Madrid Stock Exchange (SIBE)#

The Madrid Stock Exchange is one of four regional stock exchanges in Spain that make up the overall Spanish stock market.

  • Country: Spain [ES]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Madrid

  • Start Date: 20120102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

MADRID - Coverage#

Security Type

# of Symbols

% of Total

Certificate

2642

75.57%

ETF

7

0.2%

Equity

350

10.01%

Investment Fund

496

14.19%

Right

1

0.03%

Total

3496

100%


Consists of 4 Databases



MADRID#

Database includes the following Tables:

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

  • IDX - Index values

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

  • MKT - Market phase / instrument status information

  • NAV - Net Asset Value for investment funds

  • PRL - Market depth data, aggregated by price point (MBP)

  • QTE - Best bid / offer quotes

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

  • TRD - Trades




MADRID_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




MADRID_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




MADRID_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