The Trade and Quote Database (TAQ)

TAQ contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.


Links:
TAQ web site
TAQ User Manual. Search for: TAQ.


Contact:
For faculty contact: Professor G. Andrew Karolyi
For other suggestions and comments: Finance Webmaster


This page is updated on 03/22/2002.