blocs
How to access this set of data?
Access to the high-frequency data is available through an individual subscription. The user must subscribe to one or more years for one or more markets. By providing data exclusively to academic researchers, our pricing policy is extremely competitive and designed to fit most academic research budgets.
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- Please read the information available here to learn more about the specifics of our HFT data access.
Title
London stock exchange (LSE)
Title
London stock exchange (LSE)
since 2001
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded products
- Retail bonds (UK gilts and retail-size corporate bonds)
Title
Turquoise
Title
Turquoise
since 2017
Instruments
- Stocks
- Depository receipts
- Exchange-traded funds
- Exchange-traded commodities
- European rights issues
Title
CBOE Europe BXE (BATS)
Title
CBOE Europe BXE (BATS)
since 2010
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Dark market flags
Title
CBOE Europe CXE (Chi-X)
Title
CBOE Europe CXE (Chi-X)
since 2012
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Dark market flags
Title
CBOE Europe DXE
Title
CBOE Europe DXE
since 2019
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Dark market flags
Title
Deutsche Boerse Xetra
Title
Deutsche Boerse Xetra
since 2010
Instruments
- Stocks
- Exchange-traded funds
- Exchange-traded notes
- Exchange-traded commodities
Title
Euronext Paris
Title
Euronext Paris
since 2009
Instruments
- Stocks
- Bonds
- Structured products (warrants, certificates and exchange-traded funds)
HFT flag (2009-2017)
Title
Eurex (derivatives markets)
Title
Eurex (derivatives markets)
since 2010
Data structure: .csv files, one file per instrument and per day for each market data category.