Notification - April 2004 - The LIM "Survivor Bias Free TAQ Database" Processing Service is available to assist you in obtaining the TAQ Daily and Monthly subscription data from the NYSE to load into your MIM. In addition, while processing the data load for your MIM, LIM creates: Tick, Trade Value, VWAP, Minute Bars, and Daily Bars. As an added bonus, LIM provides a "TOTAL Value" column (trade price * trade size) summed over the minute. This can be very helpful with MoneyFlow or Accumulation-Distribution calculations used in many trading models.

Data supplied: The New York Stock Exchange Trade and Quote (TAQ) database contains intra-day 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.


Changes to the TAQ Hierarchy: Moving TAQ Symbols and Adding
Alias Cusip Names

As part of our ongoing desire to keep your MIM database up-to-date and make the data more accessible to users, we now intend to move all TAQ symbols to the following new category:

TopRelation:Equitites:Nyse_TAQ

Within this folder, there are 2 sub-folders:

This change will take place: May 19, 2004

Customers will not see any difference in symbols or columns, just the parent change in the hierarchy. The only likely impact would be if an XMIM query referred to the entire relation of the data in the old category path or any sub branch of the data. If queries refer directly to symbols, they will not be affected.

If you have any questions about this intended change or its impact, please contact our customer support desk at:
+1.800.546.9646 (U.S) or +44(0)207.553.2639 (Europe) or email: support@lim.com.

Contact sales@lim.com for pricing on the TAQ Processing Service. See the website links below to obtain TAQ subscription information.

Website:
See www.nyse.com - for a TAQ monthly subscription
See www.nysedata.com - for a Daily TAQ subscription

www.lim.com