TAQ Web
Information is available for the previous day's trading and for up to one year in history (30 days for quotes). Transaction information includes Time, Price, Volume and Sale Condition for each stock. Quotation information includes Time, Bid, Ask, Size, Market and Sale Condition for each stock. Query results are returned in an Excel spreadsheet.
TAQ Frequently Asked Questions
Product Guid:
00000000-0000-0000-0000-000000000000
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Direct Access Includes first user
$500.00 / month
Included Data:
Market Covered
All CTA Participating Markets
Instruments Covered
Equities
TAQ Web
| Field Name | Data Type * | Description | |
|---|---|---|---|
| 1 | Symbol | Text (16 (6/10)) | Stock Symbol (root/suffix) |
| 2 | Time | Number (9) | Time of trade (hhmmsslll) |
| 3 | Volume | Number (9) | Volume of trade |
| 4 | Trade Price | Number (11 (7/4)) | Price of trade (dollars/cents) |
| 5 | Exchange | Text (1) | The Exchange where trade took place. Possible Values A = American Stock Exchange B = Boston Stock Exchange C = National (Cincinnati) Stock Exchange D = National Association of Securities Dealers (ADF) E = Market Independent (SIP - Generated) I = The Island, ECN M = Chicago Stock Exchange N = NYSE P = Pacific Exchange T/Q = NASDAQ Stock Exchange S = Consolidated Tape System X = Philadelphia Stock Exchange W = CBOE |
| 6 | Sale Condition | Text (4) | A Sale Condition (applies to all exchanges). Up to four codes are displayed per trade. Possible Values A = Cash Only Basis B = Average Price Trade C = Cash Sale D = Next Day Settlement E = Automatic Execution of Limit Orders J = Rule 127 trade (NYSE only) K = Rule 155 trade (AMEX only) L = Sold Last M = NASDAQ Official Closing Price N = Next Day O = Opened Last P = Prior Reference Price (NASD only), R = Seller's Option for delivery S = Split Trade (NASD only) T = Pre- and Post-Market Close W = Avg. Price Trades X = Opened after trading halt Z = Sold Sale 8 = Crossing Session 2-sided 9 = Crossing Session 1-sided Blank = No stated conditions |
| 7 | Condition Description | Text (1) | Description of Sales Condition |
| 8 | Correction Indicator | Number (2) | Indicates a correction has occurred. 00 = Regular trade which was not corrected, changed or signified as cancel or error 01 = Original trade which was late corrected (This record contains the original time - HHMM and the corrected data for the trade) 07 = Original trade which was later signified as error 08 = Original trade which was later signified as error 10 = Cancel record (This record follows '08' records) 11 = Error record (This record follows '07' records) 12 = Correction record (This record follows '01' records and contains the correction |
| 9 | Correction Description | Text (1) | Description of correction |
| 10 | Date of trade | Date (8) | YYYYMMDD-formatted date of trade |
| Field Name | Data Type * | Description | |
|---|---|---|---|
| 1 | Symbol | Text (16(6/10)) | Stock Symbol (Root/suffix) |
| 2 | Time | Number (9) | Time of quote (hhmmsslll) |
| 3 | Bid Size | Number (7) | Amount Bid for at Bid Price |
| 4 | Ask Size | Number (7) | Amount Offered at Ask (offer) price |
| 5 | Bid Price | Number (11 (7.4)) | Price of Bid Quote |
| 6 | Ask Price | Number (11 (7.4)) | Price of Ask Quote (Offer) |
| 7 | Exchange | Text (1) | Exchange issuing the quote |
| 8 | Date | Date (mmddyyy) | Date the quote is issued |