Order books

Unlock the full potential of EUROFIDAI’s high-frequency data with our custom limit order book service. Designed for academics (researchers, phd's, teachers, students), this service allows you to generate highly precise, tailored order book reconstructions based on your specific requirements.

 

Why Choose Our Custom Order Books?

  • Flexible Frequency: select your preferred time granularity - tick-by-tick, 1-second, or 1-minute intervals.
  • Customizable Depth: choose the level of detail you need - top-of-book, top 5, or top 10 levels.
  • Targeted ISINs: focus on the specific securities that matter to your analysis.
  • Seamless Integration: delivered in a ready-to-use format for your research or trading strategies.
     

How to Get Started

To receive a customized quotation, simply provide us with:

  1. Your list of ISINs (or at least the number of ISINs needed).
  2. The markets you’re interested in (e.g., Euronext Paris, Xetra, etc.).
  3. The period of data required.
  4. Your preferred frequency (tick-by-tick, 1-second, 1-minute, etc.).
  5. The depth limit (top-of-book, top 5, top 10, etc.).
     

Explore our HFT database to define your needs

Not sure what you need? Review our HFT data samples and documentation to understand the structure and possibilities:
👉 EUROFIDAI High-Frequency Data Samples & Documentation
 

Ready for a Quotation?

📩 Contact us today with your specifications, and we’ll provide a fast, tailored quotation to meet your needs.