Data Products By Type: Historical Data

Complete tick-by-tick data for Trades, Quotes, and Depth of Book data
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Euronext NextHistory Cash

Euronext NextHistory Cash offers historical data for all Euronext Cash Markets

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    • Euronext NextHistory Cash BBO

      Product Price

      Direct Access Fee: €1000 /mo.
      Enterprise Fee: €1000 /mo.

      The BBO File includes, in addition to the End-of-Day File and the Trade File, NYSE Euronext Best Bid & Offer (BBO) data.

      • Product Type Historical Summary
      • Market Euronext
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trading Summaries Trades / Last Sale
      • Additional Details

        • Euronext NextHistory Cash BBO

          NYSE Euronext Best Bid & Offer (BBO) data.

          • Product Type Historical
          • Market Euronext
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Euronext NextHistory Cash EOD

          Trading summary for each Euronext-listed cash security

          • Product Type Summary
          • Market Euronext
          • Asset Class Equities
          • Data Type Trading Summaries

          Euronext NextHistory Cash Trades

          Trade file for Euronext cash markets, including trade cancellations, trade IDs and off-market data (reported through TCS)

          • Product Type Historical
          • Market Euronext
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Euronext NextHistory Cash Trades

      Product Price

      Direct Access Fee: €750 /mo.
      Enterprise Fee: €750 /mo.

      The Trade File includes the End-of-Day File, Euronext central order book trade information, trade cancellations and off-market data reported through TCS. TCS is the system used by NYSE Euronext to report OTC-trades executed outside the central order book.

      • Product Type Summary Historical
      • Market Euronext
      • Asset Class Equities
      • Data Type Trading Summaries Trades / Last Sale
      • Additional Details

        • Euronext NextHistory Cash EOD

          Trading summary for each Euronext-listed cash security

          • Product Type Summary
          • Market Euronext
          • Asset Class Equities
          • Data Type Trading Summaries

          Euronext NextHistory Cash Trades

          Trade file for Euronext cash markets, including trade cancellations, trade IDs and off-market data (reported through TCS)

          • Product Type Historical
          • Market Euronext
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Euronext NextHistory Cash EOD

      Product Price

      Direct Access Fee: €500 /mo.
      Enterprise Fee: €500 /mo.

      Trading summary for each Euronext-listed cash security

      • Product Type Summary
      • Market Euronext
      • Asset Class Equities
      • Data Type Trading Summaries

NYSE InfoTools

NYSE InfoTools is a suite of information products designed to satisfy the growing information needs of sophisticated trading customers and retail investors alike. NYSE InfoTools offers more granular information about NYSE trading, with minimum latency.

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    • NYSE ReTrac

      Product Price

      Access Fee:$1,500

      ReTrac is a real-time datafeed that allows investors to identify retail trading behaviors by monitoring the retail share volume as it is executed.

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

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      ReTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that contains a summary of the ReTrac activity during the day for each stock and identifies the volume of retail buy and sell shares executed on the NYSE.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE ProTrac

      Product Price

      Access Fee:$1,500

      ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed.

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

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      ProTrac EOD

      Product Price

      Direct Access Fee:$500

      At approximately 8:00PM each day, a file will be made available that includes a summary of all program trading activity for each stock and identified the amount that was executed for all index arbitrage program trades from that of all non-index arbitrage program trading.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE InfoTools

      Product Price

      Access Fee:$3,000

      NYSE InfoTools is a suite of information products designed to satisfy the growing information needs of sophisticated trading customers and retail investors alike. NYSE InfoTools offers more granular information about NYSE trading, with minimum latency.

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

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE InfoTools EOD

      Product Price

      Direct Access Fee:$3000

      The InfoTools EOD package includes the ProTrac EOD (Replay and Summary Files), ReTrac EOD (Replay and Summary Files), NYSE Trades EOD, NYSE Short Sales, and NYSE Off-Tape Executions File.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Off-Tape Executions

          The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions. The TAQ NYSE Off-Tape Executions provide investors the ability to identify additional executed volume at the NYSE by capturing all odd-lot and partial round lot execution share volume for each stock.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

