Data Products By Market: NYSE
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CTA Products

Real time consoldiated last sale and bid/ask prices for all National Market System (NMS) participant markets (Tape A and Tape B).

  • Show Products

    • Network A (NYSE) Consolidated Trades and Quotes

      Product Price

      Consolidated Trades

      Direct Access Fee: $1,000
      Indirect Access Fee: $500

      Consolidated Quotes

      Direct Access Fee: $1,100
      Indirect Access Fee: $700

      Real time consoldiated last sale and bid/ask prices for all National Market System ("NMS") participant markets (Tape A) is available from the Consolidated Tape Association ("CTA") through the Consolidated Trade System ("CTS") and the Consolidated Quote System ("CQS") and is adminsitrated by NYSE.

      • Product Type Real-Time
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details

        • Network A Consolidated Quotes

          Consolidated Bid/Ask Quotes from all NMS participants.

          • Product Type Real-Time
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Network A Consolidated Trades

          Consolidated Trade data from all NMS participants.

          • Product Type Real-Time
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Network B (NYSE Amex) Consolidated Trades and Quotes

      Product Price

      Consolidated Trades

      Direct Access Fee: $350
      Indirect Access Fee: $200

      Consolidated Quotes

      Direct Access Fee: $400
      Indirect Access Fee: $250

      Real time consoldiated last sale and bid/ask prices for all National Market System ("NMS") participant markets (Tape B) is available from the Consolidated Tape Association ("CTA") through the Consolidated Trade System ("CTS") and the Consolidated Quote System ("CQS") and is adminsitrated by NYSE.

      • Product Type Real-Time
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

NYSE Euronext Global Index Feed

Product Price

Access Fee: $1000

The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.

  • Product Type Real-Time Summary
  • Market NYSE NYSE Arca
  • Asset Class Indices ETFs
  • Data Type Trading Summaries

NYSE Products

NYSE equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.

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    • NYSE OpenBook

      Product Price

      Access Fee:$5,000

      NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference
      • Additional Details

        • NYSE BBO

          The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          NYSE OpenBook Aggregated

          NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE OpenBook Ultra

          NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE Order Imbalances

          The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE Alerts

      Product Price

      Access Fee:$500

      NYSE Alerts is a real-time data feed information service from New York Stock Exchange that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends Reference
      • Additional Details

        • NYSE Alerts

          Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Corporate Actions / Dividends

          NYSE LRP

          A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE BBO

      The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      NYSE Trades

      Product Price

      Access Fee:$1,500

      NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Real-Time Reference Prices

      Product Price

      Access Fee: $60,000

      NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Order Imbalances

      Product Price

      Access Fee:$500

      NYSE Order Imbalances is a datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

Summary and Statistics Products

NYSE provides unique market statics including ETP, Broker Volume, and a detail break down of volume across NYSE, NYSE Amex, and NYSE Arca equity markets.

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    • NYSE Broker Volume Database

      Product Price

      Direct Access Fee:$3000

      The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • NYSE Broker Volume Web

          Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          NYSE Broker Volume XML

          XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

      NYSE Broker Volume Web

      Product Price

      Direct Access Fee:$300

      Web-based reports of aggregate volume executed by each entering (introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries

      National Market Volume Summary

      Product Price

      Direct Access Fee:$100

      Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.

      • Product Type Summary
      • Market NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE Volume Summary

      Product Price

      Direct Access Fee:$100

      Detailed breakdown of NYSE and AMEX Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.

      • Product Type Summary
      • Market NYSE Amex NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE ReTrac

      Product Price

      Access Fee:$1,500

      ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.

      • Product Type Historical Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ReTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac

      Product Price

      Access Fee:$1,500

      ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.

      • Product Type Historical Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Monthly ETP Market Quality & Trading Statistics Report

      This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

SuperFeed™

SuperFeed™ provides customers with broad access to data from major US, European and Asian markets in a single normalised format. This hosted, managed service provides the simplicity and cost efficiency of a consolidated feed with the high performance capabilities of a direct feed.

  • Product Type Real-Time
  • Market All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Options
  • Data Type Quotes / Best Bid & Offer Trades / Last Sale
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NYSE Group Corporate Actions

Product Price

Direct Access Fee:$200

The Corporate Actions package is comprised of several reports and provides corporate actions for all equities listed on the NYSE, Amex and NYSE Arca market centers, including cash dividends, stock dividends, distributions and stock splits.

