Data Products By Market: Liffe U.S.

Liffe U.S. Products

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

      Product Price

      Access Fee:$300

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

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

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

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

          Liffe U.S. Full Order Book (FOB)

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

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

          Liffe U.S. Open Interest

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

          Liffe U.S. Reference Data

          Liffe U.S. Reference Data includes the reference data for each future, option, and strategy listed on 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 Liffe U.S.
          • Asset Class Futures
          • Data Type Master File

TAQ Liffe U.S. Products

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

  • Show Products
    • TAQ Liffe U.S. Level 1

      The TAQ 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 Liffe real-time data feed.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Reference Master File
      • Additional Details
        • TAQ Liffe U.S. Level 1

          • Product Type Historical Reference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

          TAQ Liffe U.S. Contract File

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

          TAQ Liffe U.S. Trades

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

          TAQ Liffe U.S. Outright File

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

          TAQ Liffe U.S. Strategy File

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

      TAQ Liffe U.S. Level 2

      The TAQ 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 Liffe U.S.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • TAQ Liffe U.S. Level 2

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

          TAQ Liffe U.S. Contract File

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

          TAQ Liffe U.S. Level 1

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

          TAQ Liffe U.S. Outright File

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

          TAQ Liffe U.S. Trades

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

          TAQ Liffe U.S. Strategy File

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

      TAQ Liffe U.S. Trades

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

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

Liffe U.S. Open Interest

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

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

Liffe U.S. Products

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

      Product Price

      Access Fee:$300

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

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

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

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

          Liffe U.S. Full Order Book (FOB)

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

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

          Liffe U.S. Open Interest

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

          Liffe U.S. Reference Data

          Liffe U.S. Reference Data includes the reference data for each future, option, and strategy listed on 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 Liffe U.S.
          • Asset Class Futures
          • Data Type Master File

Liffe U.S. Reference Data

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

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

TAQ Liffe U.S. Products

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

  • Show Products
    • TAQ Liffe U.S. Level 1

      The TAQ 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 Liffe real-time data feed.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Reference Master File
      • Additional Details
        • TAQ Liffe U.S. Level 1

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

          TAQ Liffe U.S. Contract File

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

          TAQ Liffe U.S. Trades

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

          TAQ Liffe U.S. Outright File

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

          TAQ Liffe U.S. Strategy File

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

      TAQ Liffe U.S. Level 2

      The TAQ 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 Liffe U.S.

      • Product Type Historical Reference
      • Market Liffe U.S.
      • Asset Class Derivatives Options Futures
      • Data Type Trades / Last Sale Quotes / Best Bid & Offer Depth of Book Reference Master File
      • Additional Details
        • TAQ Liffe U.S. Level 2

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

          TAQ Liffe U.S. Contract File

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

          TAQ Liffe U.S. Level 1

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

          TAQ Liffe U.S. Outright File

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

          TAQ Liffe U.S. Trades

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

          TAQ Liffe U.S. Strategy File

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

      TAQ Liffe U.S. Trades

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

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