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| TAQ CQ List of Variables and Attributes | |||||
| Variable | Def | ||||
| BID | Bid Price | ||||
| BIDSIZ | Bid size in number of round lots | ||||
| DATE | Quote date | ||||
| EX | Exchange on which the quote occurred | ||||
| MMID | Identifies the NASDAQ market maker | ||||
| MODE | Quote Condition | ||||
| OFR | Offer Price | ||||
| OFRSIZ | Offer size in number of round lots | ||||
| SYMBOL | Stock Symbol | ||||
| TIME | Quote time | ||||
| TAQ CT List of Variables and Attributes | |||||
| Variable | Def | ||||
| COND | Sale Condition | ||||
| CORR | Correction Indicator | ||||
| DATE | Transaction Date | ||||
| EX | Exchange on which the Trade occurred | ||||
| G127 | Comb G Rule 127 and Stop Stock indicator | ||||
| PRICE | Actual Trade Price per Share | ||||
| SIZE | Number of Shares Traded | ||||
| SYMBOL | Stock Symbol | ||||
| TIME | Trade Time | ||||
| TAQ Master List of Variables and Attributes | |||||
| Variable | Label | ||||
| CUSIP | CUSIP Number (9-digit CUSIP + 3-digit NSCC exchange id) | ||||
| DENOM | Trading Denomination (Tick Size) of the Stock | ||||
| ETA | Exchange - Amex (0=No, 1=Yes) | ||||
| ETB | Exchange - Boston (0=No, 1=Yes) | ||||
| ETN | Exchange - NYSE (0=No, 1=Yes) | ||||
| ETO | Exchange - OTC (0=No, 1=Yes) | ||||
| ETP | Exchange - Pacific (0=No, 1=Yes) | ||||
| ETT | Exchange - NASD (0=No, 1=Yes) | ||||
| ETW | Exchange - CBOE (0=No, 1=Yes) | ||||
| ETX | Exchange - Philadelphia (0=No, 1=Yes) | ||||
| FDATE | Effective Date | ||||
| ICODE | NYSE Industry Code | ||||
| ITS | ITS Eligibilty Indicator | ||||
| NAME | Company Name | ||||
| SHROUT | Issued and Outstanding Shares (1000s) | ||||
| SYMBOL | Stock Symbol | ||||
| TYPE | Common Stock Indicator | ||||
| UOT | Number of Shares in a Round Lot | ||||
| TAQ Dividend List of Variables and Attributes | |||||
| Variable | Label | ||||
| cusip | CUSIP Number | ||||
| div | Cash Dividend | ||||
| fdate | Effective Date | ||||
| spladj | Adjustment Amount | ||||
| symbol | Stock Symbol | ||||