This product allows clients to recreate top of 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.
The Luxembourg product includes the following:
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.
The following are related Luxembourg historical data products:
TAQ Luxembourg Level 2
TAQ Luxembourg Trades
TAQ Luxembourg Reference
For further information
Global TAQ Historical Data
TAQ Frequently Asked Questions
CONTACT DETAILS
Call:+31 20 550 4477
Email : acctmgteurope@nyx.com