NYSE TAQ database (JHU faculty and graduate students for academic research only)

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. Coverage begins with 1993. Updated monthly. Access is available to JHU faculty, staff and students only via the Wharton Research Data Service (WRDS). New WRDS users should consult the Getting Started Guide to WRDS before registering for and obtaining approval for an account.