NYSE offers a suite of historical Proprietary market data products that cover a comprehensive history, including all historical versions of its top of book (trades & quotes) from U.S. exchanges for all securities; and, depth-of-book products for its proprietary data feeds for the markets that it operates (NYSE, NYSE NYSE American, NYSE Arca, NYSE National, and NYSE Chicago). NYSE offers flexible delivery and access options through SFT (MFT - Managed File Transfer), online and email delivery. NYSE historical market data products can be delivered in a range of formats including XML, Excel and TXT formats on a T+1 basis.
For facilitation of academic research on the equities markets and potential market reforms, NYSE is immediately increasing the discounts it offers to accredited academic institutions on its historical market data products. NYSE will provide accredited academic institutions an academic discount for most NYSE historical market data products. The discounts will be limited to faculty of qualifying accredited academic institutions using the data for independent academic research, academic journals and other publications, teaching, or other educational purposes.
Sets forth the conditions under which an accredited academic institution may qualify for the academic pricing for NYSE's historical market data products.
TAQ Global OTC
TAQ Global OTC provides a comprehensive historical end of day record of all data that was published by the Global OTC BBO and Global OTC Integrated Feeds.
Daily TAQ
Daily TAQ (Trade and Quote) provides users with SFT (MFT) access to all trades, quotes, nbbo, etc. for all issues traded on NYSE, Nasdaq (OTC), and Regionals for the current trading day. Historical data available as of 1993 - Present
TAQ NYSE OpenBook
The TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time. Data available: 1/2002 - Present
TAQ NYSE Trades
The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities. Data available: 2/2007 - Present
The TAQ NYSE Order Imbalance
The TAQ NYSE Order Imbalance provides information from the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions. Data available: 7/2008 - Present
TAQ NYSE Alerts
The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day's status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, SFT (MFT), or Downloaded from the website. Data available: 6/2003 - 8/2019
TAQ NYSE Integrated Feed
The TAQ NYSE Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. Data available: 14 December 2015 - Present
TAQ NYSE BBO
The TAQ NYSE BBO file provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities. Historical Data is available from 21 July 2014 - Present.
TAQ NYSE Arca Trades
The TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca. Data available: 10/2004 – Present.
The TAQ NYSE Arca Integrated Feed
The TAQ NYSE Arca Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, and security status messages. Historical data available as of 5/2012 - Present.
TAQ NYSE Arca BBO
The TAQ NYSE Arca BBO file provides NYSE Arca Quotes (best bid/ask quotations) for all NYSE Arca-traded securities.
TAQ NYSE Arca Order Imbalances
The TAQ NYSE Arca Order Imbalances provides publication on the buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE Arca listed securities.
The TAQ NYSE American OpenBook
The TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time. Historical data available as of 3/12/2014 - Present.
TAQ NYSE American Order Imbalance
The NYSE American Order Imbalance data feed enhances the transparency of the NYSE American market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE American listed securities. Historical data available as of 7/2008 - Present.
TAQ NYSE American Integrated Feed
The TAQ NYSE American Integrated Feed data is available on a historical/end-of-day basis in flat file format, which enables users to see the depth of book (with add, modify, delete orders), trades (with corrections and cancel/errors), order imbalance, stock summary and security status messages. Data available 14 December 2015 - Present.
TAQ NYSE American BBO
The TAQ NYSE American BBO file provides NYSE American Quotes (best bid/ask quotations) for all NYSE American-traded securities. Historical Data is available from 8 Dec 2015 - Present.
The TAQ NYSE American Trades
The TAQ NYSE American Trades file provides data on the NYSE American Last Sale printed throughout the trading day for all NYSE American-traded securities. Historical Data is available from 1 Jun 2015 - Present.
TAQ NYSE National Integrated Feed
The TAQ NYSE National Integrated Feed provides a comprehensive order-by-order view of events in the NYSE National equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
TAQ NYSE National BBO
The TAQ NYSE National BBO provides NYSE National Quotes (best bid/ask quotations) for all NYSE National-traded securities.
TAQ NYSE National Trades
The TAQ NYSE National Trades provides the exchange Last Sale for all NYSE National-traded securities.
TAQ NYSE Chicago Integrated Feed
The TAQ NYSE Integrated Feed provides a comprehensive order-by-order view of events in the NYSE Chicago equities market. This single high-performance product integrates orders and trades in sequence, providing a more deterministic and transparent view of the order book and related activity.
TAQ NYSE Chicago BBO
The TAQ NYSE Chicago BBO provides NYSE Chicago Quotes (best bid/ask quotations) for all NYSE Chicago-traded securities.
TAQ NYSE Chicago Trades
The TAQ NYSE Chicago Trades provides the exchange Last Sale for all NYSE Chicago-traded securities.
The TAQ NYSE Bonds
Orderbook and trade data for NYSE Bonds. Data available: 2007- Present
TAQ Short Group Sales & Short Volume
TAQ Short Sales & Short Volume is a monthly product containing a collection of the month's end of day replay files. The Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock. The package also includes a daily report of short volume for NYSE, NYSE Arca, NYSE American, NYSE National, and NYSE Chicago. Historical data as of 5 Feb 2007 – present. Data for NYSE National available as of 21 May 2018. Data for NYSE Chicago available as of November 4, 2019 - present.
NYSE Volume Summary
Detailed breakdown of NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago. Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc. Data available as of 4 January 2004 - Present. Data for NYSE National available as of 21 May 2018. Data for NYSE Chicago available as of November 4, 2019 - present.
TAQ Closing Prices
The TAQ Closing Prices data contains Symbol, CUSIP, ExchangeID, Open, High, Low, Last, Net Change, Total Volume & Last Trade for NYSE, NYSE American, NYSE Arca, NYSE National, and NYSE Chicago. Dates Available 11/1/2001 - Present. Data for NYSE National available as 21 May 2018. Data for NYSE Chicago available as of November 4, 2019 - present.
NYSE ReTrac ProTrac EOD
NYSE ReTrac ProTrac EOD contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE. It also includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading. The files are available at approximately 8:00PM each day. The NYSE ReTrac ProTrac EOD includes four separate files: NYSE ProTrac EOD Replay, NYSE ProTrac EOD Summary, NYSE ReTrac EOD Summary, and NYSE ReTrac EOD Replay.