Corporate Actions / Dividends

Euronext Corporate Actions & Dividends

Corporate Actions and Dividends information for all Euronext Amsterdam, Brussels, Lisbon, London and Paris-listed securities provided in machine-readable formats.

Euronext Structured Products Data

The Euronext Structured Products Data products provide comprehensive static and corporate actions information on all warrants and certificates listed on Euronext markets.

NYSE & NYSE MKT Events Summary

The Events Summary provides a consolidated view of daily corporate events happening on the NYSE and NYSE MKT platforms on the current Trading Day.

  • Product Type
  • Market
  • Asset Class
  • Data Type

NYSE & NYSE MKT Listings Notices

The Listings Notices contains full details about upcoming new listings and delistings on NYSE and NYSE MKT including Company Symbol, Name Description, type of listings and any additional notes. E-mails are sent daily and intra-day.

  • Product Type
  • Market
  • Asset Class
  • Data Type

NYSE Alerts

Product Price

Access Fee:$500

NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

  • Product Type Real-Time Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Corporate Actions / Dividends Reference
  • Additional Details
    • NYSE Alerts

      Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE LRP

      A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

NYSE Arca ETPs Master File

The NYSE Arca ETPs Master File is a daily report providing a comprehensive list of NYSE Arca-listed Exchange Traded Products (ETPs) including its associated reference data.

  • Product Type Reference
  • Market NYSE Arca
  • Asset Class ETFs
  • Data Type Master File

NYSE Floor Information

Product Price

Direct Access Fee:$100

NYSE Floor Information is a comprehensive dataset of NYSE Commission Billing, Clearing, Member Firms, and Floor Brokers. Daily files providing detailed floor information and locations of member's and member firms. A daily changes (Delta) file is also available for each product.

  • Product Type Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Administrative
  • Additional Details
    • Member Firm Admin Info

      The NYSE Member Firm Admin Directory, provides the each member's firm mnemonic, clearing number, clearing alpha, and commission billing number. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

      Member Firm Clearing Info

      Complete listing of NYSE Clearing Firms, and the numbers and mnemonics by which they are recognized. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

      NYSE Broker Badge Directory

      The NYSE Broker Directory includes all NYSE Member's names, badge numbers, firm affiliation and booth location. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

      NYSE Brokerage Firm Directory

      The NYSE Brokerage Firm Directory provides all Member Firms who serve as brokers and their respective booth locations. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

NYSE Group Corporate Actions

The Corporate Actions package is comprised of several reports providing over 60 different corporate actions types for all equities listed on NYSE Group (NYSE, NYSE MKT and NYSE Arca market centers), including but not limited to cash dividends, stock dividends, distributions, splits, new listings(IPOs), suspensions and delisitngs.

  • Product Type Intraday Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Corporate Actions / Dividends Reference
  • Additional Details
    • NYSE Group Corporate Actions

      The NYSE Group Corporate Actions reports provide corporate actions that are created by the NYSE Group Corporate Actions & Market Watch team. The intraday reports are provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of this information.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group Ex-Date Corporate Actions

      The NYSE Group Ex-Date Corporate Actions report distributes a complete listing of corporate actions (dividends, stock splits, spin-offs and so forth) where “ex-date” = T+2 (two trading days in advance). The file, created by the end of the day, is available in Text, Microsoft Excel and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group InfoNotices

      InfoNotices about spin-offs and other new listings and corporate actions (mergers & acquisitions, name and symbol changes, tender offers, stock splits and so forth) are created by the NYSE Group Corporate Actions & Market Watch team. InfoNotices provide a window into the life of a corporate actions event and are distributed throughout the day in Text format and can be delivered by email, FTP, or downloaded from our website (HTTP).

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group Proxy Meeting Notices

      Information about shareholder meetings and proxy rulings for NYSE Group listed companies is provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of the shareholder meeting and proxy ruling information provided throughout the day.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

      NYSE Group Ticker Notices

      TickerNotices are a summary of timely NYSE Group new listings (IPOs, spin-offs, structured product listings and so forth) and corporate actions information such as stock splits, redemptions, suspension, name and symbol changes . TickerNotices are distributed intraday in Text and Microsoft Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Start of day and end of day summary reports are available.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Listing Applications

      Listing applications received by NYSE are delivered daily in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

NYSE Group Short Interest

Product Price

Direct Access Fee:$400

The NYSE Short Interest File is a semi-monthly file that contains the reported uncovered short positions of securities listed on NYSE, NYSE Arca and NYSE MKT.

