This change means any access program would need to account for multiple files for a given date in order to retrieve all the data. We created 2 files to facilitate accommodating this change programmatically. One file (DATE2_nqfiles.DAT) expands the DATE2 file to include the number of quote files, for the give date, in the last column. The other file (qfiles.txt) includes a list of all quote files and their corresponding range of ticker symbols. The file has 4 variables, including trading date, file name (without extension), beginning first letter of ticker symbol, and ending first letter of ticker symbol. The file format is as follows:

            (i8, 1x, a11, 1x, a1, 1x, a1)

Both files are located under R:\cb_data\TAQ\TAQOUT\ and will be updated at future data updates. Please contact the MCoB IT Research (1-9448 or 1-9089) if you have any questions and need assistance with accessing the TAQ data.