Trades and Quotes - TAQ
Description: Intraday transactions data (trades and quotes) starting in 1993 for all securities listed on the NYSE and AMEX, as well as NASDAQ and Small Cap issues.
Help Sheets: You must be logged into a WRDS account view these documents.
- Getting Started with the WRDS Microstructure Cloud
- WRDS Microstructure Cloud Manual
- Using TAQ Efficiently
- Sample SAS code merging Daily Trades and Quotes Datasets
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- HU undergraduates may use WRDS in the Financial Databases Room.
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