Quantitative Finance NYSE Trade and Quotes Data

Applied Mathematics and Statistics, Stony Brook University

Quantitative Finance NYSE Trade and Quotes Data

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Year Description (Raw Data Files)
2023   2023 NYSE Daily TAQ (Downloaded from NYSE Daily)   On-campus computers ONLY
2022   2022 NYSE Daily TAQ (Archived SLOW; Please be patient)   On-campus computers ONLY
2021   2021 NYSE Daily TAQ (Archived: SLOW; Please be patient)   On-campus computers ONLY
2020   2020 NYSE Daily TAQ (Archived: SLOW; Please be patient)   On-campus computers ONLY
2019   2019 NYSE TAQ (Archived: SLOW)   AMS Dept ONLY
2018   2018 NYSE TAQ (Archived: SLOW)   AMS Dept ONLY
2017   2017 NYSE TAQ (Archived: SLOW)   AMS Dept ONLY
2016   2016 NYSE TAQ (Archived: SLOW)   AMS Dept ONLY
2015   2015 NYSE TAQ (Archived: SLOW)   AMS Dept ONLY
1993-2015   NYSE TAQ on DVDs   OFFLINE Please Ask

NOTE: In order to access 2019 or older, you must be in the department network (This means you need to be in the Math Tower).

Please read the link below which describes the format of the data: NYSE File Format Description (PDF Format)