NYSE Liffe Analytics & Open Interest

Open interest and derived data for NYSE Liffe derivatives market, designed for members receiving market data from the XDP interface.

The NYSE Liffe Analytics & Open Interest product is targeted at Liffe members who currently connect directly to the XDP interface.
They are designed to complement 'core' level 1 and level 1+2 data services.
The services are provided as separate multicast channels that need to be provisioned according to the standard SFTI process.

The service provides the following information:

  • Open interest
  • Daily high & low
  • Yearly high & low
  • Lifetime high & low
  • Open price
  • Trade count
  • Percentage change from previous settlement

Open interest interest is provided once per day.
All other data points are updated in real-time.

Analytic and open interest information is provided for all three NYSE Liffe asset classes. Clients can order this data for each asset class individually, or order all three for a discounted total price:

  • NYSE Liffe Equity & Index Derivatives
  • NYSE Liffe Fixed Income Derivatives
  • NYSE Liffe Commodity Derivatives

Clients wishing to access these services will also need to sign the General Terms & Conditions of Publication agreement.

Product Guid: 
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  • Access Fee - all 3 asset classes

    €400 / month

  • Access Fee - Equity & Index Derivatives only

    €200 / month

  • Access Fee - Fixed Income Derivatives only

    €200 / month

  • Access Fee - Commodity Derivatives only

    €100 / month

  • Access fee allows for unlimited internal use. Redistribution is not permitted.

Commodity Derivatives Analytics & Open Interest

Open interest and derived data for all commodity contracts traded on NYSE Liffe including Cocoa, Robusta Coffee, Raw Sugar, White Sugar, Feed Wheat, Milling Wheat, Rapeseed, Rapeseed Oil and Corn.

Fixed Income Derivatives Analytics & Open Interest

Open interest and derived data for fixed income derivatives traded on NYSE Liffe including Euribor, Short Sterling, Eurodollar, Euroswiss, Euroyen, EONIA, Long Gilt and Swapnotes.

Equity & Index Derivatives Analytics & Open Interest

Open interest and derived data for equity derivatives and for index derivatives based on Euronext’s main indices and FTSE indices (FTSE 100 plus large and mid cap indices).