I had the following email exchange with the good folks at the NYSE today. I wasn't trying to bait them or be sarcastic, my questions were sincere (but after their second response I was a bit flustered): <b>Me:</b> Sirs: Is it possible to obtain Member trading activity statistics daily, or perhaps hourly? Thank you, <b>Them: </b>This information is proprietary and is not available to the public. Thank you for your interest in the New York Stock Exchange. <b>Me:</b>How often is the information made public, and how can I obtain in as timely a manner as possible? [I guess I wasn't paying close attention when I wrote this.] Thank you. <b>Them:</b> This information is not available. <b>Me:</b> Sirs: It is printed weekly in Barron's, in the Market Laboratory section, under the heading "NYSE Member Report". I am seeking a more efficient way of collecting it. It seems odd to me that an exchange whose principle activity is to provide a fair and orderly market would consider statistics on 30% of its volume to be 'proprietary.' Why is this so? Thank you. <b>Them:</b>
<b>Them</b> You Asked: "...Is it possible to obtain Member trading activity statistics daily, or perhaps hourly?" The answer is, "Yes". http://www.nyse.com/marketinfo/taqdatabase.html (Embedded image moved to file: pic18524.pcx) *** I did write and ask them if the data were available sooner than monthly...