NYSE Liffe Fixed Income Derivatives Level 2

The Fixed Income Derivatives Level 2 product provides real-time tick by tick level 2 (full market depth) data for NYSE Liffe Fixed Income derivatives.

NYSE Technologies offers low latency, high-performance data feeds using multicast technology, and providing pre-trade and post-trade data from the NYSE Liffe market.

The Fixed Income Derivatives Level 2 product provides last trade, best bid/offer, full market depth, settlement and open interest information for NYSE Liffe fixed income derivatives contracts, including the following:

  • Short term Interest Rate futures and options (Euribor, Sterling, EONIA, Euroswiss)
  • Bond and Swapnote® futures and options
  • Currency futures and options

    Real-time market data for NYSE Euronext markets is distributed via low latency direct feeds (XDP) and through authorised data vendors.

    To learn more and select the right solution to suit your situation, please contact the NYSE Euronext Global Market Data Licensing team at acctmgteurope@nyx.com or +31 20 550 4477.

    • Product Guid: 
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    • Licence Fee

      €1,325 / mo.

    • Device Fee

      €43 / mo.

    • Full price list: EMDDA Annex B.pdf
      Included Data:
      NYSE Liffe Fixed Income Derivatives Level 2
      Market Covered
      NYSE Liffe
      Instruments Covered
      Derivatives

      NYSE Liffe Fixed Income Derivatives Level 2

      All Real Time European data products are delivered via the Secure Financial Transaction Infrastructure® (SFTI®) network.

      The Secure Financial Transaction Infrastructure® (SFTI®) was launched in Europe in 2008 specifically to consolidate the numerous exchange networks and simplify access to the NYSE Euronext markets.

      Currently providing access to NYSE Liffe, NYSE Euronext, NYSE Arca Europe, Smartpool and the Luxembourg Stock Exchange, SFTI EU also provides a platform for accessing clearing services, in addition to market data from multiple third party venues.

      Customers also use the SFTI network to access their co-location presence within NYSE Euronext's European data centres in London and Paris. In 2010 all Real Time European data products will migrate to the new Basildon data centre in London.

      For updated capacity figures please visit our capacity pages here