Data Products By Asset Class: Derivatives

NYSE Arca & NYSE Amex Options Products

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    • NYSE ArcaBook

      Product Price

      Access Fee:$750

      ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Bonds Options Equities
      • Data Type Depth of Book
      • Additional Details
        • NYSE Amex Options

          Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed. As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).

          NYSE ArcaBook for Bonds

          ArcaBook for Bonds provides limit order book information for Arca-traded bonds

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Bonds
          • Data Type Depth of Book

          NYSE ArcaBook for Options

          ArcaBook for Options provides limit order book information for Arca-traded options

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Options
          • Data Type Depth of Book

          NYSE ArcaBook

          ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Depth of Book

NYSE Arca Products

NYSE Arca equities real-time products provide all customers limit order interest including the floor and the specialist interest, as well as security status information, order imbalance details, and trade data.

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    • ArcaBook Web

      Product Price

      Direct Access Fee:$10

      The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities Bonds
      • Data Type Depth of Book

      NYSE ArcaBook

      Product Price

      Access Fee:$750

      ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Bonds Options Equities
      • Data Type Depth of Book
      • Additional Details
        • NYSE Amex Options

          Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed. As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).

          NYSE ArcaBook for Bonds

          ArcaBook for Bonds provides limit order book information for Arca-traded bonds

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Bonds
          • Data Type Depth of Book

          NYSE ArcaBook for Options

          ArcaBook for Options provides limit order book information for Arca-traded options

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Options
          • Data Type Depth of Book

          NYSE ArcaBook

          ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Depth of Book

      NYSE Arca BBO

      The NYSE Arca BBO feed provides NYSE Arca Quotes (bid/ask quotations) for all NYSE Arca-traded securities.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer

      NYSE Arca Trades

      Product Price

      Access Fee:$750

      NYSE Arca Trades is a real-time data feed providing the NYSE Arca Last Sale for all NYSE Arca-traded securities.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Arca Real-Time Reference Prices

      The NYSE Arca Real-Time Reference Prices feed provides real-time last sale prices in NYSE Arca-Traded Securities across Tape A, B and C. This feed is designed for financial website portals so that there are no reporting requirements.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Trades / Last Sale

      NYSE Arca Integrated Feed

      Product Price

      Direct Access Fee: $3000
      Redistribution Fee: $3000
      Device fees from NYSE ArcaBook and NYSE Arca Trades apply

      NYSE Arca Integrated Feed is a proprietary data product providing Order Book, Trades, Order Imbalances and Security Status data in a single sequence integrated feed without any throttling directly to customers.

      • Product Type Real-Time Summary
      • Market NYSE Arca
      • Asset Class Equities ETFs Stock
      • Data Type Depth of Book Quotes / Best Bid & Offer Trades / Last Sale Trading Summaries

NYSE Bonds Products

NYSE Bonds is a market data feed that provides live and executable bid and offers that are displayed on a full order book.

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    • ArcaBook Web

      Product Price

      Direct Access Fee:$10

      The NYSE Arca Integrated Web Book gives non-professional subscribers the unique and exclusive opportunity to view the entire NYSE Arca and ArcaEdge books. Users will not only have access to the best bid and offer but a continuous stream of real-time NYSE Arca and ArcaEdge depth of book.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Equities Bonds
      • Data Type Depth of Book

      NYSE ArcaBook

      Product Price

      Access Fee:$750

      ArcaBook provides the complete limit order book for NYSE Arca's trading in listed (NYSE, NYSE Amex, Nasdaq, and NYSE Arca) securities, as well as the ArcaEdge (OTCBB) platform. NYSE Arca is the 3rd largest marketplace in the U.S.

      • Product Type Real-Time
      • Market NYSE Arca
      • Asset Class Bonds Options Equities
      • Data Type Depth of Book
      • Additional Details
        • NYSE Amex Options

          Available data includes: Complete limit order book for Amex Options, options series status, auction imbalance and pricing information for Amex opening, closing and halt auctions. Amex Options disseminates indicative match price, match volume, total imbalance (limit and market orders) and market imbalance data. Market Makers and/or ETP holders can choose to attribute a specific order displayed. As a new feature, the last sale feed will be disseminated directly from NYSE Amex. Clients will also have the choice of taking quote data in either top of book or depth of book form (depth of book for options will only reflect the first five price levels in each series).

