As of today the WRDS platform offers additional TAQ data
As of today the WRDS platform offers EUR researchers and students access to TAQ data with the following content dates:
- 1993-1998 (non-milliseconds)
- 2014-2019 (milliseconds
The data up to 2014 was already available. And now, thanks to ERIM who bought this data, this content has received a substantial upgrade!