TAQ BBO provides Quotes (best bid/ask quotations) printed throughout the trading day for all traded securities. Firms will be provided a complete liquidity picture containing both depth of book and best market quote interest more efficiently than ever before.
The TAQ BBO file provides users with access to all the Quotes (BBO quotations) messages disseminated by the real-time feed.
The BBO Feed is available for:
Historical data available as of 21 July 2014 - present.
Historical data available as of 8 Dec 2015 - present.
Historical data available as of 30 July 2018 - present.
Historical data available as of 21 May 2018 - present.
Historical data available as of 4 Nov 2019 - present.
Historical data available as of 21 July 2014 - present.
Historical data available as of 8 Dec 2015 - present.
Historical data available as of 30 July 2018 - present.
Historical data available as of 21 May 2018 - present.
Historical data available as of 4 Nov 2019 - present.