  • Product Type Reference
  • Market NYSE NYSE Arca NYSE MKT
  • Asset Class Equities
  • Data Type Short Interest

NYSE Group Symbols Package

Product Price

Direct Access Fee:$25

Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE Group-traded issue

  • Product Type Reference
  • Market NYSE NYSE Arca NYSE MKT
  • Asset Class Equities
  • Data Type Master File

NYSE Master File/Glossary

Product Price

Direct Access Fee:$100

The NYSE Master File/Glossary is available at approximately 5:30 am each trading day. The file contains Stock Master information, Symbol, Company Name, CUSIP Number, Trade Unit, Shares Outstanding, Authorized Shares, Index, Industry, Industry Code, ITS Issue, Ex Dividend, Ex Distribution, Ex Rights, 19C3 Indicator and Bankruptcy indicator for NYSE and NYSE MKT-listed equities.

  • Product Type Reference
  • Market NYSE NYSE MKT
  • Asset Class Equities
  • Data Type Master File

NYSE MKT Alerts

NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.

  • Product Type Real-Time Reference
  • Market NYSE MKT
  • Asset Class Equities
  • Data Type Reference
  • Additional Details
    • NYSE MKT Alerts

      Alerts is a real-time data feed service from NYSE MKT. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

      • Product Type Real-Time Reference
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Reference

      NYSE MKT LRP

      A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE Amex

      • Product Type Real-Time Reference
      • Market NYSE MKT
      • Asset Class Equities
      • Data Type Reference

NYSE MKT Order Imbalance

The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.

  • Product Type Real-Time Reference
  • Market NYSE MKT
  • Asset Class Equities
  • Data Type Reference

NYSE OpenBook

Product Price

Access Fee:$5,000

NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

  • Product Type Real-Time Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Quotes / Best Bid & Offer Depth of Book Reference
  • Additional Details
    • NYSE BBO

      The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE 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.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book

      NYSE OpenBook Ultra

      NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book

      NYSE Order Imbalances

      The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

NYSE Order Imbalance

Product Price

Access Fee:$500

The NYSE Order Imbalance data feed enhances the transparency of the NYSE market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed is currently available to any NYSE OpenBook customer for no additional fee.

  • Product Type Real-Time Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Reference

Post and Panel File

Product Price

Direct Access Fee:$100

Post & Panel File contains Symbol, Company Name, CUSIP, Specialist information and the Post and Panel locations for all NYSE and NYSE MKT stocks.

  • Product Type Reference
  • Market NYSE NYSE MKT
  • Asset Class Equities
  • Data Type Master File

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

  • Show Products
    • Daily TAQ

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq(OTC), and Regionals for the previous trading day.

      • Product Type Historical Reference
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Master File Administrative
      • Additional Details
        • Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Master File

          Daily TAQ Master File (Beta)

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Master File Administrative

          Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily Quote and Trade Admin Message File

          All Limit-up/Limit-down Price Band messages published on the CTA and UTP trade and quote feeds. The LULD trial commenced on April 8, 2013.

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Admin Messages

          A capture of all Administrative messages published over CTA and UTP

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

      Monthly TAQ (Decommissioned on 12/31/2014)

      Monthly TAQ provides users with access to all trades and quotes for all stocks listed on NYSE, NYSE Arca, NYSE MKT, NASDAQ and all regional markets for the previous month.

      • Product Type Historical
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer
      • Additional Details
        • Monthly TAQ (Trade and Quote Detail)

          Monthly TAQ provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for the previous month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale Quotes / Best Bid & Offer

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

TAQ NYSE Amex Products

TAQ NYSE Amex products provide full visibility of transactions that occur on NYSE Amex as being disseminated from the Amex OpenBook market data offering. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

  • Show Products
    • TAQ NYSE MKT Order Imbalance

      Product Price

      Direct Access Fee:$250

      TAQ NYSE MKT Order Imbalance provides information from the NYSE MKT Order Imbalance Data feed. The NYSE MKT Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Product Type Reference
      • Market NYSE MKT
      • Asset Class Equities Stock
      • Data Type Reference
      • Additional Details
        • TAQ NYSE MKT Order Imbalance

          The TAQ NYSE MKT Order Imbalance product provides a capture of the NYSE MKT Order Imbalance datafeed. The NYSE MKT Imbalance data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities. The NYSE MKT Order Imbalance feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

          • Product Type Reference
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Reference

          TAQ NYSE MKT Order Imbalance - Pipe Delimited

          • Product Type Reference
          • Market NYSE MKT
          • Asset Class Equities Stock
          • Data Type Reference

TAQ NYSE Group Short Volume

A daily report of short volume for NYSE, NYSE Arca, and NYSE Amex.

