Nasdaq Nordic - Derivatives#

In addition to equities, Nasdaq Nordic also offers trading in Nordic derivatives like stock options and futures.

  • Country: Sweden Denmark Finland [SE DK FI]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Stockholm

  • Start Date: 20170102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

NORDIC_FUT - Coverage#

Security Type

# of Symbols

% of Total

Forward

1826

2.43%

Future

2887

3.83%

Futures Spread

8

0.01%

Option

70518

93.65%

Option Spread

51

0.07%

Unknown

6

0.01%

Total

75296

100%

Consists of 3 Databases



NORDIC_FUT#

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




NORDIC_FUT_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




NORDIC_FUT_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