French intraday
In its current version, Eurofidai's intraday data assembles:
- Time stamped transactions (stock prices) of 64 underlying assets (stocks quoted in Paris)
- Transactions of 112 European and American options quoted on the Liffe® (London International Financial Futures and Options Exchange)
Data comes directly from historical NYSE Euronext data. It is formatted and standardized to render it useable by researchers.
Studying links between two markets
The Eurofidai intraday database allows comparison of derived products and underlying assets to facilitate the study of potential links between the two markets. It is a complete database providing over 329.5 million prices for underlying assets and more than 676,215 derived products transactions. The two tables can be compared by using the MNEMONIQUE code for the derived products database on the one hand, and the CVALBDM code for the underlying assets database on the other.
Download the correspondence table : sas / csv / xls
Complete and precise information
In addition to transactions time-stamped to the nearest second, all information concerning the transaction giving rise to the market price is available. For example, a variable specifies the nature of stakeholders in the transaction. It indicates if they are trading companies, subsidiaries, liquidity providers or brokerage company customers. Variables are explained and illustrated by examples in the glossary (see documentation for download).
