SIX Swiss Exchange#

The SIX Swiss Exchange is Switzerland’s principal stock exchange located in Zurich.

  • Country: Switzerland [CH]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Zurich

  • Start Date: 20120103

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

SWISS - Coverage#

Security Type

# of Symbols

% of Total

Bond

3013

41.43%

ETF

2301

31.64%

Equity

1958

26.92%

Right

1

0.01%

Total

7273

100%

Consists of 4 Databases



SWISS#

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




SWISS_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




SWISS_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




SWISS_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