Next

TAQ Databases

TAQ Databases

Publication Date: May 16, 2008

Copyright © 2006-2008 by Logical Information Machines, Inc.

Table of Contents

TAQ Overview
TAQ Products
How to Order
Delivery Schedule
Requirements for TAQ Data
Hardware Requirements
MIM Server Version
Client Software Versions
Daily TAQ Historical Trades & Quotes
Paths for Daily TAQ Trade and Quote Data
Symbol Structure for Daily TAQ Milli Trade and Quote Data
Trade Symbol Example by Ticker
Quote Symbol Example by Ticker
Trade Symbol Example by Cusip
Quote Symbol Example by Cusip
Trade and Quote Example by Ticker
Trade and Quote Example by Cusip
Symbol Structure for Daily TAQ Minute Bar Trade and Quote Data
TAQ Symbol Example by Ticker
TAQ Symbol Example by Cusip
Equities Symbol Example by Ticker
Equities Symbol Example by Cusip
Column Structure for Daily TAQ Trade Data
Column Structure for Daily Quote Data
Viewing Composite Columns using BMIM
Suffixes for Daily TAQ Trade and Quote Symbols
Data Structure for TAQ Master File Data
How to Access TAQ Historical Trades and Quotes Data
XMIM_TAQ
BMIM
XMIM
XMIM_GET
Spike Checks
Spike Checks (TradePrice)
Spike Check (Bid/Ask)
Spike Check Validated Against Source File
TAQ Database (1993 TAQ CDs)
The TAQ CD
The Master File
The CQ Index File
The CQ Binary File
The CT Index File
The CT Binary File
Other Files and Folders
How the TAQ Data is Processed
Conditions for TRADE data
Conditions for QUOTE data
How the TAQ Data is Mapped
How to Access the TAQ Minute Bar Data (1993 TAQ CDs)
BMIM
XMIM
XMIM_GET
Index
   Next
   TAQ Overview