About this Database

Intraday transactions data (trades and quotes) for all securities listed on the NYSE and AMEX, as well as the NASDAQ and Small Cap issues. Intraday transactions 1993 to 2014;  Daily TAQ (Milliseconds) 2003 - Present.

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Access

Access method

WRDS

Access notes

Research Assistants, PhD, Staff and Faculty also have access via PC SAS Connect WRDS Cloud, Matlab, Stata, R, and Python.

WRDS accounts are not provided during the summer to MBA students. Authorized users have summer access at Baker Library in the Financial Database Room. 

Harvard University faculty, students (including MBA students) and researchers can request a WRDS account.

 


Use of WRDS is limited to academic and non-commercial research purposes. The right to access licensed databases and copyrighted material on the WRDS system is only for internal or academic research. You may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer, or share username and password information with anyone. Additional restrictions apply. See WRDS Terms of Use.


Related Resources

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

Institute for the Study of Security Markets - ISSM
WRDS - Wharton Research Data Services

Financial Markets