2017 TAQ data is updated to correct SYM_ROOT and SYM_SUFFIX values.
Twelve (12) days of 2017 TAQ data were re-processed and re-published this week. Impacted files are the Trades files (ctm_YYYYMMDD and ix_ctm_YYYYMMDD) and the IID files (complete_nbbo_YYYYMMDD, wct_YYYYMMDD, wrds_iid_YYYY).
The dates included are: 19-Oct-2017 thru 03-Nov-2017 inclusive.
This corrects the following issue: SYM_ROOT variable in the ctm_YYYYMMDD dataset included a portion of the SYM_SUFFIX. This value carried over into the ix_ctm_YYYMMDD dataset, as well as generated WRDS IID datasets.
Example of ctm_20171103 before fix:
Example of ctm_20171103 after fix:
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