TAQ NYSE Liffe U.S. Level 1

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

NYSE Liffe U.S. provides global market participants access to a fully electronic, liquid marketplace featuring a broad range of derivatives products:

  • Full-size and mini Gold and Silver futures and options on futures contracts.
  • Stock index futures based on foreign and domestic MSCI Indices.
  • A comprehensive suite of U.S. interest rate derivatives, including Eurodollar and U.S. Treasury futures, cleared via New York Portfolio Clearing (NYPC®), NYSE Euronext's groundbreaking clearing partnership with DTCC.

    TAQ NYSE Liffe U.S. Level 1 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.

    All 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 NYSE Liffe U.S. derivatives historical data products:
    TAQ NYSE Liffe U.S. Level 2
    TAQ NYSE Liffe U.S. Trades

    For further information

    Global TAQ Historical Data

    Hyperlink to TAQ NYSE Liffe U.S. Fact Sheet

    TAQ Frequently Asked Questions

    Call:+1 646-525-3300
    Email: nyse-technologies-sales@nyx.com


  • Product Guid: 
    • Direct Access Includes first user

      $300.00 / month

      Bulk Pricing Discounts

      months historical data from NYSE Euronext
    Market Covered
    NYSE Liffe US
    Instruments Covered