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Denis
Posts:5
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| 07/26/2007 1:15 PM |
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Would it be possible to order subsets of the current TAQ files (taqnbbo, taqquote, taqtrade) for specific symbols only?
That's what I thought "Custom TAQ" was, at first glance, but it appears to be slightly different, a new data format in its own right.
Alternatively, if the current TAQ files (taqnbbo, taqquote, taqtrade) cannot be split by symbol, could they be formatted in a non-text or space-saving text format?
Their size has been creeping up steadily, and a significant part of our processing time goes towards FTP'ing and uncompressing those files. |
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kgilchrist@nyse.com
Posts:0
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| 10/09/2007 4:15 PM |
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Custom TAQ should allow you pay for only the data related to symbols that choose for a specified time range.
We are also reviewing the current TAQ EOD file specs and are considering combining the NBBO file into the Quotes file.
I anticipate that the new spec would be finalized by the end of the year, the actual release of files using the new spec would probably be sometime next year and announced in advance to customers.
The files would also be in pipe delimted format to compress the amount of space used per line.
Regards,
Kevin |
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