European High Frequency and Daily Financial Database

Description

European High Frequency and Daily Financial Database

The European Financial Data Institute (EUROFIDAI) and the Institut Louis Bachelier (ILB) provide access to European high frequency and daily financial databases.

The European High Frequency Financial Database “BEDOFIH” contains intraday data (orders or order book modifications and trades) for the main European markets. The database is available exclusively to academic researchers and includes all tradable instruments (stocks, exchange-traded funds, exchange-traded commodities, etc.) on:
• AMF Euronext Paris (2009 – 2016),
• London Stock Exchange (2011 – Today),
• Xetra (2010 – 2017),
• Bats (2011 – Today) and Chi-X (05/2012 – Today).
• EUREX : more information on demand

The European Daily Financial Database covers financial data on 37 European countries (stocks, mutual funds, exchange rates, and corporate events) and provides verified and homogeneous data over long periods of time for the scientific community.
They already work with EUROFIDAI / ILB high frequency and daily databases: the European Central Bank, the European Commission JRC, Massachusetts Institute of Technology , Princeton University, Saint Louis University, UMASS Amherst, HEC Paris, Panthéon-Sorbonne University, Université Paris-Dauphine, the University of Cergy-Pontoise, Toulouse 1 Capitole University, Goethe University, Augsburg University, University of Mannheim, the London School of Economics, Copenhagen Business School, University of Zurich and more.

Consult EUROFIDAI’s website for a list of publications and working papers that use our data : https://www.eurofidai.org/en/publications-using-data-eurofidai
Further information: visit EUROFIDAI’s website (https://www.eurofidai.org/en) or contact us to ask for our documentation or a data sample at QR@eurofidai.org.

About EUROFIDAI: EUROFIDAI is part of the National Center for Scientific Research (CNRS), a public organization under the responsibility of the French Ministry of Education and Research.

About ILB: by creating links between academic experts, economic actors and public authorities, the Institut Louis Bachelier participates in the creation of research programmes. Through its two Foundations, it manages chairs, research initiatives and finalised research programmes, involving more than 400 researchers.