NYSE auction data

M

mr19

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.
 
Quote from mr19:

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.
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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
 
Quote from mr19:

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.
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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.
 
Quote from Slave2Market:

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.
More...

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.
 
Quote from Slave2Market:

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.
More...

99.8% of the time, NASDAQ opening and closing auction prices are the same as in Yahoo/MSN/Google Finance historical prices.
 
Quote from d08:

99.8% of the time, NASDAQ opening and closing auction prices are the same as in Yahoo/MSN/Google Finance historical prices.
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That's good to know - I use eSignal and I've never checked their NASDAQ Daily bar prices against another source.
 
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