Taq Liffe Us Ost - fact sheet

www.nyx.com ©2011 NYSE Euronext All Rights Reserved TAQ NYSE Lie U.S. NYSE Tech nologies oers a suite o Trades and Quotes (TAQ) historical data products, providing customers a deeper insight into the trading environment. TAQ NYSE Lie U.S. enables cli ents the ability to analyze trade and order book data in order to identiy market patterns or the development and testing o pro ftable trading strategies or commodity, fxed income, and equity index derivati ves contracts tr aded on the NYSE Euronext’s US derivatives market, NYSE Lie U.S. Customer Challenges Participants in derivat ives markets need access to reliable and consistent trade and order inormation or individual utures and options instruments, as well as or the market as a whole. Reliable Source o Market Data NYSE Tech nologies is the natural source o market data or the NYSE Euronext markets. TAQ hi storical data products are trusted and industry-recognized, providi ng high quality and consistent data. Back Testing One o the difculties in back testing trading strategies is per orming tests on normalized data as it was, or would have been, received in real-time – e special ly when testing across markets. Raw Data At times, it is incredi bly important to understand what happened “on the wire” or within the real-time exchange eed in order to understand the nuances o market dynamics. Solution Benefts TAQ NYSE Li e U.S. addresses clie nt needs by enabling the recreation o both market and order book condition s or 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 µs, ensuring that clients receive data as the production ticker plant received it. This is especially useul or testing arbitrage strategies across mult iple market centers, across simi lar products within a market, o r calendar-spreading strategies across maturities within a product. Raw Data Playback NYSE Tech nologies’ eed handlers capture raw data rom the real-time NYSE Lie U.S. ee ds. Cli ents can replay this data as it happened “on the wire” to understand the nuances o market dynamics, or or runni ng test on trading inrastructure. Breadth o Market Data Content TAQ NYSE Li e U.S. includes complet e top- o-book data and ull order book data or all commodi ty, fxed income, and equity index utures and options contracts traded on NYSE Lie U.S. Reliable data drives proftability in ast- moving markets Fast Facts What is it? TAQ NYSE Lie U.S. delivers complete Level 1 top o book and Level 2 ull dep th o book trade data on a T+ 1 basis or the NYSE Lie U.S. derivatives market. Who is it or? TAQ NYSE Lie U.S. is designed or customers seeking ull visibility into the NYSE Lie U.S. market to conduct time- series analysis, back-test existi ng trading strategies, identiy market patterns to employ new proftable approaches, or gain an in-depth understanding o market dynamics and events or trading or regulatory purposes. Key Features • Comprehensive history o daily history on the NYSE Lie 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

Taq Liffe Us Ost - fact sheet

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