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Subject: Duplicate header in TAQ trade files

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Konstantin
Posts:3

02/16/2007 4:16 PM Quote Reply Alert 
optiku2@eqny-uattdb1.ny.jpmorgan.com:14 [\9] zcat taqtrade20070214.zip|head
C02142007
C02142007
093012224NA @ 00003020000000328500N000000000000003826C
093013084DA @ 00000010000000328500N000000000000003962C
Marat
Posts:1

02/16/2007 4:38 PM Quote Reply Alert 
I had the same issue with files taqtrade20070214.zip and taqtrade20070215.zip. NYSE responded that they updated the files and posted them on ftp. Indeed, files are available (timestamped about 2 hours ago) and they don't have this issue:

zcat taqtrade20070215.zip | head

C02152007
093131327NA @ 00002140000000329900N000000000000014510C
093131766NA E 00000100000000329600N000000000000014638C
Konstantin
Posts:3

02/23/2007 1:29 PM Quote Reply Alert 
It happened again:

$ zcat taqtrade20070221.zip|head
C02212007
C02212007
080005624TA T 00000010000000322000N000000000000000143C
093230582NA @ 00003670000000323300N000000000000028121C
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Forums > Information Products - EOD Products > Trades and Quotes (TAQ) > Duplicate header in TAQ trade files

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