TAQ_Vendor_Questions__and_Responses.pdf
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- Attached to
- Request for Quotation for Trade and Data Sets Federal contract opportunity
- Solicitation number
- 2031JW18Q00086
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TAQ Vendor Questions and Responses
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| File | Type | Posted |
|---|---|---|
| PWS_revised.pdf | ||
| RFQ_No_2031JW18Q00086.pdf |
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TAQ VENDOR QUESTIONS AND RESPONSES
9/13/2018
Q1. One of the listed requirements is data back to 1993. Is that an absolute requirement? Some of the exchanges that were listed in the RFQ did not exist then, and some data was not collected at that point. For instance BATS came into the market only in 2010 so the coverage of BATS consolidated will begin no sooner than 2010. NASDAQ did not have listing privileges between 1993 and 2005 so there’ll be no data on NSQ before 2005. NMQ and NAQ were regional listings up until 2005.
R1. Data back to 1993 is required. A master file with primary Exchange indicator, NBBO (National Best Bid and Offer) file, and consolidated trades and quotes for all listed and non-listed issues, and product timestamps with higher granularity are requirements.
Q2. Are both raw and normalized data a requirement?
R2. Raw and normalized data are not listed as a requirement.
Q3. Are stock market indices a requirement?
R3. Stock market indices are not listed as a requirement.
Q4. Is there the potential for a future requirement for the tick data on non-US exchanges?
R4. There is no requirement at this time.
Q5. Is there an incumbent?
R5. This a new requirement.
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