 Add Reply
|
|
| Author |
Messages |
|
peter
Posts:1
 |
| 08/11/2006 12:03 PM |
 Quote
 Reply
 Alert
|
| Is there a document that lists the byte-by-byte format of the raw quote and trade files? Are the files just part of the SIAC output, or are they modified in some way? |
|
|
|
|
john (guest)
|
| 09/28/2006 4:57 AM |
Quote
Reply
Alert
|
| Documents for both the historical and daily formats would be very useful. Does anyone know where they can be found on this site? |
|
|
|
|
Ariel
Posts:163
|
| 10/02/2006 11:57 AM |
Quote
Reply
Alert
|
Daily TAQ format
http://www.nysedata.com/nysedata/InformationProducts/DelayedHistoricalData/DailyTAQHistoricalTradesQuotes/DailyTAQTradeandQuoteDetail/tabid/173/Default.aspx
Monthly TAQ format documentation (under the documents tab of the link below)
http://www.nysedata.com/nysedata/InformationProducts/DelayedHistoricalData/MonthlyTAQTradeandQuoteDetail/tabid/209/Default.aspx |
|
|
|
|
|
| Add Reply |
|
|
|
Quick Reply |
 |
|
|
|