  • Product Type Reference
  • Market NYSE Amex NYSE Arca NYSE
  • Asset Class Equities
  • Data Type Reference Short Interest

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

  • Show Products
    • TAQ NYSE Alerts

      Product Price

      Direct Access Fee:$300

      The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      TAQ NYSE Closing Prices

      Product Price

      Direct Access Fee:$100

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day and show the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (NYSE MKT) and NYSE Arca listed issues as of the 4:00pm close. Issues are separated into files based on the listed exchange venue.

      • Product Type Summary
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details
        • TAQ NYSE Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.

          • Product Type Summary
          • Market NYSE
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Arca Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.

          • Product Type Summary
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE MKT Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE MKT Volume.

          • Product Type Summary
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Trading Summaries

      TAQ NYSE OpenBook

      Product Price

      Direct Access Fee: $1,500

      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.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book
      • Additional Details
        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

      TAQ NYSE Order Imbalance

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

      TAQ NYSE Short Sales

      Product Price

      Direct Access Fee:$500

      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.

      • Product Type Historical
      • Market NYSE NYSE MKT
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details
        • TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE MKT Short Sales

          • Product Type Historical
          • Market NYSE MKT
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ NYSE Trades

      Product Price

      Direct Access Fee:$500

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

      • Product Type
      • Market
      • Asset Class
      • Data Type

Euronext Corporate Actions & Dividends

Corporate Actions and Dividends information for all Euronext Amsterdam, Brussels, Lisbon, London and Paris-listed securities provided in machine-readable formats.

Euronext Structured Products Data

The Euronext Structured Products Data products provide comprehensive static and corporate actions information on all warrants and certificates listed on Euronext markets.

FHLMC ARM Factor File

This file contains selected data about Freddie Mac’s Adjustable Rate Mortgage (ARM) Participation Certificates (PC) programs.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Breakout (Daily)

This file contains selected data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Breakout (Monthly)

FHLMC Monthly Breakout File

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Factor and Quartile Disclosure Data

FHLMC Factor and Quartile Disclosure Data

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Fixed Rate Factor

This file contains selected data about Freddie Mac’s fixed-rate securities programs, which represent interests in fixed-rate 1-4 family residential mortgages (single-family) or fixed-rate 5 or more family residential mortgages (multifamily).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Giant Collateral Gold & 75 Days Report

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC GNMA SFA G Factor

FHLMC GNMA SFA G Factor

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level ARM & Fixed Rate Disclosure Data (Daily)

FHLMC Daily Loan Level ARM & Fixed Rate Files

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level ARM & Fixed Rate Disclosure Data (Monthly)

FHLMC Monthly Loan Level ARM & Fixed Rate File Bundle

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level ARM (Daily)

This file contains selected ARM loan-level data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level Fixed Rate (Daily)

This file contains selected fixed-rate loan-level data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level Fixed Rate (Monthly)

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Monthly Fixed Rate Quartile

FHLMC Monthly Fixed Rate Quartile

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Multifamily Gold PC Factor

FHLMC Multi Fam Gold PC Factor

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC New Issue & Breakout Disclosure Data (Daily & Monthly)

FHLMC New Issue & Breakout File Bundle

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC New Issues (Daily)

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Quarterly OID YTD

The file provides Original Issue Discount (OID) information, which may be used by investors to complete the necessary tax filings for their Freddie Mac REMIC investments.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC REMIC Factors

FHLMC REMIC Factors

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Reports

FHLMC Reports

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds Stock
  • Data Type Reference Trades / Last Sale

FHLMC Strip Factors

FHLMC Strip Factors

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC WHFIT Tax Disclosure Data

FHLMC WHFIT Tax Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHMLC Loan Level ARM (Monthly)

This file contains selected ARM loan-level data about the composition of Freddie Mac’s mortgage Participation Certificates (PCs) which represent interests in 1-4 family residential mortgages (single-family) or 5 or more family residential mortgages (multifamily).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Factor

