Historical Data
NYSE ReTrac ProTrac EOD Replay
NYSE ReTrac ProTrac EOD contains four separate files:
NYSE ProTrac EOD Replay contains a summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. NYSE ProTrac EOD Replay is available from 1 Apr 2005 - 30 Apr 2016.
- NYSE ProTrac EOD Replay contains a summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. NYSE ProTrac EOD Replay is available from 1 Apr 2005 - 30 Apr 2016.
Sample
- NYSE ProTrac EOD Summary contains all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. NYSE ProTrac EOD Summary is available from 1 Aug 2006 - 30 Apr 2016.
Sample
- NYSE ReTrac EOD Summary provides an end-of-day summary of all retail trading activity for each stock identifying the total amount of shares that were bought vs. sold for each stock that was traded by retail customers. Shares will be totaled for each symbol in separate buy and sell quantities. NYSE ReTrac EOD Summary is available from 15 Mar 2004 - 30 Apr 2016.
Sample
- ReTrac EOD Replay is a record-by-record replay of the ReTrac datafeed. ReTrac allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed. Immediately upon execution, the Symbol, Volume, and Time of each retail execution will be disseminated as a realtime message. ReTrac EOD Replay is available from 15 Mar 2004 - 30 Apr 2016.
Sample
The NYSE ReTrac ProTrac EOD files will be available via MFT (SFTP) Managed File Transfer at 8:00 p.m.
Resources
NYSE ProTrac Specification
Version 2.3a August 10, 2012
NYSE ReTrac Specification
Version 2.2a August 10, 2012