blocs
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)
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
Instruments
- Options
- Futures