Daily TAQ
Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on the NYSE, Nasdaq(OTC), and Regionals for the previous trading day.
Resource Information
| Mailing Address | Phone | Website | Contact |
|---|---|---|---|
|
United States |
http://www.nyxdata.com/nysedata/default.aspx?tabid=730 | ||
| Subscription | Report Cost | Data Types | Data Keywords |
| No | No cost provided |
Resource Summary
Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on the NYSE, Nasdaq(OTC), and Regionals for the previous trading day.
The dataset includes Daily NBBO File, Daily Quotes File, Daily TAQ Master File, and Daily Trades File.
The file now contains the Master File with Primary Exchange Indicator, the new "NBBO file" containing continuous National Best Bid and Offer updates and more... Consolidated trades & quotes for all listed and non-listed issues.
Historical information is available for an additional fee. The daily files are in ASCII format.
