NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.
NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.
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Products
| Product | Description |
|---|---|
| taq_1993 | NYSE Trades & Quotes 1993 |
| taq_1994 | NYSE Trades & Quotes 1994 |
| taq_1995 | NYSE Trades & Quotes 1995 |
| taq_1996 | NYSE Trades & Quotes 1996 |
| taq_1997 | NYSE Trades & Quotes 1997 |
| taq_1998 | NYSE Trades & Quotes 1998 |
| taq_1999 | NYSE Trades & Quotes 1999 |
| taq_2000 | NYSE Trades & Quotes 2000 |
| taq_2001 | NYSE Trades & Quotes 2001 |
| taq_2002 | NYSE Trades & Quotes 2002 |
| taq_2003 | NYSE Trades & Quotes 2003 |
| taq_2004 | NYSE Trades & Quotes 2004 |
| taq_2005 | NYSE Trades & Quotes 2005 |
| taq_2006 | NYSE Trades & Quotes 2006 |
| taq_2007 | NYSE Trades & Quotes 2007 |
| taq_2008 | NYSE Trades & Quotes 2008 |
| taq_2009 | NYSE Trades & Quotes 2009 |
| taq_2010 | NYSE Trades & Quotes 2010 |
| taq_2011 | NYSE Trades & Quotes 2011 |
| taq_2012 | NYSE Trades & Quotes 2012 |
| taq_2013 | NYSE Trades & Quotes 2013 |
| taq_2014 | NYSE Trades & Quotes 2014 |
| taq_all | NYSE Trades & Quotes - Exists for FK contraint |
| taq_common | NYSE Trades and Quotes - for website use |
| taqm_2003 | NYSE Millisecond Trades & Quotes 2003 |
| taqm_2004 | NYSE Millisecond Trades & Quotes 2004 |
| taqm_2005 | NYSE Millisecond Trades & Quotes 2005 |
| taqm_2006 | NYSE Millisecond Trades & Quotes 2006 |
| taqm_2007 | NYSE Millisecond Trades & Quotes 2007 |
| taqm_2008 | NYSE Millisecond Trades & Quotes 2008 |
| taqm_2009 | NYSE Millisecond Trades & Quotes 2009 |
| taqm_2010 | NYSE Millisecond Trades & Quotes 2010 |
| taqm_2011 | NYSE Millisecond Trades & Quotes 2011 |
| taqm_2012 | NYSE Millisecond Trades & Quotes 2012 |
| taqm_2013 | NYSE Millisecond Trades & Quotes 2013 |
| taqm_2014 | NYSE Millisecond Trades & Quotes 2014 |
| taqm_2015 | NYSE Millisecond Trades & Quotes 2015 |
| taqm_2016 | NYSE Millisecond Trades & Quotes 2016 |
| taqm_2017 | NYSE Millisecond Trades & Quotes 2017 |
| taqm_2018 | NYSE Millisecond Trades & Quotes 2018 |
| taqm_2019 | NYSE Millisecond Trades & Quotes 2019 |
| taqm_2020 | NYSE Millisecond Trades & Quotes 2020 |
| taqm_2021 | NYSE Millisecond Trades & Quotes 2021 |
| taqm_2022 | NYSE Millisecond Trades & Quotes 2022 |
| taqm_common | NYSE Millisecond Trades & Quotes - TURN ON AND OFF BY SALES & MARKETING ONLY |
| taqmsamp_all | Sample Millisecond TAQ |
| taq_regsho2005 | NYSE Short Sales 2005 |
| taq_regsho2006 | NYSE Short Sales 2006 |
| taq_regsho2007 | NYSE Short Sales 2007 |
| taqsamp_all | NYSE Trades and Quotes Sample |
