NYSE auction data

Anyone know where I can get opening/closing auction volume for individual securities on the NYSE? It's freely available from NASDAQ but I believe you have to pay for the NYSE data but for whatever reason I'm struggling to find a link.

TIA.

 

the NYSE data is available for free at IBKR if you have an account.

 

Thanks, unfortunately going through a broker isn't an option for the data.

 

Would you mind disclosing where the NASDAQ data is available for free? I can get the Official prices from their web-site but have not found the associated volume for those prices? Example for ADI:

http://www.nasdaq.com/symbol/adi/real-time

Thanks,

Slave2Market

 

http://www.nasdaqtrader.com/files/crosses/CrossStats20140102.txt

Data usually available the next day and is available historically by changing the date in the URL.

 

I appreciate the information and the quick reply. Is there an associated file that also provides the Opening and Closing cross prices? I searched the web-site and couldn't find anything.

Unfortunately, I am not aware of anyplace that provides a similar Free list for the NYSE auction. Some data feeds provide Exchange filtering but it would require additional processing of the quotes to extract the Open and Close prices and associated volumes.

 

http://www.nasdaq.com/symbol/adi/historical

Looks like you can add up to 25 symbols. Should be able to hack up with your favorite scripting language to grab the data.

 

99.8% of the time, NASDAQ opening and closing auction prices are the same as in Yahoo/MSN/Google Finance historical prices.

 

That's good to know - I use eSignal and I've never checked their NASDAQ Daily bar prices against another source.

 

Bumping the thread.

Anyone has ideas on where to get the historical NYSE auction data?