NYSE

Trading data from the New York Stock Exchange for every business day 2007 through 2015, as follows: NYSE ProTrac EOD Replay (in folder "TRADE_PROGRAM") contains a summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies. NYSE ProTrac EOD Summary (in folder "SUM_PROGRAM") contains all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

NYSE ReTrac EOD Replay (in folder "TRADE_RETAIL") is a record-by-record replay of the ReTrac datafeed, containing the Symbol, Volume, and Time of each retail execution. NYSE ReTrac EOD Summary (in folder "SUM_RETAIL") provides an end-of-day summary of all retail trading activity for each stock identifying the total amount of shares that were bought vs. sold for each stock that was traded by retail customers; shares are totaled for each symbol in separate buy and sell quantities.