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