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   Daily TAQ   (Historical Trades & Quotes)

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.

The dataset includes Daily NBBO File, Daily Quotes File, Daily TAQ Master File, and Daily Trades File.

The file now contains the Master File with Primary Exchange Indicator, the new "NBBO file" containing continuous National Best Bid and Offer updates. Consolidated trades & quotes for all listed and non-listed issues.

Historical information is available for an additional fee. The daily files are in ASCII format.

Instruments Covered
Equities

Markets Covered
All CTA Participating Markets, NYSE

  • Direct AccessIncludes first user

    $1,000 /mo.

    Bulk Pricing Discounts

    months historical data
    from NYSE Euronext         		$2,600
    3 x Direct Access Fee
    See Details
    months historical data
    from an Authorized Vendor         		$2,000
    3 x Indirect Access Fee
    See Details

  • Add'l Users

    $800/ user

    Enterprise License

    Share the data within your firm $1,000 /mo.
    Enterprise Fee

  • Redistribution License

    Redistribute the data to
    other Firms     		$3,000 /mo.
    3 x Enterprise Fee
    Redistribute the data to
    other Users     		$2,000 /mo.
    3 x Indirect Access Fee
    See Details
    Redistribute the data
    in display form         		$1,000 /mo.
    Unlimited Display Fee
    Redistribute Extracts of the data $5 each
    Extract Fee
 
Related NYSE Data Products
Custom TAQ
Choose specific symbols for a customized report
Included Data
Daily @ 9:00 PM EST    History: 24 Apr 2002 - present
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.
Daily @ 1:15 AM EST    History: 11 Apr 2002 - present
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.
Daily @ 8:00 PM EST    History: 10 Sep 2003 - present
NYSE Amex Order Imbalance FTP QRC
SymbolTrading StatusDateUpdate Time HH:MM:SSReference PriceBuy/SellPrice PointShares# of OrdersEncoded Time Stamp
AAT1/4/200512:25:0930.59BUY30.42,00001/4/2005 12:25
AAT1/4/200512:25:0930.59BUY30.5720001/4/2005 12:25
AAT1/4/200512:25:0930.59BUY30.58-40001/4/2005 12:25
AAT1/4/200512:25:0930.59SELL30.620001/4/2005 12:25
AAT1/4/200512:25:0930.59SELL30.6510001/4/2005 12:25
ABCT1/4/200512:25:0958.2BUY58.07-40001/4/2005 12:25
ABCT1/4/200512:25:0958.2SELL58.2110001/4/2005 12:25
ABCT1/4/200512:25:0958.2BUY58.1340001/4/2005 12:25
ABCT1/4/200512:25:0958.2BUY58.210001/4/2005 12:25
ABCT1/4/200512:25:0958.2SELL58.230001/4/2005 12:25
ABKT1/4/200512:25:0982.27SELL82.34-10001/4/2005 12:25
ABKT1/4/200512:25:0982.27SELL82.61-20001/4/2005 12:25
ABKT1/4/200512:25:0982.27SELL82.6220001/4/2005 12:25
ABTT1/4/200512:25:0946.24BUY46.07-1,50001/4/2005 12:25
ABTT1/4/200512:25:0946.24BUY46.08-50001/4/2005 12:25
Daily @ 11:00 PM EST    History: 10 Sep 2003 - present
SymbolTrading StatusDateUpdate Time HH:MM:SSReference PriceBuy/SellPrice PointShares# of OrdersEncoded Time Stamp
AAT1/4/200512:25:0930.59BUY30.42,00001/4/2005 12:25
AAT1/4/200512:25:0930.59BUY30.5720001/4/2005 12:25
AAT1/4/200512:25:0930.59BUY30.58-40001/4/2005 12:25
AAT1/4/200512:25:0930.59SELL30.620001/4/2005 12:25
AAT1/4/200512:25:0930.59SELL30.6510001/4/2005 12:25
ABCT1/4/200512:25:0958.2BUY58.07-40001/4/2005 12:25
ABCT1/4/200512:25:0958.2SELL58.2110001/4/2005 12:25
ABCT1/4/200512:25:0958.2BUY58.1340001/4/2005 12:25
ABCT1/4/200512:25:0958.2BUY58.210001/4/2005 12:25
ABCT1/4/200512:25:0958.2SELL58.230001/4/2005 12:25
ABKT1/4/200512:25:0982.27SELL82.34-10001/4/2005 12:25
ABKT1/4/200512:25:0982.27SELL82.61-20001/4/2005 12:25
ABKT1/4/200512:25:0982.27SELL82.6220001/4/2005 12:25
ABTT1/4/200512:25:0946.24BUY46.07-1,50001/4/2005 12:25
ABTT1/4/200512:25:0946.24BUY46.08-50001/4/2005 12:25
History: 3 Jan 2005 - 5 Oct 2007
Authorized Vendors
Tick Data, Inc.
Other Products Website
Tick Data
Tick Data provides historical intraday time series data. For over 18 years, traders and analysts have relied on Tick Data to remove the frustration of building and maintaining an historical database.
Quantitative Analytics, Inc.
Other Products Website
Daily TAQ (Historical Trades & Quotes)
 website
TQA is the premier provider of high-frequency data and analytics solutions to the investment management industry.
Logical Information Machines, Inc.
Other Products Website
Daily TAQ (Historical Trades & Quotes)
website
Francis Emory Fitch, Inc.
Website
Tick-by-Tick Time & Sales Market Data
 website
Discussion
Frequently Asked Questions
  • Where can I find Amex Short Interest Data?
    If you are looking for other AMEX data please try the following links: Amex Short Interest