Accessing the Wharton Wrds Database
The 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 Small Cap issues. taq.1993. Intraday Trades & Quotes-- NYSE, AMEX, NMS, Small Caps 1993. Subscribed taq.1994 ................
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