Overview NYSE Daily TAQ (Trade and Quote) provides users access to all trades and quotes for all issues listed and traded on regulated US equities exchanges for the previous trading day. NYSE Daily TAQ data is derived from the output of the Consolidated Tape Authority (CTA) and Unlisted Trading Privileges (UTP) SIPs (Tape A, Tape B, and Tape C). The Daily TAQ files also include the National Best Bid and Offer (NBBO), Trades, BBO, Master file, Quote and Trade Admin Messages, and, CTA and UTP Admin Message files.
Historical Data from 1993-present available upon request.
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Freshness
Single-source
API Status
No API
Compliance (vendor-reported)
Quality Breakdown
New York Stock Exchange, An ICE Exchange is an alternative data vendor. New York Stock Exchange, An ICE Exchange specializes in financial, quantitative analysis data. This vendor has a Vedex Intelligence Score of 19 out of 100, reflecting market presence, compliance posture, integration readiness, and business maturity.
New York Stock Exchange, An ICE Exchange operates in the following alternative data categories.