          NYSE ArcaBook for Bonds

          ArcaBook for Bonds provides limit order book information for Arca-traded bonds

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Bonds
          • Data Type Depth of Book

          NYSE ArcaBook for Options

          ArcaBook for Options provides limit order book information for Arca-traded options

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Options
          • Data Type Depth of Book

          NYSE ArcaBook

          ArcaBook provides limit order book information for ArcaEx and ArcaEdge (OTCBB) as well as information from the ArcaEx auction process.

          • Product Type Real-Time
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Depth of Book

NYSE Liffe Products

NYSE Liffe real-time market data products provide tick-by-tick trade, best bid/offer, full market depth and settlement data for NYSE Euronext's European derivatives market, covering Fixed Income Derivatives, Equity Derivatives, Index Derivatives, and Commodity Derivatives asset classes. High-performance data is delivered by SFTI® (Secure Financial Transactions Infrastructure), NYSE Euronext's resilient global network offering low latency connectivity and multicast technology, or is alternatively available from a large number of authorised vendors.

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    • NYSE Liffe Equity and Index Derivatives Level 1

      Product Price

      Licence Fee: €875
      Device Fee: €34

      The Equity and Index Derivatives Level 1 product provides real-time tick by tick level 1 (best bid/offer) data for NYSE Liffe Equity and Index derivatives.

      • Product Type Real-Time
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Quotes / Best Bid & Offer

      NYSE Liffe Commodities Level 1

      Product Price

      Licence Fee: €875
      Device Fee: €18

      The Commodities Level 1 product provides real-time tick by tick level 1 (best bid/offer) data for NYSE Liffe Commodity derivatives.

      • Product Type Real-Time
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Quotes / Best Bid & Offer

      NYSE Liffe Fixed Income Derivatives Level 1

      Product Price

      Licence Fee: €875
      Device Fee: €36

      The Fixed Income Derivatives Level 1 product provides real-time tick by tick level 1 (best bid/offer) data for NYSE Liffe Fixed Income derivatives.

      • Product Type Real-Time
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Quotes / Best Bid & Offer

      NYSE Liffe Commodities Level 2

      Product Price

      Licence Fee: €1,325
      Device Fee: €22

      The Commodities Level 2 product provides real-time tick by tick level 2 (full market depth) data for NYSE Liffe Commodity derivatives.

      • Product Type Real-Time
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Depth of Book

      NYSE Liffe Equity and Index Derivatives Level 2

      Product Price

      Licence Fee: €1,325
      Device Fee: €41

      The Equity and Index Derivatives Level 2 product provides real-time tick by tick level 2 (full market depth) data for NYSE Liffe Equity and Index derivatives.

      • Product Type Real-Time
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Depth of Book

      NYSE Liffe Fixed Income Derivatives Level 2

      Product Price

      Licence Fee: €1,325
      Device Fee: €43

      The Fixed Income Derivatives Level 2 product provides real-time tick by tick level 2 (full market depth) data for NYSE Liffe Fixed Income derivatives.

      • Product Type Real-Time
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Depth of Book

NYSE Liffe U.S. Products

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    • NYSE Liffe U.S. Last Sale & Quotes

      Product Price

      Access Fee:$300

      NYSE Liffe U.S. Real-Time Data Feed provides tick by tick Last Sale and Order Book data for NYSE Liffe U.S. futures and options products.

      • Product Type Real-Time Reference
      • Market NYSE Liffe U.S.
      • Asset Class Options Futures
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • NYSE Liffe U.S. BBO1

          NYSE Liffe Real-Time Data Feed provides Best Bid and Offer for NYSE Liffe options and futures products.

          • Product Type Real-Time
          • Market NYSE Liffe U.S.
          • Asset Class Options Futures
          • Data Type Quotes / Best Bid & Offer

          NYSE Liffe U.S. Full Order Book (FOB)

          NYSE Liffe Real-Time Data Feed provides Full Order Book for NYSE Liffe options and futures products.

          • Product Type Real-Time
          • Market NYSE Liffe U.S.
          • Asset Class Options Futures
          • Data Type Depth of Book

          NYSE Liffe U.S. Open Interest

          NYSE Liffe U.S. Open Interest gives a measure of the liquidity of the contract, along with information about the contract terms.

