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   TAQ NYSE Arca Integrated Feed  

TAQ NYSE Arca Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages.

TAQ NYSE Arca Integrated Feed helps customers overcome the challenges of determining event sequences from disparate NYSE Arca data products, increasing transparency of the specific quotes that drive trades.

TAQ NYSE Arca Integrated Feed flat files are made available in ASCII format for download via nyxdata FTP site, zipped using GZIP. For a complete list of data fields and their descriptions, please see the TAQ NYSE Arca Integrated Feed specification documentation.

The TAQ NYSE Arca Integrated Feed includes further historical data in the TAQ NYSE ArcaBook format. NYSE ArcaBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time. TAQ NYSE ArcaBook files contain messages disseminated via NYSE ArcaBook for all subscriptions during the trading day (OTC, Listed, ETF, ArcaEdge Bulletin Board (pre August 19th, 2013)).

TAQ NYSE ArcaBook files are available in flat file ASCII format, zipped using GZIP. The approximate size of the compressed daily file is 2.5 GB. For a complete list of data fields and their descriptions, please see the TAQ NYSE ArcaBook specification documentation.

TAQ Frequently Asked Questions

Click here to view the TAQ NYSE Arca Integrated Feed Client Specification

Instruments Covered
Stock, Equities

Markets Covered
NYSE Arca
  • OngoingDirect & indirect

    $3,000 / month
    12 months minimum subscription
    includes 12 months back history

  • Back HistoryDirect & indirect

    Table depicting the pricing options available
    First 12 months $3,000 / month
    12+ months $500 / month
  • Redistribution

    Additional fees apply for redistribution. Please contact sales-pdp@theice.com.

 
Academic Customers
NYSE
TAQ NYSE Arca Integrated Feed - Accredited Academic Institutions
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