NYSE Products

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    • NYSE OpenBook

      Product Price

      Access Fee:$5,000

      NYSE OpenBook provides a real-time view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see displayed limit-order volume at every bid and offer price, thus responding to customer demand for more depth-of-market data and raising the NYSE market to an even greater level of transparency. NYSE OpenBook is available via an electronic data feed or via market data vendor services. NYSE OpenBook is available directly from the NYSE via an electronic data feed or historical database and via most market data vendors.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Depth of Book Reference
      • Additional Details

        • NYSE BBO

          The Real-Time NYSE Quotes feed provides NYSE Quotes (best bid/ask quotations) for all NYSE-traded securities as part of the NYSE OpenBook product offering. For no additional fees, customers of NYSE OpenBook can choose to receive the NYSE Best Quote directly from NYSE rather than through the Consolidated Quotation System (CQS). This means that firms will be provided a complete liquidity picture containing both depth of book and best market quote interest directly and more efficiently than ever before. The NYSE best market quote differs from top of book information in that it contains not only limit orders on the book but specialist and Floor broker interest that is not on the book.

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

          NYSE OpenBook Aggregated

          NYSE OpenBook Aggregated provides a 1-second snapshot view of the Exchange's limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The data is dynamically updated every 1-second all day between 7:30am and 4:30pm. The datafeed is available via SFTI multicast feed in PDP Binary Format.

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

          NYSE OpenBook Ultra

          NYSE OpenBook provides an order-by-order view of the limit-order book for all NYSE-traded securities. NYSE OpenBook lets traders see aggregate limit-order volume at every bid and offer price. The feed is active from 7:30am to 4:30pm, available as a SFTI multicast feed in PDP Binary Format.

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

          NYSE Order Imbalances

          The NYSE Order Imbalances datafeed is a separate datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE Alerts

      Product Price

      Access Fee:$500

      NYSE Alerts is a real-time data feed information service from New York Stock Exchange that provides real-time messages regarding certain conditions related to the trading of NYSE-traded securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Corporate Actions / Dividends Reference
      • Additional Details

        • NYSE Alerts

          Alerts is a real-time data feed service from NYSE. Messages include Security Trading Status data such as Market Imbalances, Trading Halts/Delays, ITS Pre-Opening Indications and Trading Collars.

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Corporate Actions / Dividends

          NYSE LRP

          A real-time feed that provides the Liquidity Replenishment Points (LRPs) for each issue traded on NYSE

          • Product Type Real-Time Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference

      NYSE InfoTools

      Product Price

      Access Fee:$3,000

      NYSE InfoTools is a suite of information products designed to satisfy the growing information needs of sophisticated trading customers and retail investors alike. NYSE InfoTools offers more granular information about NYSE trading, with minimum latency.

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

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE BBO

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

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

      NYSE Trades

      Product Price

      Access Fee:$1,500

      The Real-Time NYSE Trades feed provides the NYSE Last Sale for all NYSE-traded securities. Like the NYSE Quotes product, customers can now choose to receive the NYSE Trades directly from NYSE rather than through the Consolidated Quotation System (CTS). Aside from having a lower latency than CTS, each NYSE Trade message is enhanced with a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

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

      NYSE Real-Time Reference Prices

      Product Price

      Access Fee: $60,000

      NYSE Real-Time Reference Prices feed provides real-time last sale prices in NYSE-Traded Securities. This feed is designed for financial website portals so that there are no reporting requirements.

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

      NYSE Order Imbalances

      Product Price

      Access Fee:$500

      NYSE Order Imbalances is a datafeed which publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities.

      • Product Type Real-Time Reference
      • Market NYSE
      • Asset Class Equities
      • Data Type Reference

Summary and Statistics Products

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    • NYSE Broker Volume Database

      Product Price

      Direct Access Fee:$3000

      The NYSE Broker Volume provides a summarized ranking of executed volume in each NYSE-traded security by entering (or introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • NYSE Broker Volume Web

          Web-based reports of aggregate volume executed by each entering (introducing) member firm. Reports are available Daily, Monthly, Quarterly and Semi-annually. Reports can be created for a given stock, index, industry sector or by member firm.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          NYSE Broker Volume XML

          XML-formatted database, delivered daily (9pm trade date). Contains aggregate volume executed by each participating member firm for each NYSE-traded security.

