European Consolidated Equities Sample#

This is a consolidated feed providing trade data and quote across European equity markets, between January 2,2024 and March 31, 2024

  • Country: Austria Belgium Switzerland Czechia Germany Denmark Spain Finland France UK United Kindom Greece Hungary Ireland Iceland Italy Luxembourg Netherlands Norway Poland Portugal Sweden [AT BE CH CZ DE DK ES FI FR GB GR HU IE IS IT LU NL NO PL PT SE]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Paris

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

EU_COMP_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

1

0.0%

Bond

20

0.08%

Convertible Bond

1

0.0%

Corporate Bond

24

0.09%

Depository Receipt

101

0.38%

ETC

198

0.75%

ETF

3531

13.32%

ETN

142

0.54%

Equity

16640

62.77%

Fund

4774

18.01%

Investment Fund

1048

3.95%

Preferred Stock

20

0.08%

Right

1

0.0%

Structured Product

1

0.0%

Warrant

8

0.03%

Total

26510

100%


Consists of 2 Databases



EU_COMP_SAMPLE#

Database includes the following Tables:

  • QTE - Best bid / offer quotes

  • TRD - Trades




EU_COMP_SAMPLE_BARS#

Database includes the following Tables:

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars