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The TAQ Closing Prices files are available at approximately 4:30pm each trading day.
It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close.
Issues are separated into files based on the exchange venue where it is listed.
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Product Type
Summary
-
Market
NYSE Amex
NYSE Arca
NYSE
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Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.
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Product Type
Summary
-
Market
NYSE Amex
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Asset Class
Equities
-
Data Type
Trading Summaries
The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.
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Product Type
Summary
-
Market
NYSE Arca
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Asset Class
Equities
-
Data Type
Trading Summaries
The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.
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Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
Web-based reports of aggregate volume executed by each entering (introducing) member firm.
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Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
Basic instrument identifiers and price data for all instruments traded on Euronext markets
- Show Products
Product Price
| Access Fee: |
€395 per month |
Open, high, low, close, and basic reference data for all Euronext-listed securities.
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Product Type
Intraday
Summary
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Market
Euronext
-
Asset Class
Equities
Bonds
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Data Type
Trading Summaries
- Additional Details
Open, high, low, close, and previous close for Amsterdam-listed securities delivered three times a day
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Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Open, high, low, close, and previous close for Brussels-listed securities delivered three times a day
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Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Open, high, low, close, and previous close for Lisbon-listed securities delivered three times a day
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Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Open, high, low, close, and previous close for Paris-listed securities delivered three times a day
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Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€125 per month |
Open, high, low, close, and basic reference data for all Amsterdam-listed securities.
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Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€105 per month |
Open, high, low, close, and basic reference data for all Brussels-listed securities
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€105 per month |
Open, high, low, close, and basic reference data for all Lisbon-listed securities.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€165 per month |
Open, high, low, close, and basic reference data for all Paris-listed securities.
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Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Euronext NextHistory Cash offers historical data for all Euronext Cash Markets
- Show Products
Product Price
| Direct Access Fee: |
€1000 /mo. |
| Enterprise Fee: |
€1000 /mo. |
The BBO File includes, in addition to the End-of-Day File and the Trade File, NYSE Euronext Best Bid & Offer (BBO) data.
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Product Type
Historical
Summary
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Market
Euronext
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Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trading Summaries
Trades / Last Sale
- Additional Details
NYSE Euronext Best Bid & Offer (BBO) data.
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Product Type
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trading summary for each Euronext-listed cash security
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Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
Trade file for Euronext cash markets, including trade cancellations, trade IDs and off-market data (reported through TCS)
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Product Type
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
| Direct Access Fee: |
€750 /mo. |
| Enterprise Fee: |
€750 /mo. |
The Trade File includes the End-of-Day File, Euronext central order book trade information, trade cancellations and off-market data reported through TCS. TCS is the system used by NYSE Euronext to report OTC-trades executed outside the central order book.
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Product Type
Summary
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
Trades / Last Sale
- Additional Details
Trading summary for each Euronext-listed cash security
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Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
Trade file for Euronext cash markets, including trade cancellations, trade IDs and off-market data (reported through TCS)
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Product Type
Historical
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Product Price
| Direct Access Fee: |
€500 /mo. |
| Enterprise Fee: |
€500 /mo. |
Trading summary for each Euronext-listed cash security
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Product Type
Summary
-
Market
Euronext
-
Asset Class
Equities
-
Data Type
Trading Summaries
The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.
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Product Type
Historical
Summary
Reference
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Market
All CTA Participating Markets
All North American Equities Markets
OPRA
All European Cash Markets
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Asset Class
Equities
Bonds
Derivatives
ETFs
Warrants and Certificates
Options
Futures
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Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Trading Summaries
NYSE Arca equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.
- Show Products
The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.
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Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
Bonds
-
Data Type
Depth of Book
ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.
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Product Type
Real-Time
-
Market
NYSE Arca
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Asset Class
Bonds
Options
Equities
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Data Type
Depth of Book
- Additional Details
Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed.
As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).
ArcaBook for Bonds provides limit order book information for Arca-traded bonds
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Product Type
Real-Time
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Market
NYSE Arca
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Asset Class
Bonds
-
Data Type
Depth of Book
ArcaBook for Options provides limit order book information for Arca-traded options
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Product Type
Real-Time
-
Market
NYSE Arca
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Asset Class
Options
-
Data Type
Depth of Book
ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.
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Product Type
Real-Time
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Market
NYSE Arca
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Asset Class
Equities
-
Data Type
Depth of Book
The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.
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Product Type
Real-Time
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Market
NYSE Arca
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Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
NYSE Arca Trades is a real-time data feed providing the NYSE Arca Last Sale for all NYSE Arca-traded securities.
