About this Database

Intraday transactions data (trades and quotes) for all securities listed on the NYSE and AMEX, as well as NASDAQ and Small Cap issues. Intraday transactions are available from 1993-2014 and Daily TAQ (Milliseconds) are available from 2003-Present.

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Access

Access method

WRDS

Access notes

 

 

 

Harvard University faculty, students (including MBA students) and researchers can request a WRDS account.


WRDS accounts are not provided or available for access during the summer or extended semester breaks.

 

See WRDS Cloud documentation for details on connecting via SSH to run programs in SAS, Python, R, or Stata.


Related Resources

Where do I find intraday quotes for various types of securities?

Institute for the Study of Security Markets (ISSM)
WRDS - Wharton Research Data Services

Financial Markets