Product Description
LIFFE Data, Version 1.0 With LIFFEstyle Software (LIFFE Data Services). Ten years of tick data from LIFFE's interest rate futures and options contracts plus data management and analytical software. Exports to the following formats: Amber, ASCII, Aspen Graphics (S&P ComStock), CSI, Unfair Advantage, CSV, Excel 97, Index A, Market Eye Format 4, MESA96, MetaStock, TradeStation (via PRN). by John Sweeney
Overseas traders are quickly
catching up to the level of
intensity and technical skill
of US traders, so much so
that they’re now demand-ing
the kind of tick data delved into
previously only by US firms. The result?
Europe’s premier financial exchange,
the London International Financial
Futures Exchange (LIFFE), has
taken virtually all its records, cleansed
them in an unspecified way, and issued
the tick data on CD, Internet-updatable,
as LIFFE Data.
The data is accompanied by LIFFE-style,
an efficient extraction and analytical program from LIFFE Data Services.
This is heavyweight stuff. The program
can absorb up to two million
tick records, depending on the RAM
you have available, and display them
onscreen in nine different formats
(Figure 1): all ticks; five-, 15-, 30-
and 60-minute bars; daily or five-day.
You may also view the data for
bid-asked prices (if you load it) and
daily volume.