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NYSE

dc.date.accessioned2021-09-24T11:54:55Z
dc.date.available2021-09-24T11:54:55Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1473
dc.description.abstractNYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including: Depth of book: All bid and offer prices and sizes, Top of book: Information on orders, prices and completed trades, Auction: Details about opening and closing auctions.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.subjectSystemic Risk Lab
dc.titleNYSE
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2339?Statistical Inferences for Price Staleness
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2376?High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
dc.source.filenameNYSE.csv
dc.subject.keywordsstaleness
dc.subject.keywordsidle time
dc.subject.keywordsliquidity
dc.subject.keywordszero returns
dc.subject.keywordsstable convergence
dc.subject.keywordsflash crashes
dc.subject.keywordshigh-frequency traders (hfts)
dc.subject.keywordsliquidity provision
dc.subject.keywordsmarketmaking
dc.subject.jelG10
dc.subject.jelG14
dc.subject.topic1compute
dc.subject.topic1jump
dc.subject.topic1jorda
dc.subject.topic2proof
dc.subject.topic2sequence
dc.subject.topic2turn
dc.subject.topic3flash
dc.subject.topic3uniform
dc.subject.topic3sample
dc.subject.topic1nameFiscal Stability
dc.subject.topic2nameConsumption
dc.subject.topic3nameTrading and Pricing
dc.identifier.urlhttps://www.nyse.com/data/transactions-statistics-data-library


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