LibGuides: WRDS: NYSE TAQ

Connect to...

WRDS (Faculty and Graduate Student Login) This link opens in a new window
- This link opens in a new window
See access instructions below.
WRDS (Undergraduate Student and Staff-Day Pass) This link opens in a new window
- This link opens in a new window
Students and Staff now use a Day Pass for access. See Instruction guide for more information
WRDS (Wharton Research Data Services) is a gateway to financial, accounting, banking, economics, management, and marketing data accessible through a single web-based interface provided by the Wharton School of the University of Pennsylvania.

Description

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 SmallCap issues.

Basic Search Tips

Follow this link to see a WRDS Demo.

Additional resources are available from any WRDS web page by clicking on the "support" tab located at the top of your screen. You will find several listings including:

WRDS FAQ: This resource contains the most detailed information on using WRDS, including a system overview, data content and access, and extensive help on using SAS and FORTAN programs to extract data.
SAS FAQ: This is an excellent resource for users just getting started with SAS.
Online Manuals: All electronic manuals published by vendor providers (i.e. CRSP) are available under this link.
Downloads: TCP script for connecting to WRDS via SAS/CONNECT
Restore Request: Electronic form to be submitted in the event output is lost.