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Product Type
Real-Time
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Market
NYSE Arca
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Asset Class
Equities
-
Data Type
Trades / Last Sale
The NYSE Arca Real-Time Reference Prices feed provides real-time last sale prices in NYSE Arca-Traded Securities across Tape A, B and C. This feed is designed for financial website portals so that there are no reporting requirements.
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Product Type
Real-Time
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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 proprietary data product providing Order Book, Trades, Order Imbalances and Security Status data in a single sequence integrated feed without any throttling directly to customers.
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Product Type
Real-Time
Summary
-
Market
NYSE Arca
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Asset Class
Equities
ETFs
Stock
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Trades / Last Sale
Trading Summaries
The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.
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Product Type
Real-Time
Summary
-
Market
NYSE
NYSE Arca
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Asset Class
Indices
ETFs
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Data Type
Trading Summaries
NYSE provides unique market statics including ETP, Broker Volume, and a detail break down of volume across NYSE, NYSE Amex, and NYSE Arca equity markets.
- Show Products
The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.
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Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
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.
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Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.
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Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trading Summaries
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
Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.
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Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
Detailed breakdown of NYSE and AMEX Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.
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Product Type
Summary
-
Market
NYSE Amex
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
NYSE Amex short sales summary
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Product Type
Summary
-
Market
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trading Summaries
Volume Summary for NYSE Amex
-
Product Type
Summary
-
Market
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trading Summaries
NYSE short sales summary
-
Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
Volume Summary for NYSE Amex
-
Product Type
Summary
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.
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Product Type
Historical
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the retail trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message.
Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.
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Product Type
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.
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Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE.
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Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the retail trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.
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Product Type
Historical
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the program trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message.
Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.
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Product Type
Real-Time
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.
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Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.
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Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
A replay of the program trading datafeed.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
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Product Type
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
ETFs
-
Data Type
Trading Summaries
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
Product Price
| Direct Access Fee: |
$1,500 |
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.
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Product Type
Historical
Reference
-
Market
All CTA Participating Markets
NYSE
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Administrative
Master File
Trades / Last Sale
- Additional Details
An addendum to the Daily Quotes file, indicating the National Best Bid and Offer
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Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
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.
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Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
-
Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Administrative
Master File
Master list of securities for the trade and quote files
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Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Master 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.
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Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
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.
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Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
-
Product Type
Reference
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Administrative
TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.
-
Product Type
Historical
-
Market
All CTA Participating Markets
NYSE
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one 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. Please contact the NYSE Data Team at info@nysedata.com.
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Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
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 Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.
-
Product Type
Historical
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003. Cost is based upon the number of stocks and dates chosen. The trade data covers all NYSE, Regional Exchange and NASDAQ-listed stocks.
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Product Type
Historical
Summary
-
Market
All CTA Participating Markets
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
Trading Summaries
TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).
- Show Products
Product Price
| Direct Access Fee: |
$1,000 |
NYSE ArcaBook data is available on a historical/end-of-day basis in flat file format, enabling you 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 Arca Trades provides detailed execution data for all transactions handled by NYSE Arca or ArcaEdge (OTCBB securities).
-
Product Type
Historical
-
Market
NYSE Arca
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
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 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
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 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
The TAQ Closing Prices files are available at approximately 4:30pm each trading day.
It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close.
Issues are separated into files based on the exchange venue where it is listed.
-
Product Type
Summary
-
Market
NYSE Amex
NYSE Arca
NYSE
-
Asset Class
Equities
-
Data Type
Trading Summaries
- Additional Details
The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.
-
Product Type
Summary
-
Market
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trading Summaries
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
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 OpenBook Web is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Depth of Book
Product Price
| Direct Access Fee: |
$1,500 |
TAQ NYSE OpenBook allows users to recreate the limit order book at any point in the day, or over a period of time.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Depth of Book
- Additional Details
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
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 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 Amex
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
- Additional Details
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
-
Product Type
Historical
-
Market
NYSE
NYSE Amex
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
The TAQ NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.
-
Product Type
Historical
-
Market
NYSE
-
Asset Class
Equities
-
Data Type
Trades / Last Sale
TAQ NYSE Order Imbalances provides a capture of 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
Stock
-
Data Type
Reference
- Additional Details
-
Product Type
Reference
-
Market
NYSE
-
Asset Class
Equities
Stock
-
Data Type
Reference
The TAQ NYSE Order Imbalance product provides a capture of the NYSE Order Imbalance datafeed. The NYSE Imbalance Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE 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
-
Asset Class
Equities
-
Data Type
Reference
Basic instrument identifiers and price data for all instruments traded on Euronext markets
- Show Products
Product Price
| Access Fee: |
€395 per month |
Open, high, low, close, and basic reference data for all Euronext-listed securities.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
- Additional Details
Open, high, low, close, and previous close for Amsterdam-listed securities delivered three times a day
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Open, high, low, close, and previous close for Brussels-listed securities delivered three times a day
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Open, high, low, close, and previous close for Lisbon-listed securities delivered three times a day
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Open, high, low, close, and previous close for Paris-listed securities delivered three times a day
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€125 per month |
Open, high, low, close, and basic reference data for all Amsterdam-listed securities.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€105 per month |
Open, high, low, close, and basic reference data for all Brussels-listed securities
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€105 per month |
Open, high, low, close, and basic reference data for all Lisbon-listed securities.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€165 per month |
Open, high, low, close, and basic reference data for all Paris-listed securities.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Equities
Bonds
-
Data Type
Trading Summaries
The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.
-
Product Type
Historical
Summary
Reference
-
Market
All CTA Participating Markets
All North American Equities Markets
OPRA
All European Cash Markets
-
Asset Class
Equities
Bonds
Derivatives
ETFs
Warrants and Certificates
Options
Futures
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Trading Summaries
The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.
-
Product Type
Historical
Summary
Reference
-
Market
All CTA Participating Markets
All North American Equities Markets
OPRA
All European Cash Markets
-
Asset Class
Equities
Bonds
Derivatives
ETFs
Warrants and Certificates
Options
Futures
-
Data Type
Depth of Book
Quotes / Best Bid & Offer
Reference
Trades / Last Sale
Trading Summaries
NYSE Liffe NextHistory provides historical intraday trade and best bid/offer data, plus end of day data, for all NYSE Liffe Derivatives markets up until 31 December 2010. For data beyond this date, clients should refer to the 'TAQ Europe' historical data product.
- Show Products
Product Price
| Direct Access Fee: |
€150 /mo. |
| Enterprise Fee: |
€150 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Product Price
| Direct Access Fee: |
€200 /mo. |
| Enterprise Fee: |
€200 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Product Price
| Direct Access Fee: |
€150 /mo. |
| Enterprise Fee: |
€150 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Product Price
| Direct Access Fee: |
€200 /mo. |
| Enterprise Fee: |
€200 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Product Price
| Direct Access Fee: |
€200 /mo. |
| Enterprise Fee: |
€200 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day and tick data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
End of day data, including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Intraday data including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.
-
Product Type
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
Product Price
| Direct Access Fee: |
€200 /mo. |
| Enterprise Fee: |
€200 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
Product Price
| Direct Access Fee: |
€300 /mo. |
| Enterprise Fee: |
€300 /mo. |
NextHistory Liffe provides comprehensive historical end-of-day and tick data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Ask, Bid and Trade (plus volume) recorded during each trading day
-
Product Type
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
Product Price
| Direct Access Fee: |
€300 /mo. |
| Enterprise Fee: |
€300 /mo. |
NYSE Liffe NextHistory provides comprehensive historical end-of-day and tick data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.
-
Product Type
Summary
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Quotes / Best Bid & Offer
Trades / Last Sale
- Additional Details
Tick data for all interest rate derivatives traded on Liffe Connect, available following each trading day
-
Product Type
Summary
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Trading Summaries
Tick data for all interest rate derivatives traded on Liffe Connect, available throughout each trading day
-
Product Type
Historical
-
Market
NYSE Liffe
-
Asset Class
Derivatives
-
Data Type
Quotes / Best Bid & Offer
Trades / Last Sale
Price data for all Euronext indices
- Show Products
Product Price
| Access Fee: |
€105 per month |
Open, high, low, close, and previous close for Amsterdam indices.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€85 per month |
Open, high, low, close, and previous close for Brussels indices.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€315 per month |
Open, high, low, close, and previous close for all Euronext indices.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€85 per month |
Open, high, low, close, and previous close for all Lisbon indices.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Trading Summaries
Product Price
| Access Fee: |
€125 per month |
Open, high, low, close, and previous close for all Paris indices.
-
Product Type
Intraday
Summary
-
Market
Euronext
-
Asset Class
Indices
-
Data Type
Trading Summaries
The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.
-
Product Type
Real-Time
Summary
-
Market
NYSE
NYSE Arca
-
Asset Class
Indices
ETFs
-
Data Type
Trading Summaries
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