  • Product Type Reference Intraday
  • Market NYSE NYSE Arca NYSE Amex
  • Asset Class Equities
  • Data Type Corporate Actions / Dividends Reference
  • Additional Details

    • NYSE Amex Corporate Actions

      New IPOs or transfers, name changes, mergers on NYSE Amex market center, available following each trading day

      NYSE Group Corporate Actions

      The Daily Report provides all corporate actions as they are confirmed by the NYSE Group Operations and the listed company. Daily file available at approximately 5:30 PM ET. The file is available in Text and Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2003-present

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group Ex-Date Reminders

      The Ex-Date Report provides a complete listing of corporate actions where "ex-date" = T+2 (two trading days in advance). Daily file available at approximately 5:30 PM ET. The file is available in Text and Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2003-present

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group Proxy Meeting Notices

      Members are requested by the Exchange in so far as may be possible without involving any additional expense, to transfer certificates of stock which they hold in name of persons or firms over whom they have no control, into their own names or the names of persons over whom they have control, sufficiently in advance of the close of business on the date of record for determining the stockholders entitled to vote in order to afford ample opportunity for the convenient solicitation and collection of proxies. PROXY CONTEST Company as to which proxy solicitation material filed with the Exchange indicates that there is a counter solicitation of proxies.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Reference

      NYSE InfoNotices

      InfoNotices are available each day at approximately 9:00pm ET

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Listing Applications

      Listing applications received by NYSE for listing approvals.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

      NYSE Ticker Notices

      Ticker Notices are available each day at approximately 5:45pm ET

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends
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Market Data Analytics Lab

The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.

  • Product Type Historical Summary Reference
  • Market All CTA Participating Markets All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Bonds Derivatives ETFs Warrants and Certificates Options Futures
  • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale Trading Summaries

NYSE Products

NYSE equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.

  • Show Products

    • NYSE OpenBook

      Product Price

      Access Fee:$5,000

      NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference
      • Additional Details

        • NYSE BBO

          The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          NYSE OpenBook Aggregated

          NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE OpenBook Ultra

          NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE Order Imbalances

          The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE Alerts

      Product Price

      Access Fee:$500

      NYSE Alerts is a real-time data feed information service from New York Stock Exchange that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends Reference
      • Additional Details

        • NYSE Alerts

          Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Corporate Actions / Dividends

          NYSE LRP

          A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE BBO

      The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      NYSE Trades

      Product Price

      Access Fee:$1,500

      NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Real-Time Reference Prices

      Product Price

      Access Fee: $60,000

      NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Order Imbalances

      Product Price

      Access Fee:$500

      NYSE Order Imbalances is a datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

Summary and Statistics Products

NYSE provides unique market statics including ETP, Broker Volume, and a detail break down of volume across NYSE, NYSE Amex, and NYSE Arca equity markets.

  • Show Products

    • NYSE Broker Volume Database

      Product Price

      Direct Access Fee:$3000

      The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • NYSE Broker Volume Web

          Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          NYSE Broker Volume XML

          XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

      NYSE Broker Volume Web

      Product Price

      Direct Access Fee:$300

      Web-based reports of aggregate volume executed by each entering (introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries

      National Market Volume Summary

      Product Price

      Direct Access Fee:$100

      Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.

      • Product Type Summary
      • Market NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE Volume Summary

      Product Price

      Direct Access Fee:$100

      Detailed breakdown of NYSE and AMEX Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.

      • Product Type Summary
      • Market NYSE Amex NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE ReTrac

      Product Price

      Access Fee:$1,500

      ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.

      • Product Type Historical Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ReTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac

      Product Price

      Access Fee:$1,500

      ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.

      • Product Type Historical Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Monthly ETP Market Quality & Trading Statistics Report

      This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

  • Show Products

    • Daily TAQ

      Product Price

      Direct Access Fee: $1,500

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq(OTC), and Regionals for the previous trading day.

      • Product Type Historical Reference
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Administrative Master File Trades / Last Sale
      • Additional Details

        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily TAQ Master File (Beta)

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative Master File

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Master File

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Admin Messages

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

      Monthly TAQ

      Product Price

      Direct Access Fee:$800

      TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.

