TAQ NYSE Liffe Commodity Derivatives Data Set

The TAQ NYSE Liffe Commodity Derivatives data set (or Level 2) includes complete historical order book, BBO (best bid and offer), last trade, and reference data for commodity derivatives.

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

NYSE Liffe Commodity Derivatives products include the following:

  • London Commodities: Cocoa, Coffee, White Sugar, Feed Wheat
  • Paris Commodities: Milling Wheat, Rapeseed, Corn, Malting Barley, Skimmed Milk Powder

    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 1, Trades or Reference products individually please click on the links below:

    TAQ NYSE Liffe Commodities Derivatives Level 1

    TAQ NYSE Liffe Commodities Derivatives Trades

    TAQ NYSE Liffe Commodities 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 Commodity Derivatives Contract Master File
    TAQ NYSE Liffe Commodity Derivatives Trades
    TAQ NYSE Liffe Commodity Derivatives Level 1
    TAQ NYSE Liffe Commodity Derivatives Level 2
    TAQ NYSE Liffe Commodity Derivatives Outright Master File
    TAQ NYSE Liffe Commodity Derivatives Strategy Master File
    Market Covered
    NYSE Liffe
    Instruments Covered
    Derivatives