French intraday: options
Period : 1999 - 2008
The intraday options database assembles time stamped transactions for 112 American and European type stock options quoted in Paris on the Liffe® derivatives market (London International Financial Futures and Options Exchange) from the NYSE-Euronext stock market group. At present, these intraday transactions are available from September 8, 2000 through August 29, 2008.
Types of data :
- Contract code
- Internal contract code
- Series code
- Type of derived contract
- Option type
- Option group
- Series type
- Exercise price
- Lot size
- Maturity date for the derived product
- Type of support of the derived product
- Clearing date
- Transaction system
- External transaction code
- Transaction type
- Transaction status
- Session identifier
- Number of traded lots
- Derived product price
- Trade capital
- Trade date and hour
- Type of buying client
- Type of selling client
- Buyer specialisation code
- Seller specialisation code
- Transaction state
- Underlying asset CVALBDM code
- Underlying asset closing price
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Data extraction is performed on demand. Depending on the volume of the results, data will either be transferred via down-load or by DVD sent via the post.
