French intraday: stocks
Period : 1999 - 2008
This database provides intraday transactions for the common stocks of 64 companies that are traded in Paris. It is available for the period from January 1999 through March 2008.
The data is formatted and standardized to render it useable by researchers. This database is roughly 40 Giga-octets in size.
Types of data :
- CVALBDM codes
- Transaction number
- Transaction date and time
- Date of the buy or sell order
- Eventual transaction cancelation and hour of the cancelation
- Client type, buyer or seller
- Type of execution order
- Application type
- Sequential number of the transaction
- Sequential number of the buy or sell order
- Price
- Lowest price and highest price prior to this transaction
- Capitalisation in foreign currency, in euros
- Number of securities traded
- Variation in regard to the previous session
- Direction of price variation relative to the last reference price
- Direction and rate of variation relative to the reference 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.
