Liffe provides a rolling ten-day archive of end of day data for the Liffe Brussels, Lisbon, London and Paris markets.
The data files are available as Daily Information Sheets, Price Histories and Settlement Price files which contain daily volume, open interest, highs, lows, settlement prices etc. In addition, for the Liffe's London contracts. LCH.Clearnet Ltd SPAN risk array files are provided.
Historical end of day data files for all Liffe markets - Amsterdam, Brussels, Lisbon, London and Paris - are available by subscribing to NextHistory. In addition, NextHistory users can subscribe to daily tick data for Liffe's contracts.
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