Updated TAQ data available in WRDS


2009 data from the NYSE Trade and Quote [TAQ] database is now available via the Wharton Research Data Service [WRDS].

2010 data will be added as it becomes available.

The TAQ database 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 Small Cap issues from 1993.

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