Data Products By Asset Class: Derivatives

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 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 Commodity Derivatives Feeds

Trades, quotes, and full order book for commodity derivatives including Cocoa, Robusta Coffee, White Sugar, Wheat, Corn, Milling Wheat and Rapeseed.

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    • NYSE Liffe Commodities BBO1

      Product Price

      License Fee: €875

      Commodities BBO1 has the best bid, best offer and traded prices for all commodity contracts traded on NYSE Liffe including Cocoa, Robusta Coffee, Raw Sugar, White Sugar, Feed Wheat, Milling Wheat, Rapeseed, Rapeseed Oil and Corn.

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

      NYSE Liffe Commodities BBO10

      Product Price

      License Fee: €1,325

      Commodities BBO10 has the top 10 levels of order book and traded prices for all commodity contracts traded on NYSE Liffe including Cocoa, Robusta Coffee, Raw Sugar, White Sugar, Feed Wheat, Milling Wheat, Rapeseed, Rapeseed Oil and Corn.

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

      NYSE Liffe Commodities FOB

      Product Price

      License Fee: €1,325

      Commodities FOB has the full order book and traded prices for all commodity contracts traded on NYSE Liffe including Cocoa, Robusta Coffee, Raw Sugar, White Sugar, Feed Wheat, Milling Wheat, Rapeseed, Rapeseed Oil and Corn.

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

NYSE Liffe Equity and Index Derivatives Feeds

Trades, quotes and full order for equity derivatives and for index derivatives based on Euronext’s main indices and FTSE indices (FTSE 100 plus large and mid cap indices)

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    • NYSE Liffe Equity and Index Derivatives BBO1

      Product Price

      BBO1 License Fee: €875

      Equity and index derivatives BBO1: the best bid, best offer and traded prices for equity derivatives and for index derivatives based on Euronext’s main indices and FTSE indices (FTSE 100 plus large and mid cap indices).

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

      NYSE Liffe Equity and Index Derivatives BBO10

      Product Price

      License Fee: €1,325

      Equity and index derivatives BBO10: the top 10 levels of order book and traded prices for equity derivatives and for index derivatives based on Euronext’s main indices and FTSE indices (FTSE 100 plus large and mid cap indices).

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

      NYSE Liffe Equity and Index Derivatives FOB

      Product Price

      License Fee: €1,325

      Equity and index derivatives FOB: the full order book and traded prices for equity derivatives and for index derivatives based on Euronext’s main indices and FTSE indices (FTSE 100 plus large and mid cap indices).

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

NYSE Liffe Fixed Income Derivatives Feeds

Trades, quotes, and full order book for fixed income and STIR derivatives including Euribor, Short Sterling, Eurodollar, Euroswiss, Euroyen, EONIA, Long Gilt and Swapnotes

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    • NYSE Liffe Fixed Income Derivatives BBO1

      Product Price

      License Fee: €875

      Fixed income derivatives BBO1: the best bid, best offer and traded prices for fixed income derivatives including Euribor, Short Sterling, Eurodollar, Euroswiss, Euroyen, EONIA, Long Gilt and Swapnotes.

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

      NYSE Liffe Fixed Income Derivatives BBO10

      Product Price

      License Fee: €1,325

      Fixed income derivatives BBO10: the top 10 levels of order book and traded prices for fixed income derivatives including Euribor, Short Sterling, Eurodollar, Euroswiss, Euroyen, EONIA, Long Gilt and Swapnotes.

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

      NYSE Liffe Fixed Income Derivatives FOB

      Product Price

      License Fee: €1,325

      Fixed income derivatives FOB: the full order book and traded prices for fixed income derivatives including Euribor, Short Sterling, Eurodollar, Euroswiss, Euroyen, EONIA, Long Gilt and Swapnotes.

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

NYSE Liffe U.S. Derivatives Feeds

Trades, quotes, and full order book for NYSE Liffe U.S. derivatives including Gold and Silver futures and options, and MSCI index futures

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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 Last Sale and Order Book data for NYSE Liffe U.S. options and futures products.

      • Product Type Real-Time Reference
      • Market NYSE Liffe US
      • Asset Class 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 US
          • Asset Class 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 US
          • Asset Class 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 US
          • Asset Class 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 US. 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 US
          • 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