          • Product Type Summary
          • Market NYSE NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

      NYSE Broker Volume Web

      Product Price

      Direct Access Fee:$300

      Web-based reports of aggregate volume executed by each entering (introducing) member firm.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class Equities
      • Data Type Trading Summaries

      National Market Volume Summary

      Product Price

      Direct Access Fee:$100

      Daily file providing total trades, volume and dollar volume by market center (exchange) in each NYSE-traded issue.

      • Product Type Summary
      • Market NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE Volume Summary

      Product Price

      Direct Access Fee:$100

      Detailed breakdown of NYSE and AMEX Trading activity by share size, number of trades, short sales, odd-lot volume, VWAP, etc.

      • Product Type Summary
      • Market NYSE Amex NYSE
      • Asset Class Equities
      • Data Type Trading Summaries

      NYSE InfoTools

      Product Price

      Access Fee:$3,000

      NYSE InfoTools is a suite of information products designed to satisfy the growing information needs of sophisticated trading customers and retail investors alike. NYSE InfoTools offers more granular information about NYSE trading, with minimum latency.

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

        • NYSE ProTrac EOD Replay

          A replay of the program trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ProTrac

          ProTrac is a realtime datafeed that provides investors the ability to identify program trading executions at the NYSE by monitoring the program share volume for each stock as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          NYSE ReTrac EOD Replay

          A replay of the retail trading datafeed.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac EOD Summary

          A summary of all program trading activity for each stock identifying the total amount of shares that was executed for each stock through index arbitrage program trading vs. all other program trading strategies.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          NYSE ReTrac

          ReTrac is a real-time datafeed that provides investors the ability to identify retail trading behaviors at the NYSE by monitoring the retail share volume for each stock in real-time as it is executed. Upon execution, the Symbol, Volume, and Time of Execution will be disseminated as a realtime message. Specifications and sample files are available below for better explanation of the data and how it is structured. Also included in the specification is specific contact information should you need a hand.

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

          TAQ NYSE Trades

          TAQ NYSE Trades provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities. Each NYSE Trade message is an enhanced with the source timestamp and a transaction LinkID that will allow customers of NYSE InfoTools to match each execution message with the tape print.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      Monthly ETP Market Quality & Trading Statistics Report

      This report provides comprehensive market quality and trading statistics on all Exchange Traded Products (ETPs). The file is available on the 15th of every month with a two month lag. For example, January data is available on March 15th and February data is available on April 15th.

      • Product Type Summary
      • Market NYSE NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

TAQ CTA Products

TAQ CTA products provide monthly, daily, intraday, and customizable access to trades and quotes for all issues listed on NYSE, Nasdaq (OTC), and Regional Exchanges.

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    • Daily TAQ

      Product Price

      Direct Access Fee: $1,500

      Daily TAQ (Trade and Quote) provides users with FTP access to all trades and quotes for all issues traded on NYSE, Nasdaq(OTC), and Regionals for the previous trading day.

      • Product Type Historical Reference
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Administrative Master File Trades / Last Sale
      • Additional Details

        • Daily NBBO File

          An addendum to the Daily Quotes file, indicating the National Best Bid and Offer

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily Quotes File

          Every quote reported to the consolidated tape, from all CTA participants. Each quote identifies the time, exchange, security, bid/ask volumes, bid/ask prices, NBBO indicator, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer

          Daily TAQ Master File (Beta)

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative Master File

          Daily TAQ Master File

          Master list of securities for the trade and quote files

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Master File

          Daily Trades File

          Every trade reported to the consolidated tape, from all CTA participants. Each trade identifies the time, exchange, security, volume, price, sale condition, and more. See the specifications for the full list.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Admin Messages

          • Product Type Reference
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Administrative

      Monthly TAQ

      Product Price

      Direct Access Fee:$800

      TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month.

      • Product Type Historical
      • Market All CTA Participating Markets NYSE
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale
      • Additional Details

        • Monthly TAQ (Trade and Quote Detail)

          TAQ DVD provides users with access to all trades and quotes in NYSE-listed and non-listed stocks for one month. This product includes a 32-bit Windows program for retrieving trades and quotes for specific days and ticker symbols. Academic Institutions can apply for a discount on only TAQ dataset. Please contact the NYSE Data Team at info@nysedata.com.