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Options Futures
          • Data Type Reference

          NYSE Liffe U.S. Reference Data

          NYSE Liffe U.S. Reference Data includes the reference data for each future, option, and strategy listed on NYSE Liffe U.S.. The data includes symbol, commodity, and exchange information and all of the other pertinent information about the contract terms.

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Futures
          • Data Type Master File

SuperFeed™

SuperFeed™ provides customers with broad access to data from major US, European and Asian markets in a single normalised format. This hosted, managed service provides the simplicity and cost efficiency of a consolidated feed with the high performance capabilities of a direct feed.

  • Product Type Real-Time
  • Market All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Options
  • Data Type Quotes / Best Bid & Offer Trades / Last Sale

U.S. Options (OPRA) Products

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    • Filtered Options Feed

      NYSE Technologies' Filtered Options Feed is a highly flexible and fully managed market data feed that filters US Options Market Data (OPRA) based on customer designated parameters. This significantly lowers bandwidth requirements and reduces processing needs while maintaining immediate access to relevant data.

      • Product Type Real-Time
      • Market OPRA
      • Asset Class Derivatives
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Options Analytics

      Product Price

      Access Fee: $5,000

      The options trading community requires analytical data and tools beyond the data used for other markets to effectively evaluate potential trading opportunities and assess portfolio risk. Options Analytics is a real-time market data feed that includes implied volatilities and Greeks data for listed options. Options Analytics monitors the entire U.S. OPRA composite NBBO feed and US Level 1 composite feeds for underlying stocks and indices.

      • Product Type Real-Time
      • Market OPRA
      • Asset Class Options
      • Data Type Trades / Last Sale

Market Data Analytics Lab

The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.

  • Product Type Historical Summary Reference
  • Market All CTA Participating Markets All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Bonds Derivatives ETFs Warrants and Certificates Options Futures
  • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale Trading Summaries

NYSE Liffe NextHistory Derivatives

NYSE Liffe NextHistory provides historical intraday trade and best bid/offer data, plus end of day data, for all NYSE Liffe Derivatives markets up until 31 December 2010. For data beyond this date, clients should refer to the 'TAQ Europe' historical data product.

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    • NYSE Liffe NextHistory Commodity Derivatives EOD

      Product Price

      Direct Access Fee: €150 /mo.
      Enterprise Fee: €150 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Fixed Income Derivatives EOD

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Index Derivatives EOD

      Product Price

      Direct Access Fee: €150 /mo.
      Enterprise Fee: €150 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Equity Derivatives EOD

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Commodity Derivatives Intraday

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Commodity Derivatives EOD

          End of day data, including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Commodity Derivatives Intraday

          Intraday data including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Index Derivatives Intraday

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Index Derivatives EOD

          NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Index Derivatives Intraday

          NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Equity Derivatives Intraday

      Product Price

      Direct Access Fee: €300 /mo.
      Enterprise Fee: €300 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Equity Derivatives EOD

          NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Equity Derivatives Intraday

          Ask, Bid and Trade (plus volume) recorded during each trading day

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Fixed Income Derivatives Intraday

      Product Price

      Direct Access Fee: €300 /mo.
      Enterprise Fee: €300 /mo.

      NYSE Liffe NextHistory provides comprehensive historical end-of-day and tick data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale

TAQ NYSE Liffe Products

NYSE Liffe historical data is designed for clients who need full visibility into the Liffe market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of NYSE Liffe market dynamics. Clients can choose from Level 2, Level 1, Trades and Reference data sets across four asset classes: Fixed Income Derivatives, Equity Derivatives, Index Derivatives and Commodity Derivatives. All data is time stamped in milliseconds.

TAQ NYSE Liffe U.S. Products

NYSE 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 NYSE 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 NYSE Liffe U.S. market dynamics. The Level 2, Level 1, and Trades offerings include: Interest Rate Derivatives, Equity Index Derivatives, and Commodity Derivatives.

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    • TAQ NYSE Liffe U.S. Level 2

      Product Price

      Access Fee: $500

      The TAQ NYSE Liffe U.S. Level 2 product includes complete historical order book, BBO (best bid and offer), last trade, and reference data for all derivatives contracts available on NYSE Liffe U.S.

