ACCESS OUR DATA
Our data is exclusively reserved to academic researchers for research or teaching purposes through an individual or institutional subscription. Pease contact us for more information on our databases, to receive our fees or a trial account.
This database cover stocks, mutual funds, exchange rates, indices, and corporate events for a large geographic area (Europe, Asia, Middle-East and Oceania - Africa and Latin America coming soon) with historical data over 40 years (depending on the countries).
High Frequency Database
This unique database offers detailed information on trades and orders at the millisecond or microsecond. It covers the following markets: LSE, Turquoise, CBOE Europe BXE (BATS), CBOE Europe CXE (Chi-X), CBOE Europe DXE, Xetra, Euronext Paris and Eurex (derivatives).
EUROFIDAI – Added value for researchers
Empirical research concerning European financial markets is currently hindered by several factors, among which are the high access costs to financial data and the difficulty to obtain verified, complete, coherent and ready to use data. The EUROFIDAI databases offer a solution.
Wide data and geographic range
- Data on all European, Asian, Middle-Eastern and Oceanian (electronic and physical) marketplaces
- Display of all markets where a stock is quoted, not just the main place
- Report all (principal and secondary) trading lines of an instrument
- Historical data : up to 40 years for the Daily database and 20 years for the High Frequency database
- Calculation of benchmark indices, as well as factor indices and benchmark portfolios (formed on size, book-to-market and momentum)
High data accuracy
- Verified data – Treatment of missing data and anomalies
- Homogeneous data – Permanent and unique EUROFIDAI code to track any security providing « permanent lines » even if the ISIN code changes within the whole the Daily database.
- Data frequency – Daily or monthly (Daily database) / Millisecond or nano second (HFT database)
- Continuous verification of data consistency
- Detailed information (Mutual funds, Corporate events, HFT)