          • Product Type Historical
          • Market All CTA Participating Markets
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Trades / Last Sale

          Regulation SHO Data

          In response to SEC Regulation SHO, SRO's must make Short Sale transactions data available on a monthly basis for trade dates beginning January 2005 through the pilot period ending April 2006. NYSE has released it's TAQ NYSE Short Sale data to users of Monthly TAQ at no additional fee.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ Web

      Product Price

      Direct Access Fee:$500

      TAQ Web is an online service that allows subscribers access to historical intraday transactions and quotations for all NYSE-listed and non-listed stocks.

      • Product Type Historical
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Trades / Last Sale

      Custom TAQ

      Product Price

      Starting at:$2

      Custom TAQ allows users to build customized trade data reports online (sorry no quotes yet). Rather than subscribing to the complete database of transaction information users can now purchase data in smaller chunks without any ongoing commitment. Complete trade history is available back to 2003. Cost is based upon the number of stocks and dates chosen. The trade data covers all NYSE, Regional Exchange and NASDAQ-listed stocks.

      • Product Type Historical Summary
      • Market All CTA Participating Markets
      • Asset Class Equities
      • Data Type Trades / Last Sale Trading Summaries

TAQ Luxembourg Products

Luxembourg historical data is designed for clients who need full visibility into the Luxembourg market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of market dynamics. Clients can choose from Level 2, Level 1, Trades and Reference data sets across multiple asset classes and market trading platforms. All data is time stamped in milliseconds.

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    • TAQ Luxembourg Data Set

      Product Price

      Access Fee: €1500

      The TAQ Luxembourg data set (or Level 2) product includes complete historical order book, BBO (best bid and offer), last trade, and reference data for securities published on the Luxembourg real-time data feed.

      • Product Type Historical Reference
      • Market Euronext
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book
      • Additional Details

        • TAQ Luxembourg Level 1

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ Luxembourg Level 2

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ Luxembourg Reference

          • Product Type Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Reference

          TAQ Luxembourg Trades

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Equities
          • Data Type Reference Trades / Last Sale

TAQ NYSE Arca Europe Products

NYSE Arca Europe historical data is designed for clients who need full visibility into the NYSE Arca Europe market seeking to either develop and deploy profitable trading strategies or gain an in-depth understanding of market dynamics. Clients can choose from Level 2, Level 1, Trades and Reference data sets across multiple asset classes and market trading platforms. All data is time stamped in milliseconds.

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    • TAQ NYSE Arca Europe Data Set

      Product Price

      Access Fee: €1000

      The TAQ NYSE Arca Europe data set (or Level 2) product includes complete historical order book, BBO (best bid and offer), last trade, and reference data for securities published on the NYSE Arca Europe real-time data feed.

      • Product Type Historical Reference
      • Market NYSE Arca Europe
      • Asset Class Equities
      • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book
      • Additional Details

        • TAQ NYSE Arca Europe Level 1

          • Product Type Historical Reference
          • Market NYSE Arca Europe
          • Asset Class Equities
          • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE Arca Europe Level 2

          Full Orderbook

          • Product Type Historical Reference
          • Market NYSE Arca Europe
          • Asset Class Equities
          • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE Arca Europe Reference

          • Product Type Reference
          • Market NYSE Arca Europe
          • Asset Class Equities
          • Data Type Reference

          TAQ NYSE Arca Europe Trades

          • Product Type Historical Reference
          • Market NYSE Arca Europe
          • Asset Class Equities
          • Data Type Reference Trades / Last Sale

TAQ NYSE Arca Products

TAQ NYSE Arca products provide full visibility of transactions that occur on NYSE Arca or NYSE ArcaEdge (OTCBB securities).

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    • TAQ NYSE ArcaBook

      Product Price

      Direct Access Fee: $1,000

      NYSE ArcaBook data is available on a historical/end-of-day basis in flat file format, enabling you to recreate the limit order book for any given time.

      • Product Type Historical
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Depth of Book

      TAQ NYSE Arca Trades

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Arca Trades provides detailed execution data for all transactions handled by NYSE Arca or ArcaEdge (OTCBB securities).