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

FNMA Quarterly OID YTD Type

FNMA Quarterly OID YTD Type

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

FNMA Tax Disclosure Data

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

GNMA Consolidated Disclosure Data (Daily & Monthly)

  • Product Type Historical Reference
  • Market NYSE
  • Asset Class Stock Bonds Government Bonds
  • Data Type Trades / Last Sale Reference

GNMA Consolidated Monthly Disclosure File

GNMA Consolidated Monthly Disclosure File

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

GNMA Daily Consolidated Disclosure V1

GNMA Daily Consolidated Disclosure V1

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA Daily HECM Disclosure File

GNMA Daily HECM Disclosure File

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

GNMA HECM HMBS Disclosure Data (Loan Level, Daily & Monthly)

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds Stock
  • Data Type Reference Trades / Last Sale

GNMA HECM New Issues

GNMA HECM New Issues

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA I & II Final Factors

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds Stock
  • Data Type Reference Trades / Last Sale

GNMA I & II Preliminary Factors

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference Trades / Last Sale

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Daily New Issuance Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie I

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA MBS Monthly Loan Level, Ginnie II

GNMA MBS Monthly Loan Level, Ginnie II

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA REMIC Disclosure Data

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference
  • Additional Details
    • GNMA I REMIC

      • Product Type Reference
      • Market NYSE
      • Asset Class Bonds Government Bonds
      • Data Type Reference

      GNMA II REMIC

      • Product Type Reference
      • Market NYSE
      • Asset Class Bonds Government Bonds
      • Data Type Reference

GNMA WHFIT Tax Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

NYSE Bond Master

Product Price

Direct Access Fee:$25

NYSE Bond Master contains daily end-of-the day data which includes a list of all NYSE Bonds and their attributes as of current day's trading.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Master File

TAQ NYSE Bonds Products

NYSE Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds), where real-live quotes are captured and made available for market participants to analyse. Customers can choose from OrderBook and trade details from as early as 2006.

  • Show Products
    • TAQ NYSE Bonds

      Product Price

      Direct Access Fee: $750
      Enterprise Fee: $1000
      Indirect Access Fee: $500

      Orderbook and trade data for NYSE Bonds

      • Product Type Historical Reference
      • Market NYSE Arca
      • Asset Class Bonds Corporate Bonds
      • Data Type Depth of Book Trades / Last Sale Reference Master File
      • Additional Details
        • TAQ NYSE Bonds Orderbook

          The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Depth of Book

          TAQ NYSE Bonds Trades

          The trades file includes all executed trades throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Trade Bust

          The Trade Bust message identifies trades that were busted after the execution was reported. These messages can be mapped to the original trade message using the sequence number.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Bond Master

          The Bond Master file provides comprehensive information about the bonds being traded such as: Bond Symbol, Issuer Name, CUSIP ID, Interest Rate, Maturity Date, Face Value, Underlying, Alt Symbol, Suffix, Issue type, Bypass Clearing, Currency Code, Flat, Bankrupt, and Exchange

          • Product Type Reference
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Reference Master File

Liffe U.S. Open Interest

The Liffe U.S Open Interest file provides open interest data for all Liffe U.S. futures and options.

  • Product Type Reference
  • Market Liffe U.S.
  • Asset Class Options Futures
  • Data Type Reference

Liffe U.S. Products

  • Show Products
    • Liffe U.S. Last Sale & Quotes

      Product Price

      Access Fee:$300

      Liffe U.S. Real-Time Data Feed provides tick by tick Last Sale and Order Book data for Liffe U.S. futures and options products.

      • Product Type Real-Time Reference
      • Market Liffe U.S.
      • Asset Class Options Futures
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • Liffe U.S. BBO1

          Liffe Real-Time Data Feed provides Best Bid and Offer for Liffe options and futures products.

          • Product Type Real-Time
          • Market Liffe U.S.
          • Asset Class Options Futures
          • Data Type Quotes / Best Bid & Offer

          Liffe U.S. Full Order Book (FOB)

          Liffe Real-Time Data Feed provides Full Order Book for Liffe options and futures products.

          • Product Type Real-Time
          • Market Liffe U.S.
          • Asset Class Options Futures
          • Data Type Depth of Book

          Liffe U.S. Open Interest

          Liffe U.S. Open Interest gives a measure of the liquidity of the contract, along with information about the contract terms.

