CTA test data can be found at https://ftp.nyse.com/ contained under following directory structure. CQSB Quote messages : cta_playback_test_data/cqs/ CTSB Trade messages : cta_playback_test_data/cts/ CTSB Index messages : cta_playback_test_data/index/ Message formats in these output binary test files conform to CTA Technical specs hosted at https://www.ctaplan.com/tech-specs Each message starts with a 20 bytes BlockHeader as described in respective output spec (e.g. CTS section 3.5) List of message contents within the test file with corresponding spec section in spec documents for reference. File : cta_playback_test_data/cqs/cqs_playback_test: (refer to CQS Output spec) cqtsbo.StartOfDay ==> Section 6.2.1 cqtsbo.SymbolReferenceData ==> Section 6.1.1 cqtsbo.LineIntegrity ==> Section 6.2.6 cqtsbo.LongQuote ==> Section 6.4.2 cqtsbo.AuctionStatusQuote ==> Section 6.4.1 File : cta_playback_test_data/cts/cts_playback_test: (refer to CTS Output spec) cqtsbo.StartOfDay ==> Section 6.2.1 cqtsbo.SymbolReferenceData ==> Section 6.1.5 cqtsbo.LineIntegrity ==> Section 6.2.4 cqtsbo.FractionalPriorDayTrade ==> Section 6.5.4 cqtsbo.FractionalPriorDayTradeCancel ==> Section 6.5.6 cqtsbo.FractionalPriorDayTradeCorr ==> Section 6.5.2 cqtsbo.FractionalLongTrade ==> Section 6.7.5 cqtsbo.FracApproxAdjVolMktCenter ==> Section 6.4.3 cqtsbo.FractionalConsolidatedEODSummary==> Section 6.6.4 cqtsbo.FractionalParticipantEODSummary ==> Section 6.6.6 cqtsbo.ConsolidatedSODSummary ==> Section 6.6.1 cqtsbo.ParticipantSODSummary ==> Section 6.6.2 cqtsbo.AuctionStatusTrade ==> Section 6.7.1 cqtsbo.StartOfEOD ==> Section 6.1.1 cqtsbo.EndOfEOD ==> Section 6.1.2 cqtsbo.EndOfDay ==> Section 6.2.5 cqtsbo.TradingStatus ==> Section 6.7.6 File : cta_playback_test_data/index/index_playback_test: (refer to CTS Output spec) cqtsbo.StartOfDay ==> Section 6.2.1 cqtsbo.SymbolReferenceData ==> Section 6.1.5 cqtsbo.LineIntegrity ==> Section 6.2.4 cqtsbo.BidOfferIndex ==> Section 6.3.2 cqtsbo.Index ==> Section 6.3.1