TAQ Historical Data-Fact Sheet

www.nyx.com ©2011 NYSE Euronext All Rights Reserved dc/N11436/110912 Global Trades and Quotes (TAQ) Historical Data Time-series analysis and back-testing trading strategies are pivotal to employing smart investment decisions. In today’s volatile economic climate, analyzing market trends requires reliable historical data. NYSE Technologies offers a full suite of Trades and Quotes (TAQ) products, providing customers with a deeper insight into the trading environment. TAQ products include Level 1 top of book and Level 2 full depth of book historical data. Available Products NYSE Technologies offers TAQ products covering following markets: Solution Beneﬁts TAQ data addresses client needs by enabling the recreation of both market and order book conditions for any given time period, based on data received in the real-time ticker plant environment. Back Test Strategies All TAQ data is collected and normalized in a single ticker plant and all hardware within the plant is synchronized to within 100 µs. This ensures that clients work with realistic data as a production ticker plant received it. This is especially useful for testing arbitrage strategies across multiple market centers, across similar products within a market, or calendar- spreading strategies across maturities within a product. Normalized data is provided on a T+1 basis in a pipe-delimited ASCII format. Raw Data Playback NYSE Technologies’ feed handlers capture raw data from the real-time NYSE Euronext feeds. Clients can replay this data as it happened “on the wire” to understand the nuances of market dynamics, or for running tests on trading infrastructure. Daily TAQ Intraday TAQ Monthly TAQ TAQ NYSE Arca Europe TAQ NYSE ArcaBook TAQ NYSE BondMatch TAQ NYSE Bonds TAQ NYSE Euronext Equities TAQ NYSE Euronext Luxembourg TAQ NYSE Euronext Warrants TAQ NYSE Liffe TAQ NYSE Liffe U.S. TAQ NYSE OpenBook TAQ Options U.S. TAQ Web Fast Facts What is it? TAQ historical data products deliver Level 1 top of book, Level 2 full depth of book, and complete trade data on a T+1 basis for covered markets. Who is it for? TAQ products are designed for clients seeking full market visibility to identify patterns for the development of proﬁtable trading strategies, or gain an in-depth understanding of market dynamics and events for trading or regulatory purposes. Key Features A comprehensive history of daily activity from the NYSE Euronext markets. Data is simple to consume and analyze with either standard or time-series databases. Raw data can be analyzed directly or replayed over a network at any given speed. About NYSE Technologies NYSE Technologies provides comprehensive transaction, data, and infrastructure services and managed solutions for buy-side, sell-side, and exchange communities that require next-generation performance and expertise for mission critical and value-added client services. Find Out More U.S. +1 212 510 3600 E.U. + 44 20 7379 2897 [email protected] http://nysetechnologies.nyx.com Essential and Reliable Analytical Data

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TAQ historical data products deliver Level1 top of book, Level 2 full depth of book,and complete trade data on a T+1 basis forcovered markets.

Transcript of TAQ Historical Data-Fact Sheet

Global Trades and Quotes(TAQ) Historical Data

Time-series analysis and back-testing trading strategies are pivotal to employing smart investment decisions. In today’s volatile economic climate, analyzing market trends requires reliable historical data. NYSE Technologies offers a full suite of Trades and Quotes (TAQ) products, providing customers with a deeper insight into the trading environment. TAQ products include Level 1 top of book and Level 2 full depth of book historical data.

Available ProductsNYSE Technologies offers TAQ products covering following markets:

Solution BenefitsTAQ data addresses client needs by enabling the recreation of both market and order book conditions for any given time period, based on data received in the real-time ticker plant environment.

Back Test Strategies

All TAQ data is collected and normalized in a single ticker plant and all hardware within the plant is synchronized to within 100 µs. This ensures that clients work with realistic data as a production ticker plant received it. This is especially useful for testing arbitrage strategies across multiple market centers, across similar products within a market, or calendar-spreading strategies across maturities within a product. Normalized data is provided on a T+1 basis in a pipe-delimited ASCII format.

Raw Data Playback

NYSE Technologies’ feed handlers capture raw data from the real-time NYSE Euronext feeds. Clients can replay this data as it happened “on the wire” to understand the nuances of market dynamics, or for running tests on trading infrastructure.

� Daily TAQ � Intraday TAQ � Monthly TAQ � TAQ NYSE Arca Europe � TAQ NYSE ArcaBook

� TAQ NYSE BondMatch � TAQ NYSE Bonds � TAQ NYSE Euronext Equities � TAQ NYSE Euronext Luxembourg � TAQ NYSE Euronext Warrants

� TAQ NYSE Liffe � TAQ NYSE Liffe U.S. � TAQ NYSE OpenBook � TAQ Options U.S. � TAQ Web

Fast FactsWhat is it?

TAQ historical data products deliver Level 1 top of book, Level 2 full depth of book, and complete trade data on a T+1 basis for covered markets.

Who is it for?

TAQ products are designed for clients seeking full market visibility to identify patterns for the development of profitable trading strategies, or gain an in-depth understanding of market dynamics and events for trading or regulatory purposes.

Key Features � A comprehensive history of daily activity from the NYSE Euronext markets.

� Data is simple to consume and analyze with either standard or time-series databases.

� Raw data can be analyzed directly or replayed over a network at any given speed.

About NYSE TechnologiesNYSE Technologies provides comprehensive transaction, data, and infrastructure services and managed solutions for buy-side, sell-side, and exchange communities that require next-generation performance and expertise for mission critical and value-added client services.

Find Out MoreU.S. +1 212 510 3600E.U. + 44 20 7379 2897 [email protected] http://nysetechnologies.nyx.com

Essential and Reliable Analytical Data