TAQ NYSE Euronext Equities Data Set

The TAQ NYSE Euronext Equities data set (or Level 2) includes complete historical Order Book, BBO (best bid and offer), Last Trade, End of Day Summary and Reference Data for equities published on the NYSE Euronext European real-time data feed.

This product allows clients to recreate both market and order book conditions for any given time period, based on data received in a real-time ticker plant environment. All data is time stamped to the millisecond.

The NYSE Euronext Equities product includes the following securities types:

  • Equities
  • Bonds

    TAQ data is presented in a normalized ASCII pipe-delimited file format. Files are compressed using GZIP, and are provided to clients on a T+1 basis.

    The following are related NYSE Euronext Equities historical data products:

    TAQ NYSE Euronext Equities Level 1
    TAQ NYSE Euronext Equities Trades
    TAQ NYSE Euronext Equities End of Day Summary
    TAQ NYSE Euronext Equities Reference

    For further information
    Global TAQ Historical Data
    TAQ Frequently Asked Questions

    Call:+31 20 550 4477
    Email : acctmgteurope@nyx.com

  • Product Guid: 
    • Access Fee

      €2,000 / mo.

    Market Covered
    NYSE Euronext
    Instruments Covered