High frequency data: BEDOFIH
The BEDOFIH database includes trades and orders with the highest frequency.
To get more precise information on the data included in BEDOFIH, please consult our documentation.
BEDOFIH covers the most important European stock markets:
Period and frequency may vary depending on markets.
Access to the BEDOFIH database is possible through a general susbcription, please fill our contact form to get more information and receive a sample. If possible, please indicate in your request the markets and periods you are looking for.
We acknowledge support from the French State through the National Agency for Research under the program “Investments for the Future” (reference ANR-11-EQPX-0006). The BEDOFIH database was developed in the frame of the «Excellence facilities» (Equipex) program launched by the French government in 2012.
They already work with our data:
- Augsburg University
- Ecole Centrale de Lyon (CLES)
- European Central Bank – Financial Research Division
- Goethe University (SAFE)
- HEC Paris
- Isenberg School of Management - UMASS Amherst
- Joint Research Centre – European Commission
- London School of Economics
- Mannheim University (SAFE)
- Princeton University (Bendheim Center for Finance)
- Saint Louis University
- Université de Caen Normandie (CREM)
- Université de Cergy (THEMA)
- Université de Toulouse 1 Capitole (CRM, IDEI)
- Université Paris 1 Panthéon - Sorbonne (PRISM)
- Université Paris-Dauphine (DRM Finance)
- University of Bristol
- University of Trento
- University of Warwick