HOW TO ACCESS OUR DATA
With institutional, individual, single or multi databases subscriptions, we are confident that you will find your way to EUROFIDAI data. By providing data exclusively to academic researchers, our unique pricing policy is extremely competitive and designed to fit most academic research budgets.
- Contact us to receive or fees and/or your free trial account.
- If you already have a subscription to this set of data, please log in to access the data extraction tab.
Daily database
This database covers Stocks, EUROFIDAI Indices, Corporate Events (Europe, Asia, Middle-East, Oceania, Africa, Latin America) and Mutual Funds, Global/Market Indices and Spot Exchange Rates (World) with historical data over 45 years (depending on the countries).
ESG Database
ESG data powered by Clarity AI. 105 ESG Raw Data metrics on more than 74 000 corporations worldwide since 2016 are available to academic researchers. Historical annual data with monthly updates.
Green Bonds Database (forthcoming)
Available early 2025 (in partnership with SIX and MainStreet Partners).
- Green bonds types: green, sustainability, sustainability-linked, social, transition.
- Historical green bond daily prices
- Geographical coverage: World with 50% Europe.
- Period: since 2010.
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. By providing data exclusively to academic researchers, our unique pricing policy is extremely competitive and designed to fit most academic research budgets.
Wide data and geographic range
- Data on all European, Asian, Middle-Eastern, Oceanian, African and Latin American (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 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)