      • Product Type Historical
      • Market NYSE Arca
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • TAQ NYSE Arca Trade Bust

          Trade bust information, which can be mapped to the original trade message, is also available.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ NYSE Arca Trades

          TAQ NYSE Arca Trades includes trades executed on NYSE ArcaBook, with an external market center, and orders which "crossed" on NYSE Arca. All orders are time stamped in milliseconds and contain a unique reference number enabling users to track the lifecycle of an order — from entry to execution or cancel. Execution reports indicate whether the order was executed against another order on the NYSE Arca system or executed against an external market center (e.g., ITS or Instinet).

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trades / Last Sale

      NYSE Arca EOD ETF Report

      Product Price

      Direct Access Fee:$200

      The Arca EOD Index Report provides statistics for NYSE and NYSE Arca listed ETFs.

      • Product Type Summary
      • Market NYSE Arca
      • Asset Class ETFs
      • Data Type Trading Summaries

TAQ NYSE Euronext Products

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

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    • TAQ NYSE Euronext Complete Data Set

      Product Price

      Access Fee: €2625

      The TAQ NYSE Euronext complete data set includes full historical order book, BBO (best bid and offer), last trade, and reference data for the whole NYSE Euronext regulated market as published on the NYSE Euronext European real-time data feed.

      • Product Type Historical Reference
      • Market Euronext
      • Asset Class Equities ETFs Stock Warrants and Certificates
      • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book

      TAQ NYSE Euronext Equities Data Set

      Product Price

      Access Fee: €2000

      The TAQ NYSE Euronext Equities data set (or Level 2) includes complete historical order book, BBO (best bid and offer), last trade, and reference data for equities published on the NYSE Euronext European real-time data feed.

      • Product Type Historical Reference
      • Market Euronext
      • Asset Class Equities ETFs Stock
      • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book

      TAQ NYSE Euronext Warrants Data Set

      Product Price

      Access Fee: €1500

      The TAQ NYSE Euronext Warrants data set (or Level 2) includes complete historical order book, BBO (best bid and offer), last trade, and reference data for warrant and certificates published on the NYSE Euronext European real-time data feed.

      • Product Type Historical Reference
      • Market Euronext
      • Asset Class Equities Warrants and Certificates
      • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book

TAQ NYSE Products

TAQ NYSE products provide full visibility of transactions that occur on NYSE. Full order book and trades data is supplemented with offerings on volume, security status, order imbalances, and more.

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    • TAQ NYSE Closing Prices

      Product Price

      Direct Access Fee:$100

      The TAQ Closing Prices files are available at approximately 4:30pm each trading day. It shows the Open/High/Low/Last prices and Total Volume for all NYSE-listed, NYSE Alternext US-listed (Amex) and NYSE Arca-listed issues as of the 4:00pm close. Issues are separated into files based on the exchange venue where it is listed.

      • Product Type Summary
      • Market NYSE Amex NYSE Arca NYSE
      • Asset Class Equities
      • Data Type Trading Summaries
      • Additional Details

        • TAQ NYSE Amex Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Amex Volume.

          • Product Type Summary
          • Market NYSE Amex
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Arca Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Arca Volume.

          • Product Type Summary
          • Market NYSE Arca
          • Asset Class Equities
          • Data Type Trading Summaries

          TAQ NYSE Closing Prices

          The Closing Prices file includes the Open, High, Low, Last and Total NYSE Volume.

          • Product Type Summary
          • Market NYSE
          • Asset Class Equities
          • Data Type Trading Summaries

      TAQ NYSE OpenBook Web

      Product Price

      Direct Access Fee:$500

      TAQ NYSE OpenBook Web is an online service that allows subscribers to view the contents of the specialist book for any stock at any given point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book

      TAQ NYSE OpenBook

      Product Price

      Direct Access Fee: $1,500

      TAQ NYSE OpenBook allows users to recreate the limit order book at any point in the day, or over a period of time.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Depth of Book
      • Additional Details

        • TAQ NYSE OpenBook

          Daily files available via FTP containing all NYSE OpenBook and NYSE Liquidity Quote data for previous day's trading. OpenBook data is available as of 1/24/02.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

          TAQ NYSE OpenBook Ultra

          Daily files available via FTP containing all NYSE OpenBook Ultra data for the previous day's trading.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Depth of Book

      TAQ NYSE Short Sales

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Short Sales is a monthly product containing a collection of the month's end of day replay files. The NYSE Short Sale files provide investors the ability to identify short sale behaviors at the NYSE by monitoring the short sale execution share volume for each stock.

