TAQ - Consolidated Trades

The Trade and Quote (TAQ) Consolidated Trade database contains intraday trades for all securities on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as the Nasdaq National Market System (NMS) and SmallCap issues.

Data Range:	January 1993 - October 2002, monthly
Number of Securities:	28,734
Update Schedule:	monthly
Last Updated:	1/9/02

	Variable Name	Type	Variable Label
	SYMBOL	Char	Ticker Symbol
	DATE	Num	Record Date
	TIME	Num	Trade Time
	PRICE	Num	Actual Trade Price Per Share
	SIZE	Num	Number of Shares Traded
	G127	Num	Combined "G" Rule 127 and Stopped Stock Trade Indicator
	CORR	Num	Correction Indicator
	COND	Char	Sale Condition
	EX	Char	Exchange on Which the Trade Occurred

Notes

Note 1:Beginning in June 1995, the trade time is the consolidated trade System (CTS) time stamp. Previously, the time shown was the time the message was received by IGS, which is approximately 3 seconds later than the CTS time stamp. for Nasdaq issues, the trade time will continue to be the time the message is received by IGS. Nasdaq plans to upgrade its feed in 1996 to include the time stamp.

Note 2: Market-On-Close (MOC) Prints. When there is an imbalance in MOC orders, the imbalance is executed at the cllose of trading against the bid or offer on the NYSE, as appropriate, thereby setting the cosing price. (An imbalance of buy orders would be executed against the offer. an imbalance of sell orders would be executed against the bid.) The remaining buy and sell MOC orders are then paired off at the closing price set by the imbalance trade. the "pair-off" trade should be reported as "stopped stock". (See the G127 field.)

Note 3: Prior to August 1993, conditions of A and D were assigned the values of acquisition and distribution, respectively. These actions were governed by NYSE Rule 192, which was recinded in August 1993. an "Exchange Distribution" or "Exchange Aquisition" occurred when a member or member firm, acting as either agent or principal asked another member or member firm to buy or sell a block of security. this action required Exchange approval and was done only when the regular market could not absorb the supply.