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Options Futures
          • Data Type Reference

          Liffe U.S. Reference Data

          Liffe U.S. Reference Data includes the reference data for each future, option, and strategy listed on Liffe U.S.. The data includes symbol, commodity, and exchange information and all of the other pertinent information about the contract terms.

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Futures
          • Data Type Master File

Liffe U.S. Reference Data

The file contains referential information for all futures, options and strategies listed on Liffe U.S.

  • Product Type Reference
  • Market Liffe U.S.
  • Asset Class Futures
  • Data Type Master File

TAQ Liffe U.S. Products

Liffe U.S. historical data allows clients to recreate both market and order book conditions based on data received in a real-time ticker plant environment. TAQ Liffe U.S. provides clients with full visibility into the Liffe U.S. market to either develop and deploy profitable trading strategies or gain an in-depth understanding of Liffe U.S. market dynamics. The Level 2, Level 1, and Trades offerings include: Interest Rate Derivatives, Equity Index Derivatives, and Commodity Derivatives.

  • Show Products
    • TAQ Liffe U.S. Level 1

      The TAQ Liffe U.S. Level 1 product includes historical BBO (best bid and offer), last trade, and reference data for all derivatives contracts published on the Liffe real-time data feed.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Reference Master File
      • Additional Details
        • TAQ Liffe U.S. Level 1

          • Product Type Historical Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Trades / Last Sale Quotes / Best Bid & Offer Reference Master File

          TAQ Liffe U.S. Contract File

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ Liffe U.S. Trades

          • Product Type Historical Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Trades / Last Sale Reference Master File

          TAQ Liffe U.S. Outright File

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ Liffe U.S. Strategy File

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

      TAQ Liffe U.S. Level 2

      The TAQ Liffe U.S. Level 2 product includes complete historical order book, BBO (best bid and offer), last trade, and reference data for all derivatives contracts available on Liffe U.S.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • TAQ Liffe U.S. Level 2

          • Product Type Historical Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Trades / Last Sale Quotes / Best Bid & Offer Depth of Book Reference Master File

          TAQ Liffe U.S. Contract File

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ Liffe U.S. Level 1

          • Product Type Historical Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Trades / Last Sale Quotes / Best Bid & Offer Reference Master File

          TAQ Liffe U.S. Outright File

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ Liffe U.S. Trades

          • Product Type Historical Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Trades / Last Sale Reference Master File

          TAQ Liffe U.S. Strategy File

          • Product Type Reference
          • Market Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

      TAQ Liffe U.S. Trades

      The TAQ Liffe U.S. Trades product includes time, sales, and reference data for all derivatives contracts published on the Liffe real-time data feed.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Reference Master File

Intellidex Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for Intellidex Indices.

  • Product Type Intraday Reference
  • Market NYSE Arca NYSE NYSE MKT
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details
    • Intellidex Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to Intellidex indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE Arca
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      Intellidex Index Weightings

      Daily reports that provide index composition and weights, including daily and historical index values for Intellidex indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Arca & MKT Equity Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Arca & MKT Equity Indices.

  • Product Type Intraday Reference
  • Market NYSE Arca NYSE Amex NYSE MKT
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details
    • Arca & MKT Equity Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Arca & MKT indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE Arca NYSE Amex
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Arca & MKT Equity Index Weightings

      Daily reports that provide index composition and weights, including daily and historical index values for NYSE Arca Equity and NYSE MKT Equity indices.

      • Product Type Reference
      • Market NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Equity Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Equity Indices. The NYSE wered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.

  • Product Type Intraday Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details
    • NYSE Equity Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Equity Index Weightings

      Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Fixed Income Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Fixed Income Indices.

  • Product Type Intraday Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details
    • NYSE Fixed Income Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Fixed Income indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Fixed Income Index Weightings

      Daily reports that provide detailed index composition, including daily and historical index values for NYSE Fixed Income indices.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Group Index Levels

Daily reports that provide detailed index daily and historical index values for NYSE Group indicies.

  • Product Type Reference
  • Market NYSE NYSE Arca NYSE MKT
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors Reference
  • Additional Details
    • Intellidex Index Levels

      Daily reports that provide index daily and historical index values for Intellidex indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Arca-MKT Equity Index Levels

      Daily reports that provide index daily and historical index values for NYSE Arca and NYSE MKT Equity indices.

