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Bruce Erlichman
Posts:7
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| 12/18/2006 11:01 AM |
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The specs for the Daily TAQ (Historical Trades &
Quotes) file say that the symbol is "Text(16)" with
"7 character root, 10 character suffix" (adds to 17?)
and lists all alpha characters suffixes except M, P,
Q, V, U, W and X.
However, some of these are indeed used. The following
was taken from the Jan. 2006 file:
PSA
PSA A
PSA PRA
PSA PRB
PSA PRC
PSA PRD
PSA PRE
PSA PRF
PSA PRG
PSA PRQCL
PSA PRR
PSA PRS
PSA PRT
PSA PRU
PSA PRV
PSA PRW
PSA PRX
PSA PRZ
1. What are the definitions for M, P, Q, V, U, W and X?
2. Specs show @ = Regular Sale (no condition) but this
character is never used. Can I interpret a symbol
with no character suffix as a regular sale?
3. Can you do a provide a more detailed description for
the character suffixes?
Thanks.
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Ariel
Posts:163
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| 12/18/2006 2:43 PM |
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The field layout on the website is incorrect and is being corrected. Please use the PDF file in the documents tab (http://www.nysedata.com/nysedata/InformationProducts/DelayedHistoricalData/DailyTAQHistoricalTradesQuotes/DailyTAQTradeandQuoteDetail/tabid/173/DMXModule/1574/EntryId/2659/Command/Core_Download/Default.aspx). The symbol field is Text(16) 6 character root and 10 character suffix.
1. The Trade conditions (I assume, not suffixes) for M, P, Q, V, U, W and X are not used by the CTS. They are reserved for future use. However with the exception of 'V' those conditions are used for Nasdaq traded securities.
‘M’ = Market Center Close Price
‘P’ = Prior Reference Price
‘Q’ = Market Center Open Price
‘U’ = Extended Hours (Sold Out of Sequence)
‘W’ = Average Price Trade
if you mean suffixes, I don't know where you saw that suffix values listed but a preferred stock can be from series A to Z
2. '@' = Regular sale is interpreted as a blank value in the Sale Condition field. This is not a suffix
3. Yes please refer to the NYSE Symbology document for all suffix description. http://www.nysedata.com/nysedata/Support/Documentation/Technical/tabid/247/DMXModule/1668/EntryId/2400/Command/Core_Download/Default.aspx |
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