Home > Business Databases > TAQ (intraday) data on WRDS

TAQ (intraday) data on WRDS

We now have access to the consolidated TAQ (Trade and Quote) data on WRDS for 1993 – 2010.

“The Trade and Quote (TAQ) database contains consolidated intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), Nasdaq National Market System (NMS) and SmallCap issues, as well as stocks traded on Arca (formerly Pacific Stock Exchange) and other regional exchanges.”
from Using TAQ Data Efficiently on WRDS – Essential reading for anyone doing research with these very large datasets.

  1. 11 September 2010 at 12:43 pm

    hey, nice blog…really like it and added to bookmarks. keep up with good work

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