TAQ Europe

NYSE Liffe Historical Data is designed for clients who need full visibility into the Liffe market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of NYSE Liffe market dynamics.

The NYSE Liffe Historical Data product delivers both Level 1 trade and best bid/offer (BBO) data and Level 2 order book data on a T+1 basis for the NYSE Liffe derivatives market.

All data is timestamped to the millisecond.

For further information

TAQ Europe Fact Sheet

Click here for the TAQ Europe NYSE Liffe Complete Data Set.

CONTACT DETAILS
Call: +1 212 510 3600
Email: nyse-technologies-sales@nyx.com

  • NYSE Liffe Historical Data Now Available

Included Data:
Market Covered
NYSE Liffe
Instruments Covered
Derivatives

Data Available

Equity Derivatives
Complete Level 1 trade and best/bid offer (BBO) data and Level 2 order book data for equity derivatives.

Fixed income Derivatives
Complete Level 1 trade and BBO data and Level 2 order book data for fixed income derivatives including Euribor, Short Sterling, Eurodollar, Euroswiss, Euroyen, EONIA, Long Gilt and Swapnote® contracts.

Index Derivatives
Complete Level 1 trade and BBO data and Level 2 order book data for index derivatives including FTSE, CAC 40®, AEX Index®, BEL 20® and PSI 20 index contracts.

Commodity Derivatives
Complete Level 1 trade and BBO data and Level 2 order book data for all commodity contracts traded on NYSE Liffe including Cocoa, Robusta Coffee, White Sugar, Feed Wheat, Milling Wheat, Rapeseed, Corn, Malting Barley and Skimmed Milk Powder.