TAQ NYSE Liffe Index Derivatives Level 1

The TAQ NYSE Liffe Index Derivatives Level 1 product includes historical BBO (best bid and offer), last trade, and reference data for index derivatives published on the NYSE Liffe real-time data feed.

This product allows clients to recreate top of book conditions for any given time period, based on data received in a real-time ticker environment. All data is time-stamped to the millisecond.

NYSE Liffe index derivatives products include the following:

  • Index Futures on FTSE 100, CAC 40, AEX, BEL 20, PSI 20 plus TOPIX and Dividend indices
  • Index Options on FTSE 100, CAC 40, AEX (including weekly and daily options) and BEL 20 indices.

    TAQ data is presented in 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, Trades or Reference products individually please click on the links below:

    NYSE Liffe Index Derivatives Level 2

    NYSE Liffe Index Derivatives Trades

    NYSE Liffe Index 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 Index Derivatives Trades
    TAQ NYSE Liffe Index Derivatives Outright Master File
    TAQ NYSE Liffe Index Derivatives Strategy Master File
    TAQ NYSE Liffe Index Derivatives Contract Master File
    TAQ NYSE Liffe Index Derivatives Level 1
    Market Covered
    NYSE Liffe
    Instruments Covered
    Derivatives