TAQ NYSE Liffe Fixed Income Derivatives Trades

The TAQ NYSE Liffe Fixed Income Derivatives Trades product includes time and sales data and reference data for fixed income derivatives published on the NYSE Liffe real-time data feed.

This product allows clients to retrieve a record of executed trade prices, trade volumes and trade times based on data received in a real-time ticker plant environment. All data is time stamped to the millisecond.

NYSE Liffe Fixed Income Derivatives products include the following:

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

    TAQ data is presented in a normalized ASCII pipe-delimited file format. Files are compressed using GZIP, and are provided to clients on a T+1 basis.

    To purchase the Level 2, Level 1 or Reference products individually please click on the links below:

    NYSE Liffe Fixed Income Derivatives Level 2

    NYSE Liffe Fixed Income Derivatives Level 1

    NYSE Liffe Fixed Income Derivatives Reference

    For further information

    Global TAQ Historical Data

    Client Specification

    Sample Data

    TAQ Frequently Asked Questions

    CONTACT DETAILS
    Call: +31 20 550 4477
    Email: acctmgteurope@nyx.com

    • Product Guid: 
    00000000-0000-0000-0000-000000000000

    • Direct Access Includes first user

      750,00 € / month

      Bulk Pricing Discounts
    Included Data:
    TAQ NYSE Liffe Fixed Income Derivatives Trades
    TAQ NYSE Liffe Fixed Income Derivatives Strategy Master File
    TAQ NYSE Liffe Fixed Income Derivatives Outright Master File
    TAQ NYSE Liffe Fixed Income Derivatives Contract Master File
    Market Covered
    NYSE Liffe
    Instruments Covered
    Derivatives