Daily Market Data

EUROFIDAI Daily database 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).
  • Coverage of Asia, Middle-East, Oceania: 24 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.

 

1977-2021
(France)

1980-2021
(Europe)

1986-2021
(Asia, Middle-East, Oceania)

 

EUROFIDAI benchmark indices 
  • Based on high quality EUROFIDAI stock data, own calculations.
  • Indices per country (Europe, Asia, Middle-East, Oceania)
  • Indices for Europe (calculated for the 17 EU countries for the period 1995-2021)
  • Indices per sector.
  • Factor, specific benchmark indices (portfolios and factors formed on size, book-to-market and momentum) and risk free interest rates to compute the market premium factor.
  • Tailor-made benchmark indices upon request.
  • Complete coverage of European markets.

 

 

1977-2021
(France)

1988-2021
(Europe)

1989-2021
(Asia, Middle-East, Oceania)

 

Other indices 
  • Indices calculated by other data providers.
  • Index composition available on demand.
1980 - last week
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 €, 1980-2021.
  • 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…
1980-2021
for OTC

1985-2021
for organized markets

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