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Subject: Data for research on bid-ask spreads

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Natalie (guest)

04/14/2008 7:06 PM Quote Reply Alert 
It is possible for me to get the following data for the period June - August 2007 or any other period from 2001:
# of dealers trade and quote data, share price, # of shareholders, trading volume, # of trades, market capitalization, # of institutional shareholders for 20 frequently traded NYSE or NASADAQ Stocks. Could the NASDAQ TAQ file help?
Lydia
Posts:68

06/11/2008 9:10 AM Quote Reply Alert 
Natalie,
Thank you for your inquiry. The appropriate parties have been notified about your question, and we will respond to your post shortly.

Regards,
NYX Data Team
William
Posts:15

06/16/2008 9:18 AM Quote Reply Alert 
It is possible for me to get the following data for the period June - August 2007 or any other period from 2001:
# of dealers trade and quote data, share price? # of dealers trades - Not in TAQ, quote data, share price - In TAQ
# of shareholders? Not in TAQ - NYSE does not have Holdings data. Try 13F filings.
trading volume, # of trades? This can be derived from TAQ
market capitalization? You would need the Master file product for the Shares Outstanding, in order to calculate the Market Capitalization
# of institutional shareholders for 20 frequently traded NYSE or NASADAQ Stocks? Not in TAQ - NYSE does not have Holdings data. Try 13F filings.
Could the NASDAQ TAQ file help? We only know about the NYSE Products, not the NASDAQ products.
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Forums > Information Products - EOD Products > Trades and Quotes (TAQ) > Data for research on bid-ask spreads

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