Daily Market Data

EUROFIDAI-ESSEC daily databases provide access to verified, controlled and homogeneous historical data for stocks, indices, mutual funds, exchange rates and corporate events on European markets (Asia, Pacific, Middle-East and Oceania available early 2022). 

Our data is available for research or teaching purposes through a subscription, please contact us to get more information on the data, to receive our fees or a trial account.

Product overview

 Product  Main points  Available period
Stocks 
  • Coverage of Europe: 37 countries (traditional stock exchanges and electronic markets).
  • Display of all the markets where an instrument is quoted, not just the main place :
    • Display of the principal trading line : unique and permanent EUROFIDAI code which corresponds to the principal market where an instrument is quoted.
    • Display of all the secondary trading lines.
  • Additional variables calculated by EUROFIDAI.

 

1977-2020
for France

1980-2020
for Europe

 

EUROFIDAI benchmark indices 
  • Based on high quality EUROFIDAI stock data, own calculations.
  • Indices per country
  • Indices for Europe (calculated for the 17 EU countries for the period 1995-2019)
  • Indices per sector.
  • Factor, specific benchmark indices (portfolios and factors formed on size, book-to-market and momentum) and market premium.
  • Tailor-made benchmark indices upon request.
  • Complete coverage of European markets.

 

 

1977-2020
for France

1988-2020
for Europe

 

Other indices 
  • Indices calculated by other data providers.
  • Index composition available on demand.
1980-today
Spot exchange rates 
  • More than 15.000 exchange rates.
  • Complete exchange rates (all the quotes from the different suppliers and places) OR selected exchange rates (one single quote for a currency pair, selected by EUROFIDAI).
  • Forward exchange rates until the end of 2011 available on demand.
1975-today
Mutual funds
  • Funds issued in Europe and Asia.
  • OTC and organized markets (includes ETF).
  • Sorted by country or base currency.
  • Complete coverage of funds in €, 1980-2020.
  • Complete coverage of funds in other currencies for the last 10 years.
  • Very precise background information, on a daily basis: general characteristics (fund manager, name, website, brochure…), fees, benchmark with one or more indices…
1980-2020
for OTC

1985-2020
for organized markets

Corporate events  
  • Highly detailed data (incl. split, dividends, delisting, company reorganisation,purchase, repurchase, exchange…).
1977-today
Code mapping table
  • Database created by EUROFIDAI, linking the various codes used in the EUROFIDAI databases.