Ariel
Posts:163
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Jay (guest)
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| 10/18/2006 8:45 PM |
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1) Is there a sample file for monthly TAQ?
2) The Daily TAQ sample header is different than previous headers I've seen.
It has an extra character 'C' before the 8byte date. " C09222006" What is that character?
3) Is there a way in Daily and monthly TAQ to tell which version from the header? |
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Ariel
Posts:163
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| 11/01/2006 5:45 PM |
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1)There is no sample data available for monthly TAQ
2)I have not seen extra characterin the header but I will investigate it
3)There is no way to tell which version of the TAQ format used from the header. |
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Shane
Posts:6
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| 01/23/2007 1:49 PM |
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| Is there actually a change to the monthly data at all? The 09/14/2006 notice (http://www.nysedata.com/nysedata/default.aspx?tabid=155&id=117) was pretty clear in stating that both the daily and monthly trade formats were changing. However, neither the October nor Novemeber monthly DVDs have the new TRF field. |
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