NYSE proprietary historical TAQ data

Name: NYSE proprietary historical TAQ data: tick-level trades, quotes, NBBO, order-book and imbalance files for NYSE / Arca / American / National / Texas equities, plus NYSE Bonds order book and NYSE American+Arca options open-close volume summaries; Daily TAQ covers all Tape A, B and C securities from 1/1/1993 to present
Creator: Nyse

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NYSE proprietary historical TAQ data: tick-level trades, quotes, NBBO, order-book and imbalance files for NYSE / Arca / American / National / Texas equities, plus NYSE Bonds order book and NYSE American+Arca options open-close volume summaries; Daily TAQ covers all Tape A, B and C securities from 1/1/1993 to present

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Coverage

Universe, instruments and categories.

Industry: Financial Exchanges & Data

Historical market-data files licensed per "data content month", sold as an ongoing monthly subscription plus one-time back-history purchase; individual lines are labelled "(Monthly File)" and "(Daily File)" [file delivery inferred from those labels and per-month billing — the sheet names no transport, portal or file encoding]

Volume

Daily TAQ tick trades/quotes/NBBO from 1/1/1993 to present covering all Tape A, Tape B and Tape C securities; per-venue depth history from 1/24/2002 (NYSE OpenBook) through 11/4/2019 (NYSE Texas)

Update frequency

daily — TAQ products delivered at the end of the trading day or on a T+1 basis

Entity mapping

not stated

Sample

Downloadable sample

Point-in-time

not stated

supplier index read from their site

Nyse has not added their own details yet. Not yet on file:

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