Aquis Europe#

Aquis Europe is the European segment of the Aquis pan-European cash equities trading books, covering securities across 13 European markets outside the UK.

  • Country: Austria Belgium Switzerland Czechia Germany Denmark Spain Finland France UK United Kindom Greece Hungary Ireland Iceland Italy Luxembourg Netherlands Norway Poland Portugal Sweden [AT BE CH CY CZ DE DK ES FI FR GB GR HU IE IS IT NL NO PL PT SE]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Paris

  • Start Date: 20190930

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

AQUIS_EU - Coverage#

Security Type

# of Symbols

% of Total

Unknown

4099

100.0%

Total

4099

100%

Consists of 3 Databases



AQUIS_EU#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




AQUIS_EU_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




AQUIS_EU_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type