The NYSE Trade and Quote (TAQ) database offers tick-by-tick trade and quote data of all activity within the U.S. National Market System. TAQ provides transaction information at the intraday level (to the microsecond) covering over 10,000 stock issues listed on 16 major American exchanges, including the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Nasdaq.
Coverage:
- Trade & Quote Daily Product (09/10/2003 - present)
- Trade & Quote Monthly Product (01/01/1993 - 12/31/2014)
- NYSE Reg SHO Data (01/01/2005 - 07/31/2007)
For pricing information please contact:
Products
| Product | Description |
|---|---|
| taq_1993 |
NYSE Trades & Quotes 1993
Legacy data is no longer updated. |
| taq_1994 |
NYSE Trades & Quotes 1994
Legacy data is no longer updated. |
| taq_1995 |
NYSE Trades & Quotes 1995
Legacy data is no longer updated. |
| taq_1996 |
NYSE Trades & Quotes 1996
Legacy data is no longer updated. |
| taq_1997 |
NYSE Trades & Quotes 1997
Legacy data is no longer updated. |
| taq_1998 |
NYSE Trades & Quotes 1998
Legacy data is no longer updated. |
| taq_1999 |
NYSE Trades & Quotes 1999
Legacy data is no longer updated. |
| taq_2000 |
NYSE Trades & Quotes 2000
Legacy data is no longer updated. |
| taq_2001 |
NYSE Trades & Quotes 2001
Legacy data is no longer updated. |
| taq_2002 |
NYSE Trades & Quotes 2002
Legacy data is no longer updated. |
| taq_2003 |
NYSE Trades & Quotes 2003
Legacy data is no longer updated. |
| taq_2004 |
NYSE Trades & Quotes 2004
Legacy data is no longer updated. |
| taq_2005 |
NYSE Trades & Quotes 2005
Legacy data is no longer updated. |
| taq_2006 |
NYSE Trades & Quotes 2006
Legacy data is no longer updated. |
| taq_2007 |
NYSE Trades & Quotes 2007
Legacy data is no longer updated. |
| taq_2008 |
NYSE Trades & Quotes 2008
Legacy data is no longer updated. |
| taq_2009 |
NYSE Trades & Quotes 2009
Legacy data is no longer updated. |
| taq_2010 |
NYSE Trades & Quotes 2010
Legacy data is no longer updated. |
| taq_2011 |
NYSE Trades & Quotes 2011
Legacy data is no longer updated. |
| taq_2012 |
NYSE Trades & Quotes 2012
Legacy data is no longer updated. |
| taq_2013 |
NYSE Trades & Quotes 2013
Legacy data is no longer updated. |
| taq_2014 |
NYSE Trades & Quotes 2014
Legacy data is no longer updated. |
| taq_all |
NYSE Trades & Quotes - Exists for FK contraint
Data update frequency is not defined. |
| taq_common |
NYSE Trades and Quotes - for website use
Last updated November 20th, 2024. Legacy data is no longer updated. |
| taqm_2003 |
NYSE Millisecond Trades & Quotes 2003
Legacy data is no longer updated. |
| taqm_2004 |
NYSE Millisecond Trades & Quotes 2004
Legacy data is no longer updated. |
| taqm_2005 |
NYSE Millisecond Trades & Quotes 2005
Legacy data is no longer updated. |
| taqm_2006 |
NYSE Millisecond Trades & Quotes 2006
Legacy data is no longer updated. |
| taqm_2007 |
NYSE Millisecond Trades & Quotes 2007
Legacy data is no longer updated. |
| taqm_2008 |
NYSE Millisecond Trades & Quotes 2008
Legacy data is no longer updated. |
| taqm_2009 |
NYSE Millisecond Trades & Quotes 2009
Legacy data is no longer updated. |
| taqm_2010 |
NYSE Millisecond Trades & Quotes 2010
Legacy data is no longer updated. |
| taqm_2011 |
NYSE Millisecond Trades & Quotes 2011
Legacy data is no longer updated. |
| taqm_2012 |
NYSE Millisecond Trades & Quotes 2012
Legacy data is no longer updated. |
| taqm_2013 |
NYSE Millisecond Trades & Quotes 2013
Legacy data is no longer updated. |
| taqm_2014 |
NYSE Millisecond Trades & Quotes 2014
Legacy data is no longer updated. |
| taqm_2015 |
NYSE Millisecond Trades & Quotes 2015
Legacy data is no longer updated. |
| taqm_2016 |
NYSE Millisecond Trades & Quotes 2016
Legacy data is no longer updated. |
| taqm_2017 |
NYSE Millisecond Trades & Quotes 2017
Legacy data is no longer updated. |
| taqm_2018 |
NYSE Millisecond Trades & Quotes 2018
Last updated February 8th, 2024. Legacy data is no longer updated. |
| taqm_2019 |
NYSE Millisecond Trades & Quotes 2019
Last updated February 8th, 2024. Legacy data is no longer updated. |
| taqm_2020 |
NYSE Millisecond Trades & Quotes 2020
Last updated February 9th, 2024. Legacy data is no longer updated. |
| taqm_2021 |
NYSE Millisecond Trades & Quotes 2021
Last updated February 9th, 2024. Legacy data is no longer updated. |
| taqm_2022 |
NYSE Millisecond Trades & Quotes 2022
Last updated May 14th, 2024. Legacy data is no longer updated. |
| taqm_2023 |
NYSE Millisecond Trades & Quotes 2023
Last updated May 14th, 2024. Legacy data is no longer updated. |
| taqm_2024 |
NYSE Millisecond Trades & Quotes 2024
Last updated May 14th, 2024. Data updated daily. |
| taqm_common |
NYSE Millisecond Trades and Quotes - internal product code that supports yearly TAQ subscriptions
Data update frequency is not defined. |
| taq_regsho2005 |
NYSE Short Sales 2005
Legacy data is no longer updated. |
| taq_regsho2006 |
NYSE Short Sales 2006
Legacy data is no longer updated. |
| taq_regsho2007 |
NYSE Short Sales 2007
Legacy data is no longer updated. |
| taqmsamp_all |
Sample Millisecond TAQ
Sample
Data update frequency is not defined. |
| taqsamp_all |
NYSE Trades and Quotes Sample
Sample
Last updated January 21st, 2022. Data update frequency is not defined. |
