WRDS
Wharton Penn
 
 
 
 
 
 
 
 
 






TAQ Demo

This demo will enable you to extract TAQ's consolidated trades data. You may change the default selections at each step or hit the submit button to start extracting data.

Please see the universe of firms available for this demo. This demo will allow you to pull data for Nov 07, 2002. WRDS provides data from January 1993 through November 2002 for subscribers.

Step One: Date Range
Beginning
Ending
This demo only has data for Nov 07, 2002.

Step Two: Search Criteria
Search By
Choose 1 Of 2 Methods

1. Company Codes
  Code Lookup
2. File Containing Company Codes
 
TAQ lets you search by tickers (SYMBOL).

There are two methods for inputting SYMBOLs:
1. Type in SYMBOLs separated by a single space.
Example: BRKB RJR S
   
2.  Upload a file of SYMBOLs entered one per line. (Disabled in this demo)

Step Three: Output Variables
Actual trade Price per Share Combined "G" Rule 127 & Stopped Stock Trade Indicator Correction Indicator Sale Condition Exchange on which the Quote Occured Number of Shares Traded
Select variables to be included in the output. You can select multiple data items by holding the control key while clicking.

Make sure to select at least one variable of monthly frequency.

See documentation for a description of each data item.

Step Four: Output Format
Output Format


Compression Type

E-Mail Address (Optional)

Select desired format of the output file. For large data requests, select a compression type to expedite downloads. If you enter your email address, you will receive an email that contains a URL to the output file when the data request is finished processing.

Example:
username@school.edu

Unless otherwise noted, all material is
Copyright 1994-2008: The Wharton School of the University of Pennsylvania
All rights reserved