      • Product Type Reference Historical
      • Market NYSE Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Master File Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book
      • Additional Details
        • TAQ NYSE Liffe U.S. Contract File

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ NYSE Liffe U.S. Level 1

          • Product Type Historical Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE Liffe U.S. Level 2

          • Product Type Historical Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Depth of Book Master File Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE Liffe U.S. Outright File

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ NYSE Liffe U.S. Strategy File

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ NYSE Liffe U.S. Trades

          • Product Type Historical Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File Reference Trades / Last Sale

      TAQ NYSE Liffe U.S. Level 1

      Product Price

      Access Fee: $300

      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.

      • Product Type Reference Historical
      • Market NYSE Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Master File Quotes / Best Bid & Offer Reference Trades / Last Sale

      TAQ NYSE Liffe U.S. Trades

      Product Price

      Access Fee: $100

      The TAQ NYSE Liffe U.S. Trades product includes time and sales data and reference data for all derivatives contracts published on the NYSE Liffe real-time data feed.

      • Product Type Reference Historical
      • Market NYSE Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Master File Reference Trades / Last Sale

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.

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    • TAQ Options U.S. Trades File

      Product Price

      Access Fee: $1,500

      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 minute intervals with intraday and EOD calculations.

      • Product Type Historical
      • Market OPRA
      • Asset Class Options
      • Data Type Trades / Last Sale

      TAQ Options U.S. One Minute Quote Package

      Product Price

      Access Fee: $4,000

      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 minute intervals with intraday and EOD calculations.

      • Product Type Historical
      • Market OPRA
      • Asset Class Options
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      TAQ Options U.S. 15 Minute Quote Package

      Product Price

      Access Fee: $3,000

      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 minute intervals with intraday and EOD calculations.

      • Product Type Historical
      • Market OPRA
      • Asset Class Options
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

Market Data Analytics Lab

The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.

  • Product Type Historical Summary Reference
  • Market All CTA Participating Markets All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Bonds Derivatives ETFs Warrants and Certificates Options Futures
  • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale Trading Summaries

NYSE Liffe NextHistory Derivatives

NYSE Liffe NextHistory provides historical intraday trade and best bid/offer data, plus end of day data, for all NYSE Liffe Derivatives markets up until 31 December 2010. For data beyond this date, clients should refer to the 'TAQ Europe' historical data product.

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    • NYSE Liffe NextHistory Commodity Derivatives EOD

      Product Price

      Direct Access Fee: €150 /mo.
      Enterprise Fee: €150 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Fixed Income Derivatives EOD

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Index Derivatives EOD

      Product Price

      Direct Access Fee: €150 /mo.
      Enterprise Fee: €150 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Equity Derivatives EOD

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries

      NYSE Liffe NextHistory Commodity Derivatives Intraday

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all commodity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Commodity Derivatives EOD

          End of day data, including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Commodity Derivatives Intraday

          Intraday data including Open, High, Low, Close, Volume and Open Interest for futures contacts and Open, High, Low, Close, Volume, Open Interest, Underlying, Volatility and ATM Volatility for option contracts.

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Index Derivatives Intraday

      Product Price

      Direct Access Fee: €200 /mo.
      Enterprise Fee: €200 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Index Derivatives EOD

          NextHistory Liffe provides comprehensive historical end-of-day for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Index Derivatives Intraday

          NextHistory Liffe provides comprehensive historical end-of-day and tick data for all index derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Equity Derivatives Intraday

      Product Price

      Direct Access Fee: €300 /mo.
      Enterprise Fee: €300 /mo.

      NextHistory Liffe provides comprehensive historical end-of-day and tick data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details
        • NYSE Liffe NextHistory Equity Derivatives EOD

          NextHistory Liffe provides comprehensive historical end-of-day data for all equity derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

          • Product Type Summary
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Trading Summaries

          NYSE Liffe NextHistory Equity Derivatives Intraday

          Ask, Bid and Trade (plus volume) recorded during each trading day

          • Product Type Historical
          • Market NYSE Liffe
          • Asset Class Derivatives
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      NYSE Liffe NextHistory Fixed Income Derivatives Intraday

      Product Price

      Direct Access Fee: €300 /mo.
      Enterprise Fee: €300 /mo.

      NYSE Liffe NextHistory provides comprehensive historical end-of-day and tick data for all interest rate derivatives traded on Liffe Connect for all locations including Amsterdam, Brussels, Lisbon, London and Paris.

