Market Data Coverage
Samples
ABOUT THE DATA
Samples cover the first 3 months of 2024 (with one exception) including:
- Tick Data (Trades, Quotes, Static, NBBO, and Book Depth where available)
- 1 Minute Bars for Trades & Quotes
- Daily Bars
This includes:
|
Title |
Database Name |
Covering |
Country |
MIC List |
|
Canadian Consolidated Market Sample |
CA_COMP_SAMPLE |
20 MICs |
CA |
XTSE XTSX XTNX NEOE NEON NEOD XCNQ PURE CSE2 XATS XATX ADRK OMGA LYNX CHIC XCX2 XCXD MATN XICX LICA |
|
CME Group (PCAP) Sample |
CME_SAMPLE |
4 MICs |
US |
XCME XCBT XNYM XCEC |
|
European Consolidated Equities Equities |
EU_COMP_SAMPLE |
169 MICs and 21 Countries |
AT BE CH CY CZ DE DK ES FI FR GB GR HU IE IS IT NL NO PL PT SE |
AIMX ALXB ALXL ALXP AQEA AQED AQEU AQEU AQXA AQXD AQXE ASEX AVEU AVXE BATD BATE BATF BATP BERA BERB BERC BETA BEUP BGEM BLOX BOTC BRFQ CEUD CEUO CEUX CHID CHIO CHIX DCSE DHEL DICE DMAD DNDK DNFI DNIS DNSE DOSE DSME DSTO DUSA DUSB EBLX ECEU ECHO ENAX ENXL EQTA EQTB EQTC ERFQ ESTO ETFP EXGM FNDK FNFI FNIS FNSE FRAA FRAB FSME GROW HAMA HAMB HANA HANB LIQF LIQU LISX LNEQ MABX MCSE MERK MHEL MICE MIVX MLXB MNDK MNFI MNIS MNSE MOSE MSTO MTAA MTAH MUNA MUNB NAPA ONSE SSME STUA STUB STUD TNLA TNLB TRQA TRQB TRQM TRQX VPXB WBAH WBDM WBGF WETP WIPO XAIM XAMC XAMS XATH XBER XBRU XBUD XCSE XCYS XDUB XDUS XECM XEMA XEMB XEMI XEQT XESM XETA XETB XETR XETS XFRA XGAT XGLO XGRM XHAM XHAN XHEL XICE XLAT XLIS XLOM XLON XMAD XMIL XMLI XMSM XMUN XNCO XOAS XOSL XPAC XPAL XPAR XPMC XPOL XPOS XPRA XPRM XQOD XSEB XSTO XSTU XSWM XSWX XUBS XUMP XVTX XWAR XWBO |
|
Eurex Sample |
EUREX_SAMPLE |
1 MIC |
DE |
XEUR |
|
Global FX (Spots, Forwards, NDFs) Sample |
GLOBAL_FX_SAMPLE |
Approx. 3k Pairs |
Global |
|
|
ICE Europe Commodities Sample |
ICE_EU_COM_SAMPLE |
2 MICs |
GB |
IFEU IFLX |
|
ICE US Sample |
ICE_US_SAMPLE |
1 MIC |
US |
IFUS |
|
London Stock Exchange - UK Market Sample |
LSE_SAMPLE |
9 MICs |
GB |
XLON AIMX XLOM ECHO ECEU XPOL XPAL LIQF LEUF |
|
Global Curated Futures Sample |
TDI_FUT_SAMPLE |
278 Products |
Global |
|
|
US Consolidated Equities (exc. OTC) Sample |
US_COMP_SAMPLE |
28 MICs |
US |
XNYS XNAS XNGS XNMS XNCM ARCX XASE BATS BATY EDGA EDGX CBSX IEXG XBOS XCHI XCIS XISE XPSX LTSE MEMX EPRL 24EQ TXSE FINR XADF FINY FINC FINN |
|
US Consolidated Equity Replay for Intraday / CEP |
US_COMP_REPLAY |
28 MICs |
US |
XNYS XNAS XNGS XNMS XNCM ARCX XASE BATS BATY EDGA EDGX CBSX IEXG XBOS XCHI XCIS XISE XPSX LTSE MEMX EPRL 24EQ TXSE FINR XADF FINY FINC FINN |
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