Skip to main content
It looks like you're using Internet Explorer 11 or older. This website works best with modern browsers such as the latest versions of Chrome, Firefox, Safari, and Edge. If you continue with this browser, you may see unexpected results.

Financial Data Databases

About this database

Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE), American Stock Exchange (AMEX), the Nasdaq National Market System (NMS), and all other U.S. equity exchanges.

TAQ is the primary database for intraday market research. With TAQ, a researcher can perform such analyses as daily volatility estimation, probability of informed trading, short-term impact of breaking news, back-testing of intraday trading strategies, and assessment of programmed trading protocols.