Netherlands Daily data: stocks
Period : 1999 - 2009
The “Individual Netherlands Securities” database covers the period from January 4, 1999 through June 30, 2009. Observations are made daily and there are 1 124 744 of them. There are 1067 quote lines and 709 codes for companies of origin.
A complete historical database
This historical database exists primarily to assist with research. It provides verified and proven data over a long timeframe, which is what sets it apart from other currently available stock databases.
Each value is identified in the database by a unique code that allows one to follow the value over its entire period of validity, which is not the case with other currently available stock databases. Among other things, this also permits calculation of homogeneous sector indexes that are valid during the period under consideration.
Types of Data
- Principle and secondary trading line codes (CVALBDM, SICOVAM et RGA) for the entire period covered by the database
- Type of security
- Background on names
- Non-adjusted prices (opening, highest, lowest, and closing) and adjusted (closing) as well as adjusted daily earnings
- Average spread
- Adjustment coefficients for corporate actions, as well as for market capitalisation
- Transaction volumes and values
- Distributed dividend and the related super-adjustment coefficient
- Activity sector over the whole period under consideration
pour en savoir plus ...
The « Teaching material » section offers an access to limited versions of our databases (for 5 years, giving 30 or 40 values). For teaching purposes, you can ask for a specific login and password which will allow you to access our databases with your students.
