TAQ NYSE Liffe

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 enables clients the ability to analyze historical trade and order book data to identify market patterns for the development and testing of profitable trading strategies for commodity, fixed income, equity, and index futures and options contracts traded on the NYSE Euronexts European derivatives market, NYSE Liffe.

Reliable data drives profitability in fastmoving markets

Fast Facts
What is it?
TAQ NYSE Liffe delivers complete historical Level 1 (top of book), Level 2 (full depth of book) and trade data on a T+1 basis for the NYSE Liffe 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.

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.

Who is it for?
TAQ NYSE Liffe is designed for customers who need full visibility into the NYSE Liffe market to conduct time-series 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.

Solution Benefits
TAQ NYSE Liffe 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 activity on the NYSE Liffe 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 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 includes complete top of book data and full depth of market data for all commodity, fixed income, equity, and index futures and options contracts traded on NYSE Liffe.

www.nyx.com
2011 NYSE Euronext All Rights Reserved

NYSE TEchNologiES

TAQ NYSE Liffe

Available Data
Fixed Income Derivatives
Short-term Interest Rate Futures and Options (Euribor, Sterling, EONIA, Euroswiss) Bond and Swapnote Futures and Options Currency Futures and Options

Commodity Derivativess
London Commodities: Cocoa, Coffee, White Sugar, Feed Wheat Paris Commodities: Milling Wheat, Rapeseed, Corn, Malting Barley, Skimmed Milk Powder

Index Derivatives
Index Futures on FTSE 100, CAC 40, AEX, BEL 20, PSI 20, TOPIX, and Dividend Indices Index Options on FTSE 100, CAC 40, AEX (including weekly and daily options), and BEL 20 Indices

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.

Equity Derivatives
Universal Stock Futures (USFs) Equity Options

Data Format
All data is time stamped to the millisecond.

Find Out More

Call +44 20 7379 2897 Email nyse-technologies-sales@nyx.com Visit http://nysetechnologies.nyx.com

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

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

11548/111005