Data Products By Market: NYSE Liffe
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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
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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.

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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.

  • Show Products

    • 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
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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.