NYSE Daily TAQ (Sample)
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资源简介：
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.
Key Features
- Historical best bid and lowest offer (ask), and last sale prices and sizes
- Time-stamped to nansecond granularity
提供机构：
New York Stock Exchange, An ICE Exchange
创建时间：
2023-09-18
