Access Legacy Symbols File
Access NYSE Group Legacy Symbols File
The Events Summary provides a consolidated view of daily corporate events happening on the NYSE and NYSE MKT platforms on the current Trading Day.
The Listings Notices contains full details about upcoming new listings and delistings on NYSE and NYSE MKT including Company Symbol, Name Description, type of listings and any additional notes.
E-mails are sent daily and intra-day.
NYSE Alerts is a real-time data feed that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.
The Corporate Actions package is comprised of several reports providing over 60 different corporate actions types for all equities listed on NYSE, NYSE MKT and NYSE Arca markets including such information as cash dividends, stock dividends, distributions, splits, new listings, symbol changes and merger & acquisitions.
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The NYSE Group Corporate Actions reports provide corporate actions distribution information. The intraday reports are provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of this information.
The NYSE Group Ex-Date Corporate Actions report distributes a complete listing of corporate actions (dividends, stock splits, spin-offs and so forth) where “ex-date” = T+2 (two trading days in advance). The file, created by the end of the day, is available in Text, Microsoft Excel and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).
InfoNotices provide corporate actions (mergers & acquisitions, name and symbol changes, tender offers, stock splits and other information. InfoNotices provide detailed information of corporate actions events and are distributed throughout the day in Text format and can be delivered by email, FTP, or downloaded from our website (HTTP).
Information about shareholder meetings and proxy rulings for NYSE Group listed companies is provided throughout the day in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Additionally, start of day and end of day summary reports are available to clients that wish to receive a consolidated list of the shareholder meeting and proxy ruling information provided throughout the day.
TickerNotices are a summary of corporate actions information such as stock splits, redemptions, suspension, name and symbol changes . TickerNotices are distributed intraday in Text and Microsoft Excel formats and can be delivered by email, FTP, or downloaded from our website (HTTP). Start of day and end of day summary reports are available.
Listing applications received by NYSE are delivered daily in Text, Microsoft Excel, and XML formats and can be delivered by email, FTP, or downloaded from our website (HTTP).
NYSE MKT Alerts is a real-time data feed information service that provides real-time messages regarding certain conditions related to the trading of NYSE MKT traded securities. These alerts include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications, Trading Collars, Price Indications and Trading Circuit Breakers.
The NYSE MKT Order Imbalance data feed enhances the transparency of the NYSE MKT market and improves the quality of opening and closing auctions. This product is a real-time publication of buy and sell imbalances sent at specified intervals throughout the trading day for all NYSE MKT listed securities.
This product is a real-time publication of buy and sell imbalances sent at specified intervals during auctions throughout the trading day for all NYSE listed securities.
The NYSE Order Imbalances data feed improves the quality of opening and closing auctions. It provides a low cost option for participating in opening and closing auction for customers who do not wish to subscribe to depth or book or integrated feeds.
TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.
TAQ NYSE Amex products provide full visibility of transactions that occur on NYSE Amex as being disseminated from the Amex OpenBook market data offering. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.
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TAQ NYSE MKT Order Imbalances provides information from the NYSE MKT Order Imbalance Data feed. The NYSE MKT Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.
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The TAQ NYSE MKT Order Imbalances product provides a capture of the NYSE MKT Order Imbalances datafeed. The NYSE MKT Imbalances data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE MKT listed securities. The NYSE MKT Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.
TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).
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The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.
TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca.
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Trade bust information, which can be mapped to the original trade message, is also available.
TAQ NYSE Arca Trades includes trades executed on NYSE ArcaBook, with an external market center, and orders which "crossed" on NYSE Arca. All orders are time stamped in milliseconds and contain a unique reference number enabling users to track the lifecycle of an order — from entry to execution or cancel. Execution reports indicate whether the order was executed against another order on the NYSE Arca system or executed against an external market center (e.g., ITS or Instinet).
TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.
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The TAQ NYSE Alerts file is available at approximately 6:00pm each trading day and reports all of the day’s status messages regarding halts, MOC/LOC imbalances and pre-opening indications for both NYSE listed and NYSE AlterNext listed stocks. The TAQ NYSE Alerts file is available in Text & Excel formats and can be delivered via email, FTP, or Downloaded from the website. Data available: 6/2003 - present
TAQ NYSE OpenBook data is available on a historical/end-of-day basis in flat file format, which enables users to recreate the limit order book for any given time.
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Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.
Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.
TAQ NYSE Order Imbalances provides information from the NYSE Order Imbalances Data feed. The NYSE Imbalances Data feed publishes opening and closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities, which greatly enhances market transparency and improves the quality of opening and closing auctions.
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The TAQ NYSE Order Imbalances product provides a capture of the NYSE Order Imbalances datafeed. The NYSE Imbalances Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalances feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.
The TAQ NYSE Trades file provides data on all NYSE Last Sale's printed throughout the trading day for all NYSE-traded securities.
