TAQ file format explained

tdev

Newbie
8 0
Sorry if I am writing to wrong forum but could anyone suggest a resource with a detailed explanations for TAQ file formats? These files contains raw tick trade/quote data from exchange. Although certain documentation is available (http://www.nyxdata.com/data-products/daily-taq) it is quite brief.

For example, the difference between Unit of Trading and Unit of Trade, etc

Thank you.
 
 
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