Examples of TAQ in a sentence
To efficiently access those records, and in particular to take advantage of the index structure of the TAQ files as stored on Wharton Research Data Services (WRDS) where we performed the bulk of our computations, we accomplish this subsetting in a multi-step procedure.
We then pulled extracts of all trades and quotes for those securities from the full TAQ data, taking advantage of the index structure using key merging.
USNIC endorses the re-establishment of OCRWM in the near-term, and concurs that qualified, effective and stable leadership is an absolute requirement for program success.
The data is the collection of trades and quotes recorded on the NYSE, taken from the TAQ database through the Wharton Research Data Services (WRDS) system.
We then constructed time series plots of each identified security over time, and verified that the CRSP data on closing price was in tight agreement with TAQ end-of-day prices (or bid-ask midpoint when trade prices were missing, consistent with CRSP measurement protocols).
Please ensure the acreage totals provided in TAQ #4 match those totals provided on the summary page.
Using a table format (see TAQ # 2 example), succinctly describe the impact of the grant and match work on each selected species.
We merge the fee and rebate structure onto our TAQ data so that each security-millisecond is characterized by the NBB, by fees, and by rebates and then compute averages for each unique configuration of the NBB, fees, and rebates, as well as the total number of security-milliseconds corresponding to each configuration.
Additionally, as indicated in the example TAQ #4, indicate the funding source for each tract (grant funds, new match funds, old match funds or a combination).
See: TAQ #4 Example For both sections, only use those activity rows required with your proposal.