WHO IS EUROFIDAI
EUROFIDAI is a research infrastructure supported by the CNRS and ESSEC Business School.
Its mission is to develop, structure, and distribute financial and extra-financial databases designed specifically for the academic community.
Our dedicated support team assists researchers and institutions worldwide and can provide tailored services upon request.
DAILY DATA
SECURITIES
Stocks, Benchmark indices, Global/Market Indices (Africa, Asia, Europe, Latin America, Middle East, Oceania).
Mutual Funds, Corporate Events, Exchange Rates (world).
ESG
105 ESG Raw Data metrics on more than 75 000 companies (World).
Database powered by Clarity AI.
GREEN BONDS
Green, sustainability, sustainability-linked, social and transition bonds.
World with 50% Europe.
In partnership with Six and Mainstreet Partners.
LIQUIDITY & VOLATILITY
The Liquidity & Volatility database offers daily financial metrics built from EUROFIDAI high-frequency data for primary exchanges (Euronext Paris, London Stock Exchange, and Xetra).
HIGH FREQUENCY DATA
HFT MARKETS
Exclusive high-frequency trade and order data covering key European trading venues: primary exchanges (Euronext Paris, London Stock Exchange, Xetra), MTFs (CBOE Europe CXE/BXE/DXE, Turquoise), and derivatives markets (Eurex).
eurofidai awards
Get rewarded for your hard work ! EUROFIDAI rewards the best paper using its data with a prize of 1 500€.
Our users
Publications using our data
- Mohammed Salek, Université Paris-Saclay, CentraleSupélec
- Damien Challet, Université Paris-Saclay, CentraleSupélec
- Ioane Muni Toke, Université Paris-Saclay, CentraleSupélec
Quantitative Finance
2024
Click First or Last? Strategic Order Submission During the Euronext Preopening Session
Laurence Daures (ESSEC Business School), Sophie Moinas (Toulouse School of Economics), Selma Boussetta (Bordeaux School of Economics)
Management Science
2025
EUROFIDAI-ESSEC Paris DEcember finance meeting
Every December, EUROFIDAI and ESSEC organize the EUROFIDAI-ESSEC Paris December Finance Meeting, gathering finance researchers from all over the world. Next edition on December 18, 2025. Call for papers and online submissions available on the conference website from April, 2025.