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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.

Daily database

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).

ESG Database

Coming soon

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)

Team

Patrice
Fontaine
Director - Academic Professor
Jocelyn
Martel
Deputy director - Academic Professor
Carole
Métais
Researcher
Laura
Barus Nicola
Communications manager
François
Bouhet
Administrator of Information Systems
Bertrand
Ntep
Data scientist / Project manager
Mehdi
Souabni
Data scientist
Edouard
Marguerite
Data scientist
Lucas
Boulé
Data scientist

Address

eurofidai building

Eurofidai

Domaine Universitaire de St Martin d'Hères
Bâtiment CETA - 150 rue de la Chimie

CS 40700
38058 Grenoble cedex 9

FRANCE