Data Products By Type: Reference Data

Information about securities, indices, and corporate actions

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.

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.

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.

NYSE Alerts

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.

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.

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.

  • 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

      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

      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

      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

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.

  • 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.

      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).

      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).

      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.

      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.

      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).

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.

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.

NYSE OpenBook

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 providing full depth-of-market view to the traders.

  • Additional Details
    • NYSE BBO

      The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. This is a top of book feed that publishes updates for every event.

      NYSE OpenBook Aggregated

      NYSE OpenBook Aggregated lets traders see aggregate limit-order volume at every bid and offer price. It is a snapshot feed with update frequency per symbol of one second. NYSE OpenBook Aggregated provides a lower cost option for display applications.

      NYSE OpenBook Ultra

      NYSE Openbook Ultra is an event-based data feed that contains aggregate limit-order volume and individual event-by-event volume, action and price information for all bid and offer prices in all NYSE-traded securities. Benefits: Better Speed. With microsecond latency, NYSE OpenBook Ultra updates with every limit-order book event. Microsecond resolution and internal matching engine timestamps provide comprehensive latency visibility to customers. Faster Recovery. The “self-healing” format for NYSE Openbook Ultra provides updates for each change and the current state of the book, allowing you to recover quickly and easily from any missed messages.

      NYSE Order Imbalances

      This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

NYSE Order Imbalances

This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.

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.

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.

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    • TAQ NYSE MKT Order Imbalance

      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.

      • 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.

TAQ NYSE Arca Products

TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).

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    • NYSE Arca EOD ETF Report

      Product Price

      Direct Access Fee:$200

      The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.

      TAQ NYSE Arca Trades

      TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca.

      • Additional Details
        • TAQ NYSE Arca Trade Bust

          Trade bust information, which can be mapped to the original trade message, is also available.

          TAQ NYSE Arca Trades

          TAQ NYSE Arca Trades includes trades executed on NYSE ArcaBook, with an external market center, and orders which "crossed" on NYSE Arca. All orders are time stamped in milliseconds and contain a unique reference number enabling users to track the lifecycle of an order — from entry to execution or cancel. Execution reports indicate whether the order was executed against another order on the NYSE Arca system or executed against an external market center (e.g., ITS or Instinet).

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.

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    • TAQ NYSE Alerts

      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

      TAQ NYSE OpenBook

      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.

      • 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.

          TAQ NYSE OpenBook Ultra

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

      TAQ NYSE Order Imbalance

      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.

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.

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.

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.

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    • TAQ NYSE Bonds

      Orderbook and trade data for NYSE Bonds

      • Additional Details
        • 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

          TAQ NYSE Bonds Orderbook

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

          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.

          TAQ NYSE Bonds Trades

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

Liffe U.S. Open Interest

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

Liffe U.S. Reference Data

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

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.

Dimensional Indices

Dimensional Indices

NYSE Bloomberg Index Weightings

NYSE Bloomberg Index Weightings

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.

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.

NYSE Group Index Weightings

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    • 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.

      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.

NYSE Index Compositions

NYSE Index Compositions

NYSE Index Legacy Temp

NYSE Index Legacy Temp

NYSE Indices Wells Fargo

NYSE Indices Wells Fargo

NYSE Powered Index Levels

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

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.

NYSE Powered Index Weightings

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

Shadow UAT

Shadow UAT

FHLMC ARM Factor File

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

FHLMC Breakout (Daily)

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

FHLMC Breakout (Monthly)

FHLMC Monthly Breakout File

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).

FHLMC Giant Collateral GNMA Report

FHLMC GIANT COLLATERAL REPORT GNMA

FHLMC GNMA SFA G Factor

FHLMC GNMA SFA G Factor

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).

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).

FHLMC Monthly Fixed Rate Quartile

FHLMC Monthly Fixed Rate Quartile

FHLMC Multifamily Gold PC Factor

FHLMC Multi Fam Gold PC Factor

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.

FHLMC REMIC Factors

FHLMC REMIC Factors

FHLMC Strip Factors

FHLMC Strip Factors

FHLMC WHFIT Tax Disclosure Data

FHLMC WHFIT Tax Disclosure

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).

FNMA DISCOUNT MBS

FNMA DISCOUNT MBS

FNMA Fixed Rate Factor

FIXED RATE MORTGAGE (FRM) MBS Factors

FNMA Interest Only Disclosure

FNMA Interest Only Disclosure

FNMA Monthly Collateral Summary

FNMA Monthly Collateral Summary

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Type

FNMA Quarterly OID YTD Type

GNMA Consolidated Daily Disclosure File

GNMA Consolidated Daily Disclosure File

GNMA Consolidated Monthly Disclosure File

GNMA Consolidated Monthly Disclosure File

GNMA Daily Consolidated Disclosure V1

GNMA Daily Consolidated Disclosure V1

GNMA Daily HECM Disclosure File

GNMA Daily HECM Disclosure File

GNMA HECM HMBS Disclosure File

GNMA HECM HMBS Disclosure File

GNMA HECM New Issues

GNMA HECM New Issues

GNMA ISSUER N&A

GNMA ISSUER N&A

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie II

GNMA MBS Monthly Loan Level, Ginnie II