      • Product Type Historical
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details

        • Monthly TAQ (Trade and Quote Detail)

          TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset. Please contact the NYSE Data Team at info@nysedata.com.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ Web

      Product Price

      Direct Access Fee:$500

      TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.

      • Product Type Historical
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Custom TAQ

      Product Price

      Starting at:$2

      Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003. Cost is based upon the number of stocks and dates chosen. The trade data covers all NYSE, Regional Exchange and NASDAQ-listed stocks.

      • Product Type Historical Summary
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Trades / Last Sale Trading Summaries

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

  • Show Products

    • TAQ NYSE Closing Prices

      Product Price

      Direct Access Fee:$100

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day. It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close. Issues are separated into files based on the exchange venue where it is listed.

      • Product Type Summary
      • Market NYSE Amex NYSE Arca NYSE
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • TAQ NYSE Amex Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.

          • Product Type Summary
          • Market NYSE Amex
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Arca Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.

          • Product Type Summary
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.

          • Product Type Summary
          • Market NYSE
          • Asset Class Equities
          • Data Type Trading Summaries

      TAQ NYSE OpenBook Web

      Product Price

      Direct Access Fee:$500

      TAQ NYSE OpenBook Web is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book

      TAQ NYSE OpenBook

      Product Price

      Direct Access Fee: $1,500

      TAQ NYSE OpenBook allows users to recreate the limit order book at any point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book
      • Additional Details

        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

      TAQ NYSE Short Sales

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Short Sales is a monthly product containing a collection of the month's end of day replay files. The NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      • Product Type Historical
      • Market NYSE NYSE Amex
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Reg SHO Short Sales

          • Product Type Historical
          • Market NYSE NYSE Amex
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ NYSE Off-Tape Executions

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Trades

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Order Imbalances

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Order Imbalances provides a capture of the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities Stock
      • Data Type Reference
      • Additional Details

        • TAQ NYSE Order Imbalances - Pipe Delimited

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities Stock
          • Data Type Reference

          TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalance product provides a capture of the NYSE Order Imbalance datafeed. The NYSE Imbalance Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference
Show: + Expand All Items - Collapse All Items

Market Data Analytics Lab

The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.

  • Product Type Historical Summary Reference
  • Market All CTA Participating Markets All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Bonds Derivatives ETFs Warrants and Certificates Options Futures
  • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale Trading Summaries

NYSE Euronext Global Index Feed

Product Price

Access Fee: $1000

The NYSE Euronext Global Index Feed (GIF) is the primary source of US real-time index and exchange-traded product valuations data from NYSE Euronext. GIF has been created to support advanced trading methodologies and dissemination frequency required for todays’ index and exchange-traded product calculations.

  • Product Type Real-Time Summary
  • Market NYSE NYSE Arca
  • Asset Class Indices ETFs
  • Data Type Trading Summaries

Summary and Statistics Products

NYSE provides unique market statics including ETP, Broker Volume, and a detail break down of volume across NYSE, NYSE Amex, and NYSE Arca equity markets.

  • Show Products

    • NYSE Broker Volume Database

      Product Price

      Direct Access Fee:$3000

      The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • NYSE Broker Volume Web

          Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          NYSE Broker Volume XML

          XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

      NYSE Broker Volume Web

      Product Price

      Direct Access Fee:$300

      Web-based reports of aggregate volume executed by each entering (introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries

      National Market Volume Summary

      Product Price

      Direct Access Fee:$100

      Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.

      • Product Type Summary
      • Market NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE Volume Summary

      Product Price

      Direct Access Fee:$100

      Detailed breakdown of NYSE and AMEX Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.

      • Product Type Summary
      • Market NYSE Amex NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE ReTrac

      Product Price

      Access Fee:$1,500

      ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.

      • Product Type Historical Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ReTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac

      Product Price

      Access Fee:$1,500

      ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.

      • Product Type Historical Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Monthly ETP Market Quality & Trading Statistics Report

      This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

  • Show Products

    • Daily TAQ

      Product Price

      Direct Access Fee: $1,500

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq(OTC), and Regionals for the previous trading day.

      • Product Type Historical Reference
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Administrative Master File Trades / Last Sale
      • Additional Details

        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily TAQ Master File (Beta)

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative Master File

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Master File

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Admin Messages

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

      Monthly TAQ

      Product Price

      Direct Access Fee:$800

      TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.

      • Product Type Historical
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details

        • Monthly TAQ (Trade and Quote Detail)

          TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset. Please contact the NYSE Data Team at info@nysedata.com.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ Web

      Product Price

      Direct Access Fee:$500

      TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.

      • Product Type Historical
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Custom TAQ

      Product Price

      Starting at:$2

      Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003. Cost is based upon the number of stocks and dates chosen. The trade data covers all NYSE, Regional Exchange and NASDAQ-listed stocks.

      • Product Type Historical Summary
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Trades / Last Sale Trading Summaries

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

  • Show Products

    • TAQ NYSE Closing Prices

      Product Price

      Direct Access Fee:$100

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day. It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close. Issues are separated into files based on the exchange venue where it is listed.

      • Product Type Summary
      • Market NYSE Amex NYSE Arca NYSE
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • TAQ NYSE Amex Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.

          • Product Type Summary
          • Market NYSE Amex
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Arca Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.

          • Product Type Summary
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.

          • Product Type Summary
          • Market NYSE
          • Asset Class Equities
          • Data Type Trading Summaries

      TAQ NYSE OpenBook Web

      Product Price

      Direct Access Fee:$500

      TAQ NYSE OpenBook Web is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book

      TAQ NYSE OpenBook

      Product Price

      Direct Access Fee: $1,500

      TAQ NYSE OpenBook allows users to recreate the limit order book at any point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book
      • Additional Details

        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

      TAQ NYSE Short Sales

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Short Sales is a monthly product containing a collection of the month's end of day replay files. The NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      • Product Type Historical
      • Market NYSE NYSE Amex
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Reg SHO Short Sales

          • Product Type Historical
          • Market NYSE NYSE Amex
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ NYSE Off-Tape Executions

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Trades

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Order Imbalances

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Order Imbalances provides a capture of the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities Stock
      • Data Type Reference
      • Additional Details

        • TAQ NYSE Order Imbalances - Pipe Delimited

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities Stock
          • Data Type Reference

          TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalance product provides a capture of the NYSE Order Imbalance datafeed. The NYSE Imbalance Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference
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CTA Administrative Messages

Product Price

Direct Access Fee:$50

Daily end-of-day file available at around 11pm EST each trading day containing all administrative messages disseminated via CT/CQ (National Market System) during the trading day. The file contains listings to be admitted, called for redemption, ex-dividends, stop orders, symbol changes, suspensions, new issues added to list are examples of messages that appear in this file.

  • Product Type Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Administrative

Market Data Analytics Lab

The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.

  • Product Type Historical Summary Reference
  • Market All CTA Participating Markets All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Bonds Derivatives ETFs Warrants and Certificates Options Futures
  • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale Trading Summaries

NYSE Bond Master

Product Price

Direct Access Fee:$25

Daily end-of-the day file that contains a list of all NYSE Bonds and their attributes as of current day's trading.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Master File

NYSE Composite Index Weightings

Product Price

Direct Access Fee:$100

Daily files that carry NYSE Composite index levels and reflect all changes to the index underlying components.

  • Product Type Reference
  • Market NYSE
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors

NYSE Floor Information

Product Price

Direct Access Fee:$100

NYSE Floor Information is a comprehensive dataset of NYSE Commission Billing, Clearing, Member Firms, and Floor Brokers. Daily files providing detailed floor information and locations of member's and member firms. A daily changes (Delta) file is also available for each product.

  • Product Type Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Administrative
  • Additional Details

    • Member Firm Admin Info

      The NYSE Member Firm Admin Directory, provides the each member's firm mnemonic, clearing number, clearing alpha, and commission billing number. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

      Member Firm Clearing Info

      Complete listing of NYSE Clearing Firms, and the numbers and mnemonics by which they are recognized. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

      NYSE Broker Badge Directory

      The NYSE Broker Directory includes all NYSE Member's names, badge numbers, firm affiliation and booth location. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

      NYSE Brokerage Firm Directory

      The NYSE Brokerage Firm Directory provides all Member Firms who serve as brokers and their respective booth locations. Daily file available at approximately 5:00 AM ET. The file is available in Text, Excel or Delta formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2004 - present

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Administrative

NYSE Group Corporate Actions

Product Price

Direct Access Fee:$200

The Corporate Actions package is comprised of several reports and provides corporate actions for all equities listed on the NYSE, Amex and NYSE Arca market centers, including cash dividends, stock dividends, distributions and stock splits.

  • Product Type Reference Intraday
  • Market NYSE NYSE Arca NYSE Amex
  • Asset Class Equities
  • Data Type Corporate Actions / Dividends Reference
  • Additional Details

    • NYSE Amex Corporate Actions

      New IPOs or transfers, name changes, mergers on NYSE Amex market center, available following each trading day

      NYSE Group Corporate Actions

      The Daily Report provides all corporate actions as they are confirmed by the NYSE Group Operations and the listed company. Daily file available at approximately 5:30 PM ET. The file is available in Text and Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2003-present

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group Ex-Date Reminders

      The Ex-Date Report provides a complete listing of corporate actions where "ex-date" = T+2 (two trading days in advance). Daily file available at approximately 5:30 PM ET. The file is available in Text and Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Data available: 2/1/2003-present

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Group Proxy Meeting Notices

      Members are requested by the Exchange in so far as may be possible without involving any additional expense, to transfer certificates of stock which they hold in name of persons or firms over whom they have no control, into their own names or the names of persons over whom they have control, sufficiently in advance of the close of business on the date of record for determining the stockholders entitled to vote in order to afford ample opportunity for the convenient solicitation and collection of proxies. PROXY CONTEST Company as to which proxy solicitation material filed with the Exchange indicates that there is a counter solicitation of proxies.

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Reference

      NYSE InfoNotices

      InfoNotices are available each day at approximately 9:00pm ET

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

      NYSE Listing Applications

      Listing applications received by NYSE for listing approvals.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

      NYSE Ticker Notices

      Ticker Notices are available each day at approximately 5:45pm ET

      • Product Type Intraday Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends

NYSE Group Short Interest

Product Price

Direct Access Fee:$400

The NYSE Short Interest File is a semi-monthly file that contains the reported uncovered short positions of securities listed on NYSE, NYSE Arca and NYSE Amex.

  • Product Type Reference
  • Market NYSE NYSE Arca NYSE Amex
  • Asset Class Equities
  • Data Type Short Interest

NYSE Group Symbols Package

Product Price

Direct Access Fee:$25

Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE Group-traded issue

  • Product Type Reference
  • Market NYSE Amex NYSE NYSE Arca
  • Asset Class Equities
  • Data Type Master File
  • Additional Details

    • NYSE Amex Symbols File

      Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE Amex-traded issue

      • Product Type Reference
      • Market NYSE Amex
      • Asset Class Equities
      • Data Type Master File

      NYSE Group Symbols File

      Symbols for each NYSE Group-traded issue

      • Product Type Reference
      • Market NYSE NYSE Arca NYSE Amex
      • Asset Class Equities
      • Data Type Master File

      NYSE Symbols File

      Symbols and basic information -- company name, CUSIP and industry information -- for each NYSE-traded issue

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Master File

NYSE Index Weightings

Product Price

Direct Access Fee:$400

Daily files that carry NYSE Equity, NYSE Arca Tech 100 and NYSE Euronext Low Carbon 100 Europe index levels and reflect all changes to the indices underlying components.

  • Product Type Reference
  • Market NYSE Arca NYSE Euronext
  • Asset Class Indices
  • Data Type Index Components, Weighting and Divisors
  • Additional Details

    • NYSE Arca Tech 100 Index Weightings

      Daily files that carry NYSE Arca Technology 100 index levels and reflect all changes to the index underlying components.

      • Product Type Reference
      • Market NYSE Arca
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Composite Index Weightings

      Daily files that carry NYSE Composite index levels and reflect all changes to the index underlying components.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Equity Indices Weightings

      Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.

      • Product Type Reference
      • Market NYSE
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

      NYSE Euronext Low Carbon 100 Europe Index

      Daily files that carry NYSE Euronext Low Carbon 100 Europe Index levels and reflect all changes to the index underlying components.

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors

NYSE Master File/Glossary

Product Price

Direct Access Fee:$100

The NYSE Master File/Glossary is available at approximately 5:30 am each trading day. The file contains Stock Master information, Symbol, Company Name, CUSIP Number, Trade Unit, Shares Outstanding, Authorized Shares, Index, Industry, Industry Code, ITS Issue, Ex Dividend, Ex Distribution, Ex Rights, 19C3 Indicator and Bankruptcy indicator.

  • Product Type Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Master File

NYSE Products

NYSE equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.

  • Show Products

    • NYSE OpenBook

      Product Price

      Access Fee:$5,000

      NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference
      • Additional Details

        • NYSE BBO

          The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          NYSE OpenBook Aggregated

          NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE OpenBook Ultra

          NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

          • Product Type Real-Time
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          NYSE Order Imbalances

          The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE Alerts

      Product Price

      Access Fee:$500

      NYSE Alerts is a real-time data feed information service from New York Stock Exchange that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends Reference
      • Additional Details

        • NYSE Alerts

          Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Corporate Actions / Dividends

          NYSE LRP

          A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE BBO

      The Real-Time NYSE BBO feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      NYSE Trades

      Product Price

      Access Fee:$1,500

      NYSE Trades feed is a real-time data feed providing the NYSE Last Sale for all NYSE-traded securities.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Real-Time Reference Prices

      Product Price

      Access Fee: $60,000

      NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

      • Product Type Real-Time
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Order Imbalances

      Product Price

      Access Fee:$500

      NYSE Order Imbalances is a datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

Post and Panel File

Product Price

Direct Access Fee:$100

Post & Panel File contains Symbol, Company Name, CUSIP, Specialist information and the Post and Panel locations for all NYSE and NYSE Amex stocks.

  • Product Type Reference
  • Market NYSE NYSE Amex
  • Asset Class Equities
  • Data Type Master File

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

  • Show Products

    • Daily TAQ

      Product Price

      Direct Access Fee: $1,500

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq(OTC), and Regionals for the previous trading day.

      • Product Type Historical Reference
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Administrative Master File Trades / Last Sale
      • Additional Details

        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily TAQ Master File (Beta)

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative Master File

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Master File

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Admin Messages

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

      Monthly TAQ

      Product Price

      Direct Access Fee:$800

      TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.

      • Product Type Historical
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details

        • Monthly TAQ (Trade and Quote Detail)

          TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset. Please contact the NYSE Data Team at info@nysedata.com.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ Web

      Product Price

      Direct Access Fee:$500

      TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.

      • Product Type Historical
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Custom TAQ

      Product Price

      Starting at:$2

      Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003. Cost is based upon the number of stocks and dates chosen. The trade data covers all NYSE, Regional Exchange and NASDAQ-listed stocks.

      • Product Type Historical Summary
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Trades / Last Sale Trading Summaries

TAQ NYSE Alerts

Product Price

Direct Access Fee:$300

The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present

  • Product Type Reference
  • Market NYSE
  • Asset Class Equities
  • Data Type Corporate Actions / Dividends

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

  • Show Products

    • TAQ NYSE Closing Prices

      Product Price

      Direct Access Fee:$100

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day. It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close. Issues are separated into files based on the exchange venue where it is listed.

      • Product Type Summary
      • Market NYSE Amex NYSE Arca NYSE
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • TAQ NYSE Amex Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.

          • Product Type Summary
          • Market NYSE Amex
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Arca Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.

          • Product Type Summary
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.

          • Product Type Summary
          • Market NYSE
          • Asset Class Equities
          • Data Type Trading Summaries

      TAQ NYSE OpenBook Web

      Product Price

      Direct Access Fee:$500

      TAQ NYSE OpenBook Web is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book

      TAQ NYSE OpenBook

      Product Price

      Direct Access Fee: $1,500

      TAQ NYSE OpenBook allows users to recreate the limit order book at any point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book
      • Additional Details

        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

      TAQ NYSE Short Sales

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Short Sales is a monthly product containing a collection of the month's end of day replay files. The NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      • Product Type Historical
      • Market NYSE NYSE Amex
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Reg SHO Short Sales

          • Product Type Historical
          • Market NYSE NYSE Amex
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ NYSE Off-Tape Executions

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Trades

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Order Imbalances

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Order Imbalances provides a capture of the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities Stock
      • Data Type Reference
      • Additional Details

        • TAQ NYSE Order Imbalances - Pipe Delimited

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities Stock
          • Data Type Reference

          TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalance product provides a capture of the NYSE Order Imbalance datafeed. The NYSE Imbalance Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference