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   TAQ Web  

TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.

Information is available for the previous day's trading and for up to one year in history (30 days for quotes). Transaction information includes Time, Price, Volume and Sale Condition for each stock. Quotation information includes Time, Bid, Ask, Size, Market and Sale Condition for each stock. Query results are returned in an Excel spreadsheet.

TAQ Frequently Asked Questions

Instruments Covered
Equities

Markets Covered
All CTA Participating Markets
 
Related NYSE Data Products
Included Data
Daily @ 12:15 AM EST
  • Trades
    • Field NameData Type *Description
      1SymbolText (16 (6/10))Stock Symbol (root/suffix)
      2TimeNumber (9)Time of trade (hhmmsslll)
      3VolumeNumber (9)Volume of trade
      4Trade PriceNumber (11 (7/4))Price of trade (dollars/cents)
      5ExchangeText (1)The Exchange where trade took place. Possible Values A = American Stock Exchange B = Boston Stock Exchange C = National (Cincinnati) Stock Exchange D = National Association of Securities Dealers (ADF) E = Market Independent (SIP - Generated) I = The Island, ECN M = Chicago Stock Exchange N = NYSE P = Pacific Exchange T/Q = NASDAQ Stock Exchange S = Consolidated Tape System X = Philadelphia Stock Exchange W = CBOE
      6Sale ConditionText (4)A Sale Condition (applies to all exchanges). Up to four codes are displayed per trade. Possible Values A = Cash Only Basis B = Average Price Trade C = Cash Sale D = Next Day Settlement E = Automatic Execution of Limit Orders J = Rule 127 trade (NYSE only) K = Rule 155 trade (AMEX only) L = Sold Last M = NASDAQ Official Closing Price N = Next Day O = Opened Last P = Prior Reference Price (NASD only), R = Seller's Option for delivery S = Split Trade (NASD only) T = Pre- and Post-Market Close W = Avg. Price Trades X = Opened after trading halt Z = Sold Sale 8 = Crossing Session 2-sided 9 = Crossing Session 1-sided Blank = No stated conditions
      7Condition DescriptionText (1)Description of Sales Condition
      8Correction IndicatorNumber (2)Indicates a correction has occurred. 00 = Regular trade which was not corrected, changed or signified as cancel or error 01 = Original trade which was late corrected (This record contains the original time - HHMM and the corrected data for the trade) 07 = Original trade which was later signified as error 08 = Original trade which was later signified as error 10 = Cancel record (This record follows '08' records) 11 = Error record (This record follows '07' records) 12 = Correction record (This record follows '01' records and contains the correction
      9Correction DescriptionText (1)Description of correction
      10Date of tradeDate (8)YYYYMMDD-formatted date of trade
  • Quotes
    • Field NameData Type *Description
      1SymbolText (16(6/10))Stock Symbol (Root/suffix)
      2TimeNumber (9)Time of quote (hhmmsslll)
      3Bid SizeNumber (7)Amount Bid for at Bid Price
      4Ask SizeNumber (7)Amount Offered at Ask (offer) price
      5Bid PriceNumber (11 (7.4))Price of Bid Quote
      6Ask PriceNumber (11 (7.4))Price of Ask Quote (Offer)
      7ExchangeText (1)Exchange issuing the quote
      8DateDate (mmddyyy)Date the quote is issued
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