Print this Page   
   TAQ Liffe Fixed Income Derivatives Trades  

The TAQ Liffe Fixed Income Derivatives Trades product includes time and sales data, end of day summary data and reference data for fixed income derivatives published on the Liffe real-time data feed.

This product allows clients to retrieve a record of executed trade prices, trade volumes and trade times 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, Level 1, End of Day Summary or Reference products individually please click on the links below:

    Liffe Fixed Income Derivatives Level 2

    Liffe Fixed Income Derivatives Level 1

    Liffe Fixed Income Derivatives End of Day Summary

    Liffe Fixed Income Derivatives Reference

    For further information

    Global TAQ Historical Data

    Client Specification

    Sample Data

    TAQ Frequently Asked Questions


  • Instruments Covered
    Options, Futures, Derivatives

    Markets Covered
    Euronext Derivatives
    Related Euronext Data Products
    Included Data
    Product News
    There is no product news at this time