LIFFE CONNECT

Latest news!... NYSE Liffe U.S launched equity index futures based on MSCI indices on September 8, 2009

NYSE Liffe is the brand name of the derivatives business of NYSE Euronext, comprising the derivatives markets in Amsterdam, Brussels, Lisbon, London and Paris; and the futures markets in the U.S. It is one of the world’s top futures and options trading businesses for derivatives on commodities, currencies, equities, bonds, interest rates, indices and swaps on its state-of-the-art trading platform, LIFFE CONNECT.

The LIFFE CONNECT platform offers low latency, high flexibility and advanced functionality to its global customer base. It is distributed to more than 800 clients sites in 32 countries. Reliable, scalable and secure, it allows the marketplace to operate with greater ease and efficiency and let its users focus on the bottom line.

NYSE Liffe U.S, our US Futures exchange launched in September 2008, uses the same LIFFE CONNECT technology as in Europe (same version of the API).

LIFFE CONNECT provides an anonymous order-driven system where traders are unaware of their actual counterparty both pre- and post-trade until the trade is cleared. It offers a set of enhanced functionality:
  • Full spread trading capability
  • Flexible trading algorithms
  • Option strategy functionality
  • Real time quotes and trade data
  • Dynamic price limits

    • LIFFE CONNECT is based on an open system architecture using an API which allows users to build or purchase trading or view-only applications to suit their specific business needs. This offers the potential to integrate front and back office trading, risk management, and order routing systems.

    The API is available in three different Operating Systems:
  • Linux Redhat Advanced Server 4.3 - Compiler g++ version 3.2
  • Sun Solaris™ 10 - Forte C++ 5.8 compiler
  • Microsoft™ Windows 2000, 2003, XP - Compiler Microsoft Visual Studio 2005

    • The download of the LIFFE CONNECT API is subject to registration to this website. However, in the Technical Documents page, you will find all relevant information to help you building your application:

  • The API Reference Manual
  • The API Functional Descriptions document
  • The API Installation Manual
  • Developer Guidelines
  • plus a number of useful background documents...

    • For any further questions about LIFFE CONNECT, please contact Technology Partnerships via email at technologypartnerships@nyx.com or at +44 00 207 379 2417.