Research, find your answer

Access to the High Frequency Database is given per market for one individual access for one year of data.

Contact EUROFIDAI team to receive our pricing information.

We can provide on demand samples for the different markets available in the High Frequency Database. Contact EUROFIDAI team to receive your sample.

The data are available directly in the user’s browser (WEBDAV) or from a web browser.

Researchers, professors and students can benefit from an access to the entire Daily Database through an individual or institutional yearly subscription. Contact EUROFIDAI team to receive our pricing information.

Contact EUROFIDAI team to receive the crdentials to your Daily Database trial account. With a trial account, you can consult the extraction results but the download is not permitted.

• For stocks, mutual funds, other indices, EUROFIDAI benchmark indices and exchange rates: you must first obtain the EUROFIDAI code associated with the wanted instrument (from the “Codes research” tab). You then use the EUROFIDAI code to extract data (from the “Data extraction” tab). Please consult the user guide for each databases to proceed.
• For corporate events, data extraction is done from the issuer code or from the instrument code (ISIN, VALOREN, or EUROFIDAI). Therefore, you must first obtain one of these codes from the “Codes research” tab and then proceed to the extraction.
   

A EUROFIDAI code is a unique identifier associated with an instrument and a trading place that enables following the instrument during its trading history. The EUROFIDAI code is built according to a homogeneous structure for all instruments. 
On the one hand, a EUROFIDAI code tracks the whole transaction history of the security, regardless of whether the security has experienced a delisting, reorganization or change of ISIN code, etc. On the other hand, it provides information on the security’s trading places, not only the principal trading place, but the secondary trading places as well. 

THE CONSTRUCTION OF EUROFIDAI CODE 

Whatever the instrument, the EUROFIDAI code is made up of fifteen numeric digits, the first number characterizes the instrument type (1 for stocks, 2 for mutual funds, 3 for other indices and EUROFIDAI indices and 5 for exchange rates). The last five numbers correspond to the stock exchange, the data provider, the country or the geographical area depending on the instrument type. 
For stocks, other indices, EUROFIDAI indices and mutual funds, the structure of the EUROFIDAI code is identical. More precisely, the first three numbers of the code correspond to the instrument nature: 110 for a stock, 120 for a subscription right, 200 for a mutual fund, 300 for a traditional index, 301 for an equally-weighted EUROFIDAI index (general or sector), 302 for a value-weighted EUROFIDAI index (general or sector), 311 for the size factor, 312 for the book-to-market factor, 313 for the momentum factor, 321 for the smallcap portfolio, 322 for the midcap portfolio, 323 for the bigcap portfolio, 331 for the Value portfolio, 332 for the Neutral portfolio, 333 for the Growth portfolio, 334 for the negative book-to-market portfolio, 341 for the low momentum portfolio, 342 for the medium momentum portfolio and 343 for the high momentum portfolio.

 

GENERAL STRUCTURE OF EUROFIDAI CODE
The last five numbers of the EUROFIDAI code correspond: for stocks to the stock exchange, for traditional indices to the stock exchange or the provider, for EUROFIDAI indices to the country or the geographical area and for mutual funds to the stock exchange, the provider or the currency in which the net asset value is expressed. 
For stocks, mutual funds and traditional indices, the seven intermediate numbers of the EUROFIDAI code correspond to a unique identifier. For EUROFIDAI indices, these seven numbers are “0000000”, except for sector indices where they represent the associated sector. 
For exchange rates, the structure of the EUROFIDAI code is as follows: the first number is 5000, the next six digits represent the codes of base currency and counter currency and finally, the last five ones correspond to the exchange rate provider.

On the “Codes Research” tab, enter your codes list by clicking on the “List of ISIN Codes (submit a file)" button, then click on the “Search” button.

