Offers tick-by-tick trade and quote data of all activity within the U.S. National Market System. Transaction information at the intraday level (to the microsecond) covering over 10,000 stock issues listed on 16 major American exchanges, including the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Nasdaq.
- See also: Trade and Quote – “Monthly Product”. 1993 – 2014
Learn more about NYSE Trade and Quote (TAQ) from WRDS.
WRDS Access is available only to current UNC-CH faculty, students, and selected staff.
Need access? Go to https://wrds-www.wharton.upenn.edu and click on “REGISTER” in the upper right corner of the page.
UNC-CH users with additional password
https://wrds-www.wharton.upenn.edu/pages/get-data/nyse-trade-and-quote/