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Full Order Book Products

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

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Euronext Incremental EOD Full Order Book

An easy and efficient method to access the most granular historical Order Book with reliable historical data directly from the source.

Product features:

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 & Reload
  • 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, Lisbon, Oslo, Paris)
  • PRODUCT GROUPS: Commodities, Equity & Index Futures, Equity Options, Index Options
  • ORDER EVENT TYPES: New, Modify, Fill, Cancel, Reload and Implicit
  • Referential data, EOD summary, Trades and BBO included.

PCAP RAW

  • CONTENT: File capture of Optiq® data for all Euronext markets (Amsterdam, Brussels, Dublin, Lisbon, Milan, Oslo, Paris)
  • PRODUCT GROUPS CASH: Equities, Fixed Income, ETFs & Funds, Warrants, Best of Book, Euronext Block, APA
  • PRODUCT GROUPS DERIVATIVES: Commodities, Equity & Index Futures, Equity Options, Index Options
  • Historical files available back to January 2018 for Amsterdam, Brussels, Lisbon, Paris.
  • Historical files available back to February 2019 for Dublin, December 2020 for Oslo, April 2023 for Milan.

All the products are available in CSV file, delivered via SFTP and the Publication will be at T + 1

 

Historical Full Order Book (FOB) Service API on Cloud

An innovative and efficient method to access the most granular order book via REST API.

With REST API you can feed your applications from the source to improve your trading decisions and back-test strategies for algo generation, research and simulation.

Configure the data by specifying the ISIN and the period of interest to get the data you need.

Product features:

API Full Order Book Cash

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

Contacts

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