For code research or data extraction, the results file is downloaded in .csv format. However, when you open the results file in Excel, it makes assumptions about the data type based on the cell content: the default number format that Excel applies for large numbers is the scientific format. The EUROFIDAI code is a fifteen digit number. The scientific format can cause damage: the EUROFIDAI code is rounded and will become inconsistent and unusable for the purposes of data extraction. The scientific format displays a number in exponential notation. For example, a 4-decimal scientific format displays 500081433320251 as 5,0008E+14, which is 5,0008 times 10 to the 14th power. 
In general, there is not an easy way to control the format Excel applies when opening a .csv file. When applying corrections to the results file you may damage the EUROFIDAI code. If you want to make corrections, you must format this code (in the Excel “number” format expressed as a whole number without decimal places). 
However, every time you save and close the file, Excel applies the scientific format. Therefore, remember to correct the format code whenever you modify and close the file. It is very important to respect this point. 
This formatting operation has to be applied to all variables containing EUROFIDAI codes. The results file can have several variables containing EUROFIDAI codes. In particular, you may be confronted with this problem for stocks (permanent code for the principal trading line) and for spot exchange rates (the EUROFIDAI code of initial exchange rate and the inverted exchange rate). 
This kind of problem will not occur if you open the results file in text editor (for example in Notepad, Notepad++ or Wordpad) or in another spreadsheet such as Calc (for LibreOffice or OpenOffice).

There is no limit in the file size to search a EUROFIDAI code or extract data.

The results file is a text file (more precisely, in “.csv” format). As this file is in “.csv” format, you can open it in Excel. This remark applies to all EUROFIDAI databases, except for corporate events where a detailed extraction will be in “.txt” format. 

You can find this list in the presentation page of the database under consideration. You just have to click on the link “Data overview: Download”. It gives you an overview of the database content. This file includes the list of all available instruments in our database, and specific information associated with them (name, source or stock exchange, the number of available observations and the availability period). 

• Selection of stocks depending on the stock exchange and/or sector

To get this instrument list, you must select the stock exchange and/or sector in the “Codes research” tab of the European stocks database. 

• Selection of other indices depending on provider

To get this instrument list, you must select the provider in the “Codes research” tab of the other indices database. 

• Selection of mutual funds negotiated on the over-the-counter market depending on issuer domicile and/or investment type

To get this instrument list, you must select the issuer domicile and/or the investment type in the “Codes research” tab of the database of mutual funds negotiated on the over the counter market. 

• Selection of mutual funds quoted on official markets depending on stock exchange and/or issuer domicile and/or investment type

To get this instrument list, you must select the stock exchange and/or the issuer domicile in the “Codes Research” tab of the database of mutual funds quoted on official markets. 

• Selection of exchange rates depending on base currency and/or counter currency and/or provider

To get this instrument list, you must select the base currency and/or the counter currency in the “Codes research” tab of the exchange rates database.

• Selection of corporate events depending on issuer domicile and/or corporate events type

To get this instrument list, you must select the issuer domicile and/or the corporate events type in the “Codes research” tab of the corporate events database. 

You could obtain this information in the file listing all instruments which you can dowload on the presentation page of each database. 

On the “Codes Research” tab, enter the ISIN code or the instrument name, then select the information you want. Finally, click on the “Search” button. 

Note that some ISIN codes are copyrighted, particularly those with the prefix “AN”, “BM”, “BS”, “CA”, “KY “US” or “VG”) 

We only provide information for common stocks. For other instruments we can provide a personalized extraction upon request.

We have classified the trading lines of a security as “principal” or “secondary”.

A security in EUROFIDAI’s stock database can have more than one trading line if it is traded on more than one markets or has temporary alternatives (e.g. secondary stocks). The principal trading line is, by definition, the trading line with the biggest number of quotations on the stock market of the issuer country. 
(for more information, see Stocks User guide page 34) 

The information about stock eligibility for SRD is not available in our online database. EUROFIDAI can provide these data upon request. The variable is available since 2000 and indicates whether the stock is eligible for SRD, for SRD long only, or whether it is not eligible for SRD. To obtain these data, please contact us using the contact form.

The daily returns are holding returns adjusted for capital changes and dividend distributions, equivalent to the difference of the adjusted price between day and day divided by the adjusted price on day.

The monthly returns are obtained by compounding daily holding returns.

For more details, see the Stocks database user guide.

We do not provide data on derivatives markets in the daily database, but we do provide data on derivatives markets in the high frequency database.

The sector code reflects the main activity of the company. It is the same, even if the subsidiaries are linked to other sectors of activity.