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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.

Already subscribed? Simply log in to your account to access the download links from your user profile.

 

Title
London stock exchange (LSE)

since 2001

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded products
  • Retail bonds (UK gilts and retail-size corporate bonds)

📄 Read user guide - page 54

Title
Turquoise

since 2017

Instruments

  • Stocks
  • Depository receipts
  • Exchange-traded funds
  • Exchange-traded commodities
  • European rights issues

📄 Read user guide page 63

Title
CBOE Europe BXE (BATS)

since 2010

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

Dark market flags

📄 Read user guide page 41

Title
CBOE Europe CXE (Chi-X)

since 2012

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

Dark market flags

📄 Read user guide page 41

Title
CBOE Europe DXE

since 2019

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

Dark market flags

📄 Read user guide page 41

Title
Deutsche Boerse Xetra

since 2010

Instruments

  • Stocks
  • Exchange-traded funds
  • Exchange-traded notes
  • Exchange-traded commodities

📄 Read user guide page 66

Title
Euronext Paris

since 2009

Instruments

  • Stocks
  • Bonds
  • Structured products (warrants, certificates and exchange-traded funds)

HFT flag (2009-2017)

📄 Read user guide page 7

Title
Eurex (derivatives markets)

since 2010

Instruments

  • Options
  • Futures

📄 Read user guide 

Data structure: .csv files, one file per instrument and per day for each market data category.