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How can I retrieve the NYSE historical transaction data among?

No, the Exchanges dont keep that information, the Broker who put the Order in does. And they dont sell that data. The Exchange just know that they got a order to buy/sell X shares of Y stock from broker Z. (Really its the market maker who gets the order). If you are looking for Insider selling there are reporting requirements to the SEC that the compliance department of the companies are required to make. There are company that collect this information from the SEC, and sell it as a data product. But it only the buy/sell of the insiders at that company. It will not have there non/company sales of other stocks (Unless the company has a major stake in that company).

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