Baker Library | Bloomberg Center

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.

We have access to milisecond data from 2014.

Help Sheets: You must be logged into a WRDS account view these documents.

Where do I find intraday quotes for various types of securities?

Content Type: Financial Markets Data, WRDS

Subject: Equities


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