This database was discontinued by the publisher as of December 2014, and was replaced by theTAQ Millisecond database. However data is still available for January 1993 to December 2014.
This database contains intraday transactions data in two databases, Consolidated Quote database for intraday quotes (time (to the second), price and number of shares for each offer to buy or sell) and Consolidated Trade database for intraday trades (time (to the second), price, and number of shares for each actual sale) 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. NYSE Trade and Quote (TAQ) is accessed through a Wharton Data Services (WRDS) account.
NYSE Trades and Quotes (TAQ) is accessed through a Wharton Research Data Services (WRDS) account.
Special Note: WRDS accounts will only be generated for current faculty, currently enrolled students (Ph.D., masters, and undergraduate), and selected current staff of UNC-Chapel Hill.
To fill out an on-line account request form go to https://wrds-www.wharton.upenn.edu/ and click on the “Register” tab in the upper right portion of the screen.
UNC-CH users with additional password
https://wrds-www.wharton.upenn.edu/