Explore the comprehensive capabilities of NextHistory, designed to provide an in-depth view of trading activity on Borsa Italiana and Euronext markets. With a variety of products to suit your needs, NextHistory offers:
- End of Day Summary (EOD): Receive daily market summaries featuring open, high, low, and last prices, volumes, and turnover. Additionally, access the trading calendar, instrument characteristics, dividends, and adjustment factors.
- Trade Data: Access central order book and TCS (reported off-market) trades, along with the EOD for a deeper market understanding.
- Best Bid and Offer (BBO): Obtain the best bid and offer with a book snapshot (first level), supplemented by Trade and EOD Summary Data.
- Full Order Book: Gain a complete view of the order book for all Euronext markets, available for both Cash and Derivatives. This includes all event types such as new, modify, fill, cancel, and reload.
- Raw Binary Data: Capture Optiq MDG® data for all Borsa Italiana and Euronext Cash and Derivatives markets, delivered in PCAP format.
Product benefits of NextHistory
- Easy and efficient access to historical data directly from the source
- Comprehensive market insights
- Diverse data offerings
NextHistory packages
- End of Day Summary
- Trade
- BBO
- Full Order Book
- Raw Binary Data (PCAP)
Frequency and delivery
Data is delivered daily in compressed CSV or PCAP format via Euronext Datashop SFTP.
NextHistory use cases
- Back testing
- Trading
- Back office
- Investment strategies
- Academic research
- Data distribution
