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Euronext presents the latest Full Order Book Products to support you in your trading decisions and back-test strategies for algo generation.

 

Euronext Incremental EOD Full Order Book

 

  • An easy and efficient method of access to the most granular historical Order Book in CSV formatted files via FTP/SFTP.
  • Historical RELIABLE data directly from the source.

Features of the products:

 

Full Order Book Cash

 

  • CONTENT: Full Order Book depth for all Euronext Cash Markets (Amsterdam, Brussels, Dublin, Lisbon, Oslo, Paris) 
  • PRODUCT GROUPS: Equities, Fixed Income, ETFs & Funds, Warrants
  • ORDER EVENT TYPES: New, Modify, Fill, Cancel and Reload
  • PUBLICATION: Every incremental order update at T+1
  • FILE FORMAT: CSV
  • DELIVERY: FTP or SFTP
  • Calendar, Referential data, Adjustment Factors, EOD summary, Trades and BBO included.

 

Full Order Book Derivatives

 

  • CONTENT: Full Order Book depth for all Euronext Derivatives Markets (Amsterdam, Brussels, Dublin, Lisbon, Oslo, Paris) 
  • PRODUCT GROUPS: Commodities, Equity & Index Futures, Equity Options, Index Options
  • ORDER EVENT TYPES: New, Modify, Fill, Cancel, Reload and Implicit
  • PUBLICATION: Every incremental order update at T+1
  • FILE FORMAT: CSV
  • DELIVERY: FTP or SFTP
  • Referential data, EOD summary, Trades and BBO included.

 

Pcap Raw

 

  • CONTENT: File capture of Optiq® data for all Euronext markets (Amsterdam, Brussels, Dublin, Lisbon, Oslo, Paris).
  • PRODUCT GROUPS CASH: Equities, Fixed Income, ETFs & Funds, Warrants, Best of Book, ENX Block, APA
  • PRODUCT GROUPS DERIVATIVES: Commodities, Equity & Index Futures, Equity Options, Index Options
  • PUBLICATION: T+1
  • FILE FORMAT: PCAP
  • DELIVERY: FTP or SFTP
  • Historical files available back to January 2018 for Amsterdam, Brussels, Lisbon, Paris.
  • Historical files available back from February 2019 for Dublin, December 2020 for Oslo.

 

 

Historical Full Order Book (FOB) Service API on Cloud 

 

  • An innovative and efficient method of access to the most granular order book via REST API.
  • With REST API you can feed your applications directly from the source to improve your trading decisions and back-test strategies for algo generation, do research and simulation. Through the use of parameters you can specify the ISIN and the period of interest to get the data you are interested in.

Features of the products:

 

API Full Order Book Cash

 

  • CONTENT: Full Order Book depth for Borsa Italiana Cash Markets.
  • PRODUCT GROUPS: Equities, Fixed Income, ETF & Certificates.
  • ORDER EVENT TYPES: Add incremental, Modify, Delete. 
  • AVAILABILITY: T+1.
  • REST API
  • REQUEST BY: ISIN and date

 

API Full Order Book Derivatives

 

  • CONTENT: Full Order Book depth for Borsa Italiana Derivatives Markets.
  • PRODUCT GROUPS: Equities, Fixed Income, ETF & Certificates.
  • ORDER EVENT TYPES: Add incremental, Modify, Delete. 
  • AVAILABILITY: T+1.
  • REST API
  • REQUEST BY: ISIN and date

 

 

For any further information please contact us at: datasolutions@euronext.com