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ICE
Data Products/Market Data Documents

Client Specs - Previous Versions

Indices Specs

NYSE Global Index Feed XDP Client Spec

NYSE Group Index Products Client Spec

Historical Specs

Daily TAQ

TAQ Integrated, Trades, BBO and Order Imbalances Feed

NYSE, NYSE American, NYSE Arca, NYSE Chicago and NYSE National

  • Version 2.3
    NYSE June 17, 2019
    NYSE American June 3, 2019
    NYSE Arca July 1, 2019
    NYSE Chicago November 4, 2019
    NYSE National June 17, 2019

NYSE and NYSE American

TAQ OpenBook

NYSE

NYSE OpenBook Ultra

NYSE American

TAQ NYSE Arca

Integrated Feed

ArcaBook

Trades

Short Sales

Monthly Short Sales Client Spec v1.3a
September 4, 2019

TAQ NYSE Short Sales & Short Volume Client Spec v1.1
August 3, 2012

NYSE Volume Summary

Daily Short Volume Client Spec v1.3
Consolidated Volume Summary Client Specs v1.1
Consolidated Volume Summary Client Specs v1.0
NYSE Options Open/Close Volume Summary Client Spec v1.0b
NYSE Volume Summary QRC
National Market Volume Summary - XLSX
National Market Volume Summary - XML
NYSE and NYSE American Reg SHO Adjust Short Sales - XLSX
NYSE and NYSE American Reg SHO Adjust Short Sales - XML

TAQ Closing Prices

NYSE

NYSE American

NYSE Arca

Bonds

Previous Spec Versions

National Market Volume Summary Client Spec
National Market Volume Summary Client Spec
National Market Volume Summary Client Spec - XML
National Market Volume Summary QRC
NYSE and NYSE American Reg SHO Adjust Short Sale Client Spec
NYSE and NYSE American Reg SHO Adjust Short Sale Client Spec - XML
Older Specs