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n a separate file, the Stock Summary Message per symbol includes msg type 223, sequence number, source time, high price, low price, open, close, and total volume.
TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers to match each execution message with the tape print.
NYSE Bond Master contains daily end-of-the day data which includes a list of all NYSE Bonds and their attributes as of current day's trading.
NYSE Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds), where real-live quotes are captured and made available for market participants to analyse. Customers can choose from OrderBook and trade details from as early as 2006.
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Orderbook and trade data for NYSE Bonds
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The Bond Master file provides comprehensive information about the bonds being traded such as: Bond Symbol, Issuer Name, CUSIP ID, Interest Rate, Maturity Date, Face Value, Underlying, Alt Symbol, Suffix, Issue type, Bypass Clearing, Currency Code, Flat, Bankrupt, and Exchange
The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.
The Trade Bust message identifies trades that were busted after the execution was reported. These messages can be mapped to the original trade message using the sequence number.
The trades file includes all executed trades throughout the trading day.
The Liffe U.S Open Interest file provides open interest data for all Liffe U.S. futures and options.
The file contains referential information for all futures, options and strategies listed on Liffe U.S.
Liffe U.S. historical data allows clients to recreate both market and order book conditions based on data received in a real-time ticker plant environment. TAQ Liffe U.S. provides clients with full visibility into the Liffe U.S. market to either develop and deploy profitable trading strategies or gain an in-depth understanding of Liffe U.S. market dynamics. The Level 2, Level 1, and Trades offerings include: Interest Rate Derivatives, Equity Index Derivatives, and Commodity Derivatives.
NYSE Bloomberg Index Weightings
Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Equity Indices.
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Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE indices underlying components.
Daily files that carry NYSE Equity indices levels and reflect all changes to the indices underlying components.
Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Fixed Income Indices.
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Daily files available each trading day carrying index corporate actions and reflecting all the changes to NYSE Fixed Income indices underlying components.
Daily reports that provide detailed index composition, including daily and historical index values for NYSE Fixed Income indices.
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This product provides daily reports covering index composition and weights, which includes daily and historical index values for NYSE Equity indices.
This product provides detailed daily reports covering index composition, which includes daily and historical index values for NYSE Fixed Income indices.
Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Powered Indices.
The NYSE Powered Indices consist of a new platform to deliver the third-party branded indices calculated by the NYSE Global Index Group.
Daily reports that provide detailed daily index composition and weights, including daily and historical index values for NYSE Powered indices.
Daily reports that provide detailed daily index composition and weights, daily detailed composition changes, daily and historical index values and index periodic rebalance changes for NYSE Zebra Edge Indices.
This file contains selected data about Freddie Mac’s Adjustable Rate Mortgage (ARM) Participation
Certificates (PC) programs.
This file contains selected data about the composition of Freddie Mac’s newly issued mortgage Participation
Certificates (PCs).
FHLMC Monthly Breakout File
FHLMC Factor and Quartile Disclosure Data
This file contains selected data about Freddie Mac’s fixed-rate securities programs, which represent interests
in fixed-rate 1-4 family residential mortgages (single-family) or fixed-rate 5 or more family residential
mortgages (multifamily).
FHLMC GIANT COLLATERAL REPORT GNMA
FHLMC Daily Loan Level ARM & Fixed Rate Files
FHLMC Monthly Loan Level ARM & Fixed Rate File Bundle
This file contains selected ARM loan-level data about the composition of Freddie Mac’s newly issued mortgage
Participation Certificates (PCs).
This file contains selected fixed-rate loan-level data about the composition of Freddie Mac’s newly issued
mortgage Participation Certificates (PCs).
FHLMC Monthly Fixed Rate Quartile
FHLMC Multi Fam Gold PC Factor
FHLMC New Issue & Breakout File Bundle
The file provides Original Issue Discount (OID) information, which may be used by investors to complete the
necessary tax filings for their Freddie Mac REMIC investments.
FHLMC WHFIT Tax Disclosure
This file contains selected ARM loan-level data about the composition of Freddie Mac’s mortgage Participation
Certificates (PCs) which represent interests in 1-4 family residential mortgages (single-family) or 5 or more family
residential mortgages (multifamily).
FNMA Factor and Quartile Files
FIXED RATE MORTGAGE (FRM) MBS Factors
FNMA Interest Only Disclosure
FNMA Monthly Collateral Summary
FNMA Quarterly OID YTD Factor
FNMA Quarterly OID YTD Type
GNMA Consolidated Daily Disclosure File
GNMA Consolidated Monthly Disclosure File
GNMA Daily Consolidated Disclosure V1
GNMA Daily HECM Disclosure File
GNMA HECM HMBS Disclosure File
GNMA MBS Loan Level Daily New Issuance Disclosure
GNMA MBS Loan Level Monthly New Issuance Disclosure
GNMA MBS Monthly Loan Level, Ginnie I
GNMA MBS Monthly Loan Level, Ginnie II
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