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NASTRAQ: Available Files

The Nastraq program makes it easier for you to get better and more detailed information about quotes and trades on the Nasdaq Stock Market. The data is stored on CD-ROM in MS Access format. This program provides an easy interface to retrieve the particular stocks you want for whatever date range you have available. For more information about product of NASTRAQ, click here.

  • The current version of NASTRAQ data is for the period ending 2000.10.
  • The new files for each year are typically received Monthly.
There are three different types of data that you can retrieve:
  1. Trade
  2. Inside Quote
  3. Dealer Quote

  1. Trade  (file: P:\1. Academic Resources\CB_Data\nastraq\ )
  2. Inside Quote  (file: P:\1. Academic Resources\CB_Data\nastraq )
  3. Dealer Quote  (file: P:\1. Academic Resources\CB_Data\nastraq\ )