TAQ database

NYSE Trade and Quote (TAQ) database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues.

The department has bought access to the TAQ database for the period 1993-2024.

Staff:

• TAQ Trade datasets can be accessed on a university network drive for the period 2014-2024, using the following guide: TAQ guide with password.
• You need to be granted access to the datasets – contact mbj@econ.au.dk.
• You must be on the cabled university network or access it through a VPN connection.
• If you need TAQ Quotes datasets and/or Trade datasets for the period 1993-2013, please contact mbj@econ.au.dk.

Students:

• TAQ Trade datasets are available for the period 2014-2024.
• Please contact dbsupport@econ.au.dk stating the exact period and the ticker(s) for which you need Trade data.