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   TAQ Liffe Index Derivatives Level 1  

The TAQ Liffe Index Derivatives Level 1 product includes historical BBO (best bid and offer), last trade, end of day summary and reference data for index 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 environment. All data is time-stamped to the millisecond.

Liffe index derivatives products include the following:

  • Index Futures on FTSE 100, CAC 40, AEX, BEL 20, PSI 20 plus TOPIX and Dividend indices
  • Index Options on FTSE 100, CAC 40, AEX (including weekly and daily options) and BEL 20 indices.

    TAQ data is presented in 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:

    Liffe Index Derivatives Level 2

    Liffe Index Derivatives Trades

    Liffe Index Derivatives End of Day Summary

    Liffe Index Derivatives Reference

    For further information

    Global TAQ Historical Data

    Client Specification

    Sample Data

    TAQ Frequently Asked Questions


  • Instruments Covered
    Futures, Derivatives, Options

    Markets Covered
    Euronext Derivatives
    • Access Fee

      €500 / mo.

    Related Euronext Data Products
    Included Data
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