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Brandon
Posts:43
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| 05/10/2006 3:49 PM |
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I would like to know if the TAQ data files currently contain millisecond timestamps - for both the Trades Files and Quotes Files.
If yes, then when did the Nasdaq Stocks start containing them and when did the Nyse Stocks start containing them?
If no, do you have an idea when this will be started?
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Brandon
Posts:43
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| 05/10/2006 3:50 PM |
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| Nasdaq and NYSE Trades have millisecond timestamps. Not yet for NYSE Quotes, but coming soon (3rd qtr 2006) |
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