The Trade and Quote (TAQ) database is a collection of all trades and quotes in New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and National Association of Securities Dealers Automated Quotation (Nasdaq) securities.

The TAQ database is published on CD-ROM by the NYSE and is available in the Trading Room in Ackerson Hall. Each CD_ROM contains one month of data and is distributed approximately four weeks after the last trading day of each month.

PC-DOS executable programs and source code are provided for retrieving trades and quotes for specific days and ticker symbols. The source code was developed on Microsoft FORTRAN version 5.1 and may be modified, recompiled, and distributed for use on any CPU platform.

The TAQ2 User's Guide is available in PDF format at

www.nyse.com/taq

They also provide limited technical support.

TAQ data are available in Trading Room in Ackerson Hall, Rutgers, Newark.