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David
Posts:1
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| 07/16/2007 3:20 PM |
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Hi,
I work for a vendor who provide a TAQ loader. We don't have a TAQ subscription, so have to code defensively to accomodate changing file formats.
I see the file format is changing again next month. Any chance we could get more up to date sample data? The sample trades/quotes files on this site are from November 2003, a good few revisions ago.
ftp://anonymous@ftp.nysedata.com/SampleData-taq/taqquote/taqquote2003/taqquote200309/taqquote20030910.zip
ftp://anonymous@ftp.nysedata.com/SampleData-taq/taqtrade/taqtrade2003/taqtrade200309/taqtrade20030910.zip
regards
David |
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Ariel
Posts:163
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| 07/23/2007 9:28 AM |
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Hi David,
Yes, we will be putting up more recent taq sample data since the format has changed quite a bit from 2003. You should see it go up on the FTP server by end of next week.
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Will
Posts:0
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| 10/24/2008 3:51 PM |
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| Any update on this? 20030910 is still the only daily TAQ file posted to the FTP site. |
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