Effective today, students and researchers from the Erasmus University have access to additional years (2020, 2021 and 2022) of TAQ data in WRDS.
The 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.
- More information
Please contact Paul Plaatsman (paul.plaatsman@eur.nl) for more info