Global Trades and Quotes (TAQ) Historical Data

Essential and Reliable Analytical Data

Fast Facts
What is it? TAQ historical data products deliver Level 1 top of book, Level 2 full depth of book, and complete trade data on a T+1 basis for covered markets. Who is it for? TAQ products are designed for clients seeking full market visibility to identify patterns for the development of profitable trading strategies, or gain an in-depth understanding of market dynamics and events for trading or regulatory purposes.

Time-series analysis and back-testing trading strategies are pivotal to employing smart investment decisions. In todays volatile economic climate, analyzing market trends requires reliable historical data. NYSE Technologies offers a full suite of Trades and Quotes (TAQ) products, providing customers with a deeper insight into the trading environment. TAQ products include Level 1 top of book and Level 2 full depth of book historical data.

Available Products
NYSE Technologies offers TAQ products covering following markets: Daily TAQ Intraday TAQ Monthly TAQ TAQ NYSE Arca Europe TAQ NYSE ArcaBook TAQ NYSE BondMatch TAQ NYSE Bonds TAQ NYSE Euronext Equities TAQ NYSE Euronext Luxembourg TAQ NYSE Euronext Warrants TAQ NYSE Liffe TAQ NYSE Liffe U.S. TAQ NYSE OpenBook TAQ Options U.S. TAQ Web

Solution Benefits
TAQ data addresses client needs by enabling the recreation of both market and order book conditions for any given time period, based on data received in the real-time ticker plant environment. Back Test Strategies All TAQ data is collected and normalized in a single ticker plant and all hardware within the plant is synchronized to within 100 s. This ensures that clients work with realistic data as a production ticker plant received it. This is especially useful for testing arbitrage strategies across multiple market centers, across similar products within a market, or calendarspreading strategies across maturities within a product. Normalized data is provided on a T+1 basis in a pipe-delimited ASCII format. Raw Data Playback NYSE Technologies feed handlers capture raw data from the real-time NYSE Euronext feeds. Clients can replay this data as it happened on the wire to understand the nuances of market dynamics, or for running tests on trading infrastructure.

Key Features
A comprehensive history of daily activity from the NYSE Euronext markets. Data is simple to consume and analyze with either standard or time-series databases. Raw data can be analyzed directly or replayed over a network at any given speed.

About NYSE Technologies

NYSE Technologies provides comprehensive transaction, data, and infrastructure services and managed solutions for buy-side, sell-side, and exchange communities that require next-generation performance and expertise for mission critical and value-added client services.

Find Out More

U.S. +1 212 510 3600 E.U. + 44 20 7379 2897 NYSE-Technologies-Sales@nyx.com http://nysetechnologies.nyx.com
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dc/N11436/110912