      • Product Type Summary Historical
      • Market NYSE Liffe
      • Asset Class Derivatives
      • Data Type Trading Summaries Quotes / Best Bid & Offer Trades / Last Sale

Euronext Index File Service

Information on the composition of Euronext's indices, including immediate reports of changes affecting the AEX, BEL 20, CAC 40, PSI 20, Euronext 100 and other indices.

  • Show Products
    • NYSE Euronext Index Weightings

      Product Price

      Access Fee: €440 per month

      Would you like to receive comprehensive, precise, up-to-date information on the composition of Euronext's indices? Do you want immediate reports of changes affecting the AEX, BEL 20, CAC 40, PSI 20, Euronext 100 and other indices? If so, NYSE Euronext Index Weightings may be just what you are looking for.

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices Futures
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Amsterdam Indices EOD

          Composition information for Amsterdam indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Amsterdam Indices Next Day

          Composition information for Amsterdam indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Brussels Indices EOD

          Composition information for Brussels indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Brussels Indices Next Day

          Composition information for Brussels indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices Futures
          • Data Type Index Components, Weighting and Divisors

          Lisbon Indices EOD

          Composition information for Lisbon indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Lisbon Indices Next Day

          Composition information for Lisbon indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Next Group Indices EOD

          Composition information for all Euronext indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Next Group Indices NXTD

          Composition information for all Euronext indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          NYSE Euronext Low Carbon 100 Europe Index

          Daily files that carry NYSE Euronext Low Carbon 100 Europe Index levels and reflect all changes to the index underlying components.

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Paris Indices EOD

          Composition information for Paris indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Paris Indices Next Day

          Composition information for Paris indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

      Amsterdam Index Weightings

      Product Price

      Access Fee: €90 per month

      Composition information for Amsterdam indices available the night before each trading day, and again at the end of the day

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Amsterdam Indices EOD

          Composition information for Amsterdam indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Amsterdam Indices Next Day

          Composition information for Amsterdam indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

      Brussels Index Weightings

      Product Price

      Access Fee: €90 per month

      Composition information for Brussels indices available the night before each trading day, and again at the end of the day

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices Futures
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Brussels Indices EOD

          Composition information for Brussels indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Brussels Indices Next Day

          Composition information for Brussels indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices Futures
          • Data Type Index Components, Weighting and Divisors

      Next Group Index Weightings

      Product Price

      Access Fee: €90 per month

      Composition information for Next Group indices available the night before each trading day, and again at the end of the day

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Next Group Indices EOD

          Composition information for all Euronext indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Next Group Indices NXTD

          Composition information for all Euronext indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

      Lisbon Index Weightings

      Product Price

      Access Fee: €90 per month

      Composition information for Lisbon indices available the night before each trading day, and again at the end of the day

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Lisbon Indices EOD

          Composition information for Lisbon indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Lisbon Indices Next Day

          Composition information for Lisbon indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

      Paris Index Weightings

      Product Price

      Access Fee: €135 per month

      Composition information for Paris indices available the night before each trading day, and again at the end of the day

      • Product Type Reference
      • Market Euronext
      • Asset Class Indices
      • Data Type Index Components, Weighting and Divisors
      • Additional Details
        • Paris Indices EOD

          Composition information for Paris indices, available at the end of each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

          Paris Indices Next Day

          Composition information for Paris indices, available the day before each trading day

          • Product Type Reference
          • Market Euronext
          • Asset Class Indices
          • Data Type Index Components, Weighting and Divisors

Market Data Analytics Lab

The Market Data Analytics Lab is a centralized hosted database that grants direct access to NYSE Technologies' TAQ historical datasets containing many years of pertinent market data activity in raw format across regions and asset classes.

  • Product Type Historical Summary Reference
  • Market All CTA Participating Markets All North American Equities Markets OPRA All European Cash Markets
  • Asset Class Equities Bonds Derivatives ETFs Warrants and Certificates Options Futures
  • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale Trading Summaries

NYSE Amex Symbol Directory

Symbol Directories are divided into two files: Issues (Equities and ETFs) and Options. The Issues file contains the following fields: Symbol, Name, Type, Specialist Firm, Specialist Unit, Post Number, and Exchange. Exchange information denotes where an issue is primarily listed (A=Amex, P=NYSE Arca, Q=NASDAQ, W=CBOE).

