Data Products By Type: Summary Data

Trading activity summarized for each security

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 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.

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        • 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.

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        • 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.