Trade and Quote (TAQ) Data (WRDS)
Datasets

Intraday trade and quote data from NYSE, AMEX,Nasdaq and NMS. Includes access to Monthly TAQ (time stamped to the second) from 1997-2014 and Daily TAQ (time stamped to the millisecond) from September 2003-present.

Access

Public note

SFU faculty, graduate students and eligible staff may register for an WRDS account. These WRDS accounts come with additional features such as SSH/FPT access and memory space for intermediate result sets. Use your SFU email address when applying for an account. New accounts will normally be activated within two business days. Restricted to current SFU students, faculty and staff with a valid SFU ID and password.

Alternate names

TAQ3

Authentication note

Privacy Notice:The SFU Library makes the WRDS service available to you for your convenience. Your use of the WRDS service at Simon Fraser University is voluntary. Please be advised that the personal information you disclose to WRDS is stored on servers located in the United States of America. When you use this service, no personal information about you is collected by or for the University. Canadian privacy laws do not apply to personal information you provide directly to WRDS. You may wish to review the WRDS privacy policy before using the service.

Content type

Datasets

Provider

Wharton Research Data Services

Open access

No

Subjects

Finance