Market data
- Orders
- Trades
- Reference data
- Nanosecond, microsecond or millisecond accuracy (depending on markets)
- Computed variables: liquidity and realized variance
Data structure: .csv files, one file per instrument and per day for each market data category.
To get more precise information on the data included in the EUROFIDAI (BEDOFIH) High frequency database, please consult our documentations.
Markets Overview
Title
London stock exchange (LSE)
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded products
- Retail bonds (UK gilts and retail-size corporate bonds)
Title
Turquoise
Instruments
- Stocks
- Depository receipts
- Exchange-traded funds
- Exchange-traded commodities
- European rights issues
Title
CBOE Europe BXE (BATS)
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Dark market flags
Title
CBOE Europe CXE (Chi-X)
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Dark market flags
Title
CBOE Europe DXE
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Dark market flags
Title
Deutsche Boerse Xetra
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Title
Euronext Paris
Instruments
- Stocks
- Bonds
- Structured products (warrants, certificates and exchange-traded funds)
HFT flag (2009-2017)
Title
Eurex (derivatives markets)
Instruments
- Options
- Futures