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.

TAQ datasets can be accessed on a university network drive, using the following guide:

TAQ guide with password

Staff: You must be on the cabled university network or access it through a VPN connection. Please contact dbsupport@econ.au.dk to receive login credentials for the network drive.

Students: You have access to the cabled university network from C0.