Euronext (Paris / Amsterdam / Brussels / Lisbon / ETFs + Funds / Best of Book)#

Euronext operates regulated exchanges in Paris, Amsterdam, Brussels, and Lisbon, facilitating trading in equities, ETFs, warrants, certificates, bonds, derivatives, commodities, and indices.

  • Country: France Netherlands Belgium Portugal [FR NL BE PT IT NO IE]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Paris

  • Start Date: 20120102

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

EURONEXT - Coverage#

Security Type

# of Symbols

% of Total

Bond

11214

79.18%

ETF

1741

12.29%

Equity

1201

8.48%

Test

6

0.04%

Total

14162

100%

Consists of 4 Databases



EURONEXT#

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

  • REF_PRICE - Benchmark / reference prices

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

  • TRD - Trades




EURONEXT_BARS#

Database includes the following Tables:

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

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • 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




EURONEXT_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




EURONEXT_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_QTE - Latest Quotes for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue