What is the Market Data Analytics Lab?
The Market Data Analytics Lab is a centralized, hosted database granting access to NYSE Technologies' extensive historical TAQ (Trades and Quotes) and Reference data sets, with a complex range of analytical and quantitative capabilities.
Who is the target audience and how will they benefit?
Investment firms, researchers, academics, and others who seek full market visibility in order to identify patterns for the development of profitable trading strategies, or gain an in-depth understanding of market dynamics and events for trading or regulatory purposes.
What are the analytical capabilities and what pre-built functions are available?
The Market Data Analytics Lab includes an extensive library of pre-built common functions that can assist in performing both basic and advanced mathematical and statistical analytics. The powerful query, tabulation, and cross tabulation tools enable complex analysis across multiple datasets, including statistical modeling, functional grouping, multiple regression analysis, time-series analysis, and more. Analysis can easily be carried out on large datasets at extremely fast speeds. Although pre-built analytics are not available, these functions can easily be created using the common functions.
How is the Market Data Analytics Lab accessible?
There are three access methods: 1) easy-to-use, interactive Internet GUI via a secure website; 2) API access to client applications; and 3) Microsoft Excel Add-In.
What data will I be able to access when I sign up for the Analytics Lab?
You will have access to each Historical and Reference data set to which you have subscribed.
It looks good but can I try before I buy?
Yes. We are offering a 15-day free trial, during which you will have access to a sample of Daily TAQ data. Detail on the fields included in other data sets can be found on their respective product pages.