Data Products By Asset Class: Derivatives

NYSE American Options

NYSE American Options is a family of XDP data feeds that disseminate real-time option order/consolidated book information from the NYSE American Options exchange.

NYSE American Options Complex Order Book

NYSE ArcaBook for NYSE American Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE American Options exchange.

NYSE Arca Options

NYSE Arca Options is a family of XDP data feeds that disseminate real-time option order/consolidated book information from the NYSE Arca Options exchange.

NYSE Arca Options Complex Order Book

NYSE Arca Options is a real-time data feed that disseminates the complex order book information to subscribers for NYSE Arca Options exchange.

U.S. Options (OPRA) Products

TAQ Liffe U.S. Products

Liffe U.S. historical data allows clients to recreate both market and order book conditions based on data received in a real-time ticker plant environment. TAQ Liffe U.S. provides clients with full visibility into the Liffe U.S. market to either develop and deploy profitable trading strategies or gain an in-depth understanding of Liffe U.S. market dynamics. The Level 2, Level 1, and Trades offerings include: Interest Rate Derivatives, Equity Index Derivatives, and Commodity Derivatives.

TAQ Options U.S. Products

TAQ Options U.S. covers regional options exchange quotes, options time & quotes, concomitant stock data, options time & sales, U.S. Options & Equity derivatives quotes at 1 minute and 15 minutes intervals with intraday and EOD calculations.

Liffe U.S. Open Interest

The Liffe U.S Open Interest file provides open interest data for all Liffe U.S. futures and options.

Liffe U.S. Reference Data

The file contains referential information for all futures, options and strategies listed on Liffe U.S.

TAQ Liffe U.S. Products

Liffe U.S. historical data allows clients to recreate both market and order book conditions based on data received in a real-time ticker plant environment. TAQ Liffe U.S. provides clients with full visibility into the Liffe U.S. market to either develop and deploy profitable trading strategies or gain an in-depth understanding of Liffe U.S. market dynamics. The Level 2, Level 1, and Trades offerings include: Interest Rate Derivatives, Equity Index Derivatives, and Commodity Derivatives.