Stern School of Business, New York University


NASTRAQ (The North American Securities Tracking and Quantifying System) displays trades and quotes for securities listed on NASDAQ. The database provides trade data, inside quote data, and dealer quote data according to symbol and desired date range. The service officially ended in 2006. Further information can be found on the WRDS website (see links below).


NASTRAQ legacy data is accessible through query pages on the WRDS website, and as SAS datasets on the WRDS unix server,

WRDS Introduction (includes how to get an account)
WRDS Website (to request an account or to login)
WRDS Without Account (on public terminals in Bobst Library)