      • Product Type Historical
      • Market NYSE NYSE Amex
      • Asset Class Equities
      • Data Type Trades / Last Sale
      • Additional Details

        • TAQ NYSE Short Sales

          The TAQ NYSE Short Sale execution file provides all short sale execution that occured in the trading month. This extract is available as a monthly ftp file in pipe dellimited format.

          • Product Type Historical
          • Market NYSE
          • Asset Class Equities
          • Data Type Trades / Last Sale

          TAQ Reg SHO Short Sales

          • Product Type Historical
          • Market NYSE NYSE Amex
          • Asset Class Equities
          • Data Type Trades / Last Sale

      TAQ NYSE Off-Tape Executions

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Off Tape Executions Replay file is a nightly product that contains all of the Odd-lot and PRL executions.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Trades

      Product Price

      Direct Access Fee:$500

      The TAQ NYSE Trades file provides each NYSE Last Sale printed throughout the trading day for all NYSE-traded securities.

      • Product Type Historical
      • Market NYSE
      • Asset Class Equities
      • Data Type Trades / Last Sale

      TAQ NYSE Order Imbalances

      Product Price

      Direct Access Fee:$500

      TAQ NYSE Order Imbalances provides a capture of the NYSE Order Imbalance Data feed. The NYSE Imbalance Data feed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities which greatly enhances market transparency and improves the quality of opening and closing auctions.

      • Product Type Reference
      • Market NYSE
      • Asset Class Equities Stock
      • Data Type Reference
      • Additional Details

        • TAQ NYSE Order Imbalances - Pipe Delimited

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities Stock
          • Data Type Reference

          TAQ NYSE Order Imbalances

          The TAQ NYSE Order Imbalance product provides a capture of the NYSE Order Imbalance datafeed. The NYSE Imbalance Datafeed publishes Opening and Closing imbalances automatically at specified intervals throughout the trading day for all NYSE listed securities. The NYSE Order Imbalance feed will greatly enhance the transparency of our market and improve the quality of our opening and closing auctions.

          • Product Type Reference
          • Market NYSE
          • Asset Class Equities
          • Data Type Reference
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TAQ NYSE BondMatch Products

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

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    • TAQ NYSE BondMatch Data Set

      Product Price

      Access Fee: €1000

      The TAQ NYSE BondMatch data set (or Level 2) product includes complete historical order book, BBO (best bid and offer), last trade, and reference data for corporate bonds published on the NYSE BondMatch real-time data feed.

      • Product Type Historical Reference
      • Market Euronext
      • Asset Class Corporate Bonds
      • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale Depth of Book
      • Additional Details

        • TAQ NYSE BondMatch Level 1

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE BondMatch Level 2

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Depth of Book Quotes / Best Bid & Offer Reference Trades / Last Sale

          TAQ NYSE BondMatch Reference

          • Product Type Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Reference

          TAQ NYSE BondMatch Trades

          • Product Type Historical Reference
          • Market Euronext
          • Asset Class Corporate Bonds
          • Data Type Reference Trades / Last Sale

TAQ NYSE Bonds Products

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    • TAQ NYSE Bonds

      Product Price

      Direct Access Fee: $750
      Enterprise Fee: $1000
      Indirect Access Fee: $500

      Orderbook and trade data for NYSE Bonds

      • Product Type Reference Historical
      • Market NYSE Arca
      • Asset Class Bonds Corporate Bonds
      • Data Type Master File Reference Depth of Book Trades / Last Sale
      • Additional Details

        • TAQ NYSE Bonds Bond Master

          The Bond Master file provides comprehensive information about the bonds being traded such as: Bond Symbol, Issuer Name, CUSIP ID, Interest Rate, Maturity Date, Face Value, Underlying, Alt Symbol, Suffix, Issue type, Bypass Clearing, Currency Code, Flat, Bankrupt, and Exchange

          • Product Type Reference
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Master File Reference

          TAQ NYSE Bonds Orderbook

          The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Depth of Book

          TAQ NYSE Bonds Trade Bust

          The Trade Bust message identifies trades that were busted after the execution was reported. These messages can be mapped to the original trade message using the sequence number.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Trades

          The trades file includes all executed trades throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale
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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