How to access the High-Frequency Database?
Access to the EUROFIDAI High-Frequency Database is available through an individual subscription. Researchers can subscribe to one or more years of data, across one or several European markets.
As this dataset is reserved exclusively for academic use, our pricing policy is highly competitive and designed to accommodate typical research budgets.
📩 Interested? Contact us to request a quote.
EUROFIDAI is the only academic provider offering such granular, tick-by-tick data across major European venues — with conditions, formats, and support tailored specifically for academic research needs.
ℹ️ Please refer to this overview for important details on access conditions, content, and delivery format.
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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)
Data structure: .csv files, one file per instrument and per day for each market data category.