TAQ: Using
Sample Programs
The following programs give examples of how
to access the Trade and Quote (TAQ or TAQ2) database. Differences
between TAQ and the new TAQ2 are data format changes and a
new proprietary data extraction program. The vendor does not
use Fortran any longer. Click the TAQ2
User's Guide to learn more about the new data format and
the data extraction program.
Installing
and Using TAQ DOS Program (to
extract data from 93.01-99.09)
It was brought to our attention that the TAQ2 interface
does not work properly with some data prior to October 1999.
To avoid that problem, we suggest the DOS version TAQ program
be used to extract data prior to that time, when TAQ2 interface
was first released. The instructions to install and use
the DOS interface are as follows:
- From
Start menu, click on 'Academic Technologies' folder;
- After window pops up, click on 'Install
TAQDOS 93-99' icon;
- The installation program will automatically
create a folder called 'TAQDOS' on user's D drive and
copy all the needed files to that folder;
- Go to the TAQDOS folder on D drive;
- Open the file called select.in, and replace
the sample ticker list with your own list and save the
file in the same name;
- Click on taqdos.cmd file and a DOS window
will show up on the screen;
- Type in the beginning date in the format
of YYMMDD, and press Enter;
- Type in the ending data in the format
of YYMMDD, and press Enter;
- Choose which data to be retrieved, and
press Enter;
- Choose whether the header information
to be included, and press Enter;
- Choose whether the Master Table information
to be included, and press Enter;
- Choose whether the dividend information
to be included, and press Enter;
- Choose whether the daily statistics to
be calculated, and press Enter;
- The DOS window will disappear after the
program is finished. All output files will be in the TAQDOS
folder and have the name of SELECT.Q, SELECT.T, and SELECT.S
for quote, trade, and statistics data respectively.
Installing
and Using TAQ2 Program (to extract data from 99.10-after
2000)
The TAQ2 program is a Windows program that extracts data
after Oct.99 and runs on Windows 9x and NT. It will not
run on prior versions of Windows. The instructions to install
and use the TAQ2 interface are as follows:
- From Start menu, click on 'Academic Technologies'
folder;
- After window pops up, click on 'Install
TAQ2_WIN' icon;
- The installation program will automatically
create a folder called '\cb_programs\TAQ\TAQ2' on user's
D drive and copy all the needed files to that folder;
- Run TAQ2.EXE from the destination hard
drive.
- There is a sample job, or you can specify
another job to run.
- Exit the program to save your configuration
before running any data extractions.
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