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Michael
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| 05/08/2008 3:42 PM |
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| I am building an algorithmic trading system for an academic project and would like historical trade data (date,time,price,quantity) for a basket of stocks on the NYSE to backtest my algorithm. How do I obtain this data? |
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Lydia
Posts:60
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| 06/11/2008 9:07 AM |
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Michael,
Thank you for your inquiry. The appropriate parties have been notified about your question, and we will respond to your post shortly.
Regards,
NYX Data Team |
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Lydia
Posts:60
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| 06/16/2008 9:10 AM |
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Michael,
Please refer to the Daily TAQ product on the NYX Data page.
NYX Data http://www.nyxdata.com/nyse
Daily TAQ http://www.nyxdata.com/nysedata/default.aspx?tabid=730
In case you are interested, there is an academic discount available for the Monthly TAQ product.
Monthly TAQ http://www.nyxdata.com/nysedata/default.aspx?tabid=739
Regards,
NYX Data Team |
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