MEFF Exchange#

MEFF is the Spanish derivatives exchange, offering trading in futures and options on Spanish equities, indices, and interest rates.

  • Country: Spain [ES]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Madrid

  • Start Date: 20091211

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

MEFF - Coverage#

Security Type

# of Symbols

% of Total

Future

1681

1.82%

Futures Spread

16

0.02%

Option

90718

98.16%

Unknown

7

0.01%

Total

92422

100%

Consists of 3 Databases



MEFF#

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

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

  • QTE - Best bid / offer quotes

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




MEFF_BARS#

Database includes the following Tables:

  • 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




MEFF_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