      • Product Type Reference
      • Market NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Equity Index Levels

      Daily reports that provide index daily and historical index values for NYSE Equity indices.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Fixed Income Index Levels

      Daily reports that provide index daily and historical index values for NYSE Fixed Income indices.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Powered Index Levels

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Reference

      StrataQuant Index Levels

      Daily reports that provide index daily and historical index values for StrataQuant indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Group Index Membership

Product Price

Access Fee: $100

NYSE Group Index Membership provides the full constituent list and identifiers for NYSE U.S. Equity and Fixed Income indices.

  • Product Type
  • Market
  • Asset Class
  • Data Type

NYSE Group Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Group Indices.

  • Product Type Intraday Reference
  • Market NYSE Arca NYSE Amex NYSE NYSE MKT
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details
    • Arca & MKT Equity Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Arca & MKT indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE Arca NYSE Amex
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      Intellidex Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to Intellidex indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE Arca
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      Intellidex Index Weightings

      Daily reports that provide index composition and weights, including daily and historical index values for Intellidex indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Arca & MKT Equity Index Weightings

      Daily reports that provide index composition and weights, including daily and historical index values for NYSE Arca Equity and NYSE MKT Equity indices.

      • Product Type Reference
      • Market NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Equity Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Equity Index Weightings

      Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Fixed Income Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Fixed Income indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Fixed Income Index Weightings

      Daily reports that provide detailed index composition, including daily and historical index values for NYSE Fixed Income indices.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      StrataQuant Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to StrataQuant indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE Arca
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      StrataQuant Index Weightings

      Daily reports that provide detailed index composition and weights, including daily and historical index values for StrataQuant indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Group Index Weightings

  • Show Products
    • Intellidex Index Weightings

      Product Price

      Access Fee: $250

      Daily reports that provide index composition and weights, including daily and historical index values for Intellidex indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Arca & MKT Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices

      • Product Type Reference
      • Market NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Equity Index Weightings

      Product Price

      Direct Access Fee: $750

      This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Fixed Income Index Weightings

      Product Price

      Access Fee: $250

      This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Group Index Weightings

      Product Price

      Direct Access Fee: $1500

      Daily reports that provide detailed index composition and weights, including daily and historical index values for NYSE Group indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Intellidex Index Levels

          • Product Type Reference
          • Market NYSE NYSE Arca NYSE MKT
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Intellidex Index Weightings

          Daily reports that provide index composition and weights, including daily and historical index values for Intellidex indices.

          • Product Type Reference
          • Market NYSE NYSE Arca NYSE MKT
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          NYSE Arca & MKT Equity Index Weightings

          Daily reports that provide index composition and weights, including daily and historical index values for NYSE Arca Equity and NYSE MKT Equity indices.

          • Product Type Reference
          • Market NYSE Arca NYSE MKT
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          NYSE Equity Index Weightings

          Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.

          • Product Type Reference
          • Market NYSE
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          NYSE Fixed Income Index Weightings

          Daily reports that provide detailed index composition, including daily and historical index values for NYSE Fixed Income indices.

          • Product Type Reference
          • Market NYSE
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          StrataQuant Index Weightings

          Daily reports that provide detailed index composition and weights, including daily and historical index values for StrataQuant indices.

          • Product Type Reference
          • Market NYSE NYSE Arca NYSE MKT
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

      StrataQuant Index Weightings

      Product Price

      Access Fee: $250

      Daily reports that provide detailed index composition and weights, including daily and historical index values for StrataQuant indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Index Compositions

NYSE Index Compositions

  • Product Type Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Reference

NYSE Powered Index Levels

Daily reports that provide detailed index daily and historical index values for NYSE Powered indices.

  • Product Type Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Reference

NYSE Powered Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Powered Indices. The NYSE Powered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.

  • Product Type Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Reference

NYSE Powered Index Weightings

Daily reports that provide detailed daily index composition and weights, including daily and historical index values for NYSE Powered indices.

  • Product Type Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Reference

StrataQuant Index Premium Package

Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for Strataquant Indices.

  • Product Type Intraday Reference
  • Market NYSE Arca NYSE NYSE MKT
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details
    • StrataQuant Index Daily Changes

      Daily files available each trading day carrying index corporate actions and reflecting all the changes to StrataQuant indices underlying components.

      • Product Type Intraday Reference
      • Market NYSE Arca
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      StrataQuant Index Weightings

      Daily reports that provide detailed index composition and weights, including daily and historical index values for StrataQuant indices.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE MKT
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors