TAQ NYSE Liffe U.S.

NYSE Technologies offers a suite of Trades and Quotes (TAQ) historical data products, providing customers a deeper insight into the trading environment. TAQ NYSE Liffe U.S. enables clients the ability to analyze trade and order book data in order to identify market patterns for the development and testing of profitable trading strategies for commodity, fixed income, and equity index derivatives contracts traded on the NYSE Euronexts US derivatives market, NYSE Liffe U.S.

Reliable data drives profitability in fastmoving markets

Fast Facts
What is it?
TAQ NYSE Liffe U.S. delivers complete Level 1 top of book and Level 2 full depth of book trade data on a T+1 basis for the NYSE Liffe U.S. derivatives market.

Customer Challenges
Participants in derivatives markets need access to reliable and consistent trade and order information for individual futures and options instruments, as well as for the market as a whole.

Reliable Source of Market Data

NYSE Technologies is the natural source of market data for the NYSE Euronext markets. TAQ historical data products are trusted and industry-recognized, providing high quality and consistent data.

Back Testing
One of the difficulties in back testing trading strategies is performing tests on normalized data as it was, or would have been, received in real-time especially when testing across markets.

Who is it for?
TAQ NYSE Liffe U.S. is designed for customers seeking full visibility into the NYSE Liffe U.S. market to conduct timeseries analysis, back-test existing trading strategies, identify market patterns to employ new profitable approaches, or gain an in-depth understanding of market dynamics and events for trading or regulatory purposes.

Raw Data
At times, it is incredibly important to understand what happened on the wire or within the real-time exchange feed in order to understand the nuances of market dynamics.

Solution Benefits
TAQ NYSE Liffe U.S. addresses client needs by enabling the recreation of both market and order book conditions for any given time period based on data received in the real-time ticker plant environment.

Back Test Trading Strategies

All TAQ data is collected and normalized in a single ticker plant and all hardware within the plant is synchronized to within 100 s, ensuring that clients receive data as the production ticker plant received it. This is especially useful for testing arbitrage strategies across multiple market centers, across similar products within a market, or calendar-spreading strategies across maturities within a product.

Key Features
Comprehensive history of daily history on the NYSE Liffe U.S. market Data is simple to consume and analyze with either standard or time-series databases Raw data can be analyzed directly or replayed over a network at any given speed

Raw Data Playback

NYSE Technologies feed handlers capture raw data from the real-time NYSE Liffe U.S. feeds. Clients can replay this data as it happened on the wire to understand the nuances of market dynamics, or for running test on trading infrastructure.

Breadth of Market Data Content

TAQ NYSE Liffe U.S. includes complete top-of-book data and full order book data for all commodity, fixed income, and equity index futures and options contracts traded on NYSE Liffe U.S.

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TAQ NYSE Liffe U.S.

Available Data
NYSE Liffe U.S. Fixed Income Derivatives
Eurodollar Futures Two-Year Treasury Futures US Bond Futures Five-Year Treasury Futures Ultra Bond Futures Ten-Year Treasury Futures

NYSE Liffe U.S. Commodity Derivatives

100 oz. Gold Futures 5000 oz. Silver Futures Mini-Sized Gold Futures Mini-Sized Silver Futures 100 oz. Gold Futures Options 5000 oz. Silver FuturesOptions

NYSE Liffe U.S. Equity Index Derivatives

MSCI EAFE Mini Index MSCI EM Net Total Return Mini Index MSCI USA Value Mini Index MSCI Europe Mini Index MSCI Emerging Markets Mini Index MSCI USA Mini Index MSCI Pan-Euro Mini Index MSCI Europe Growth Mini Index MSCI EAFE Net Total Return Mini Index MSCI USA Growth Mini Index MSCI Euro Mini Index MSCI Europe Value Mini Index

About NYSE Technologies

NYSE Technologies provides comprehensive transaction, data and infrastructure services and managed solutions for buy-side, sell-side and exchange communities that require next-generation performance and expertise for mission critical and valueadded client services.

Data Format
All data is time stamped to the millisecond.

Find Out More

Call +1 (212) 510-3600 Email nyse-technologies-sales@nyx.com Visit http://nysetechnologies.nyx.com

Normalized
Normalized data will be provided on a T+1 basis in pipe-delimited ASCII text format.

Raw
Raw data will be captured in the NYSE Technologies feed handler capture and replay format.

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