  • Product Type Reference
  • Market NYSE Amex
  • Asset Class Equities Options
  • Data Type Master File

NYSE Liffe U.S. Open Interest

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

  • Product Type Reference
  • Market NYSE Liffe U.S.
  • Asset Class Options Futures
  • Data Type Reference

NYSE Liffe U.S. Products

  • Show Products
    • NYSE Liffe U.S. Last Sale & Quotes

      Product Price

      Access Fee:$300

      NYSE Liffe U.S. Real-Time Data Feed provides tick by tick Last Sale and Order Book data for NYSE Liffe U.S. futures and options products.

      • Product Type Real-Time Reference
      • Market NYSE Liffe U.S.
      • Asset Class Options Futures
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • NYSE Liffe U.S. BBO1

          NYSE Liffe Real-Time Data Feed provides Best Bid and Offer for NYSE Liffe options and futures products.

          • Product Type Real-Time
          • Market NYSE Liffe U.S.
          • Asset Class Options Futures
          • Data Type Quotes / Best Bid & Offer

          NYSE Liffe U.S. Full Order Book (FOB)

          NYSE Liffe Real-Time Data Feed provides Full Order Book for NYSE Liffe options and futures products.

          • Product Type Real-Time
          • Market NYSE Liffe U.S.
          • Asset Class Options Futures
          • Data Type Depth of Book

          NYSE Liffe U.S. Open Interest

          NYSE Liffe U.S. Open Interest gives a measure of the liquidity of the contract, along with information about the contract terms.

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Options Futures
          • Data Type Reference

          NYSE Liffe U.S. Reference Data

          NYSE Liffe U.S. Reference Data includes the reference data for each future, option, and strategy listed on NYSE Liffe U.S.. The data includes symbol, commodity, and exchange information and all of the other pertinent information about the contract terms.

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Futures
          • Data Type Master File

NYSE Liffe U.S. Reference Data

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

  • Product Type Reference
  • Market NYSE Liffe U.S.
  • Asset Class Futures
  • Data Type Master File

TAQ NYSE Liffe Products

NYSE Liffe historical data is designed for clients who need full visibility into the Liffe market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of NYSE Liffe market dynamics. Clients can choose from Level 2, Level 1, Trades and Reference data sets across four asset classes: Fixed Income Derivatives, Equity Derivatives, Index Derivatives and Commodity Derivatives. All data is time stamped in milliseconds.

TAQ NYSE Liffe U.S. Products

NYSE 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 NYSE 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 NYSE Liffe U.S. market dynamics. The Level 2, Level 1, and Trades offerings include: Interest Rate Derivatives, Equity Index Derivatives, and Commodity Derivatives.

  • Show Products
    • TAQ NYSE Liffe U.S. Level 2

      Product Price

      Access Fee: $500

      The TAQ NYSE Liffe U.S. Level 2 product includes complete historical order book, BBO (best bid and offer), last trade, and reference data for all derivatives contracts available on NYSE Liffe U.S.

      • Product Type Reference Historical
      • Market NYSE Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Master File Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book
      • Additional Details
        • TAQ NYSE Liffe U.S. Contract File

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ NYSE Liffe U.S. Level 1

          • Product Type Historical Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE Liffe U.S. Level 2

          • Product Type Historical Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Depth of Book Master File Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE Liffe U.S. Outright File

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ NYSE Liffe U.S. Strategy File

          • Product Type Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File

          TAQ NYSE Liffe U.S. Trades

          • Product Type Historical Reference
          • Market NYSE Liffe U.S.
          • Asset Class Derivatives Options Futures
          • Data Type Master File Reference Trades / Last Sale

      TAQ NYSE Liffe U.S. Level 1

      Product Price

      Access Fee: $300

      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.

      • Product Type Reference Historical
      • Market NYSE Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Master File Quotes / Best Bid & Offer Reference Trades / Last Sale

      TAQ NYSE Liffe U.S. Trades

      Product Price

      Access Fee: $100

      The TAQ NYSE Liffe U.S. Trades product includes time and sales data and reference data for all derivatives contracts published on the NYSE Liffe real-time data feed.

      • Product Type Reference Historical
      • Market NYSE Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Master File Reference Trades / Last Sale