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   NYSE Liffe NextHistory Equity Derivatives Intraday  

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.

Tick data includes all trades and best bid/offer prices, but does not include historical depth of market information.

NextHistory data is available up until 31 December 2010. For data beyond this date, clients should refer to the 'TAQ Europe' historical data product.

For further queries please send an e-mail to Euronext Data Solutions’ Sales & Account Management..

 


Instruments Covered
Derivatives

Markets Covered
NYSE Liffe
  • Direct Access Fee

    €500 / mo.

  • Table depicting the pricing options available.
    Price List (PDF)
Included Data
History: 1 Jan 2000 - 31 Dec 2010

 

Field Description
Date Follows the format d-MMM-yyyy, where MMM is in upper case. If the day of the month is less than 10, there is a space appended at the beginning of the record.
Contract code Contract code is for example VOD. The Exchange Code of the instrument is encoded in the file name (first character).
Delivery date  In format MMMyy, where MMM is in upper case
Contact type C (Call), P (Put), F (Futures)
Exercise price Exercise price of the instrument. Can include additional zeros on the left side of the number. Futures instruments should have 0 or empty value in this column.
Volume Number of traded instruments for the day
Estimated/Yesterdays Volume Some files don’t include this value
Open interest Number of open positions at the end of the trading day
Open Open price for the security
Open first Some files don’t include this value
Open last Some files don’t include this value
High Highest price achieved during the trading day.
Low Lowest price of the trade during the trading day.
Close Price of the instrument at close of the trading day.
Filler Empty
Filler Empty
Filler Empty
Closing offer Offer price at close
Closing bid Bid price at close
History: 1 Jan 1992 - 31 Dec 2010
Ask, Bid and Trade (plus volume) recorded during each trading day
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