TAQ NYSE Liffe Equity Derivatives Level 1

The TAQ NYSE Liffe Equity Derivatives Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for equity 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 equity derivatives products include the following:

  • Universal Stock Futures (USFs)
  • Equity Options

    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, End of Day Summary or Reference products individually please click on the links below:

    NYSE Liffe Equities Derivatives Level 2

    NYSE Liffe Equities Derivatives Trades

    NYSE Liffe Equities Derivatives End of Day Summary

    NYSE Liffe Equities Derivatives Reference

    For further information

    Global TAQ Historical Data

    Client Specification

    Sample Data

    TAQ Frequently Asked Questions

    Email: acctmgteurope@nyx.com

  • Product Guid: 
    • Access Fee

      €750 / mo.

    Market Covered
    NYSE Liffe
    Instruments Covered