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   TAQ Liffe Fixed Income Derivatives Level 1  

The TAQ Liffe Fixed Income Derivatives Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for fixed income derivatives published on the Liffe real-time data feed.

This product allows clients to recreate top of book conditions for any given time period, based on data received in a real-time ticker plant environment. All data is time stamped to the millisecond.

Liffe Fixed Income Derivatives products include the following:

  • Short term Interest Rate futures and options (Euribor, Sterling, EONIA, Euroswiss)
  • Bond and Swapnote® futures and options
  • Currency futures and options

    TAQ data is presented in a normalized ASCII pipe-delimited file format. Files are compressed using GZIP, and are provided to clients on a T+1 basis.

    To purchase the Level 2, Trades, End of Day Summary or Reference products individually please click on the links below:

    TAQ Liffe Fixed Income Derivatives Level 2

    TAQ Liffe Fixed Income Derivatives Trades

    TAQ Liffe Fixed Income Derivatives End of Day Summary

    TAQ Liffe Fixed Income Derivatives Reference

    For further information

    Global TAQ Historical Data

    Client Specification

    Sample Data

    TAQ Frequently Asked Questions

    CONTACT DETAILS
    Email: acctmgteurope@nyx.com

  • Instruments Covered
    Options, Futures, Derivatives

    Markets Covered
    Euronext Derivatives
    • Access Fee

      €750 / mo.

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    Included Data
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