Data Products By Type: Summary Data

Trading activity summarized for each security

Monthly ETP Market Quality & Trading Statistics Report

This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

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

National Market Volume Summary

Product Price

Direct Access Fee:$100

Daily file provides total trades, volume, and dollar volume by market center (exchange) in each NYSE-traded issue.

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

NYSE Arca Integrated Feed

Product Price

Direct Access Fee: $3000
Redistribution Fee: $3000
Device fees from NYSE ArcaBook and NYSE Arca Trades apply

NYSE Arca Integrated Feed is a real time data feed that provides a unified view of events, in sequence as they appear on the NYSE Arca matching engine. The data feed includes depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance data, and security status messages. The product is not shaped nor throttled, so this value added data feed requires customers to establish connectivity that is sufficient to support a substantial increase in data content and bandwidth. NYSE Arca Integrated Feed helps customers overcome the challenges of determining event sequences from disparate NYSE Arca data products, increasing transparency of the specific quotes that drive trades.

  • Product Type Real-Time Summary
  • Market NYSE Arca
  • Asset Class Equities ETFs Stock
  • Data Type Trades / Last Sale Quotes / Best Bid & Offer Depth of Book Trading Summaries

NYSE Broker Volume Database

Product Price

Direct Access Fee:$3000

The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

  • Product Type Summary
  • Market NYSE NYSE Arca
  • Asset Class Equities
  • Data Type Trading Summaries
  • Additional Details
    • NYSE Broker Volume Web

      Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

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

      NYSE Broker Volume XML

      XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

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

NYSE Broker Volume Web

Product Price

Direct Access Fee:$300

Web-based reports of aggregate volume executed by each entering (introducing) member firm.

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

NYSE Volume Summary

Product Price

Direct Access Fee:$100

Detailed breakdown of NYSE and NYSE MKT Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.

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

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

      Product Price

      Direct Access Fee:$800

      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 Arca Products

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

  • Show Products
    • 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.

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

      TAQ NYSE Arca Trades

      Product Price

      Direct Access Fee:$500

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

      • Product Type Historical
      • Market NYSE Arca
      • Asset Class Stock Equities
      • Data Type Trades / Last Sale
      • Additional Details
        • TAQ NYSE Arca Trades XDP

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

          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).

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

          TAQ NYSE Arca Trade Bust

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

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

      TAQ NYSE ArcaBook

      Product Price

      Direct Access Fee: $1,000

      NYSE ArcaBook 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 Arca
      • Asset Class Equities
      • Data Type Depth of Book

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

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