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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 (Trades and Quotes) and Reference datasets, with the capability to perform a wide range of analytical calculations that assist in research, trading strategy development, and profitable trading decisions.

Key Features:

  • Accessible via an easy-to-use Web interface, an API to off-the shelf applications, and a Microsoft Excel plug-in
  • Extensive library of pre-built common functions that enables a broad range of mathematical and statistical analysis on TAQ data within the Analytics Lab
  • Ability to seamlessly enable sophisticated analysis across multiple datasets
  • Query results in seconds or minutes that would take other systems hours or days
  • Hosted services allows for significant cost savings in data analysis, hardware, compliance, and maintenance associated with terabytes of market data

    Available Datasets:

    TAQ US Equities Products
  • Daily TAQ

    *As additional data sets are continuously being uploaded, please contact NYSE Technologies Sales for the most updated list. Additional data from NYSE Euronext markets, away exchanges, and other financial and economic sources can be made available upon demand.

    Click below to view an in-depth demonstration video of Market Data Analytics Lab functionality


  • Instruments Covered
    Equities

    Markets Covered
    All CTA Participating Markets
     
    Included Data
    Product News
    There is no product news at this time
    Frequently Asked Questions
    • 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.