 Intraday Trades
| Field Name | Data Type * | Description |
|---|
| 1 | Internal code | Text (6) | Internal code for the instrument also referred to as instrument ID. If the ISIN is changed, this code is not modified As a result, trading prices can be compared using an adjustment coefficient before and after the change takes place. The code enables the old ISINs to be linked to the new ones. |
| 2 | ISIN code | Text (12) | Internal code for the instrument also referred to as instrument ID. If the ISIN is changed, this code is not modified As a result, trading prices can be compared using an adjustment coefficient before and after the change takes place. The code enables the old ISINs to be linked to the new ones. |
| 3 | Instrument name | Text (18) | Brief description of a security |
| 4 | Quotation place | Text (10) | The Euronext location at which the instrument is listed/traded. |
| | | Possible values : Amsterdam, Brussels, Lisbon, Paris |
| 5 | Category | Text (20) | Type of instrument |
| | | Possible values : Government bond, Other bond, Certificate, Investment fund, Repo, Share, Tracker, Warrant |
| 6 | Issuing country code | Text (3) | This code is designated in accordance with the ISO 4217 (3A) coding system and represents the country in which the corporate headquarters of the issuing company are located. |
| 7 | Segment | Text (11) | Name of the trading segment to which the instrument belongs. |
| | | Possible values : NextEconomy, NextPrime, Blank field to indicate no segment |
| 8 | Trading currency code | Text (3) | Code for the currency in which an instrument is traded as defined in ISO 4217 (3A). When the price of a cash instrument is expressed as a percentage of the nominal value, the currency in which the nominal value is expressed must be placed in this field. |
| 9 | Trading unit type | Text (1) | Unit used to express the price and quantity of an instrument for orders and trades. |
| | | Possible values : 1 Price per share expressed as a currency; quantity expressed as a number of shares, 2 Price expressed as a percentage of the nominal value; quantity expressed as a number of bonds |
| 10 | Registered date | Date (YYYY-MM-DD) | Date when the trade was executed, modified or cancelled |
| 11 | Registered number | Text (6) | Unique trade ID when combined with the registered date, internal code and quotation place. When a trade is cancelled or modified, a new ID is provided. |
| 12 | Trade indicator | Text (1) | Indicates whether the record concerns a trade or a trade cancellation. |
| | | Possible values : 1 Trade, 2 Trade cancellation |
| 13 | Trade date | Date (YYYY-MM-DD) | Date when the trade took place |
| 14 | Trade time | Date (HH-MM-SS) | Time when the trade took place |
| 15 | Cross-trade indicator | Text (1) | Indicates whether the trade originates from a cross order type. That is a buy-sell order. |
| | | Possible values : 0: Not a cross trade, 1: Classic cross trade, 3: Basket cross trade, 4: Valuation trade |
| 16 | Trade price | Number (9(7).99) | Price at which the instrument was traded (may take the value 0) |
| 17 | Trade size | Number (9(9)) | Number of units traded |
| 18 | Turnover in euros | Number (9(13).99) | Total value traded, expressed in euros |
 Off-market Trades
| Field Name | Data Type * | Description |
|---|
| 1 | Internal code | Text (6) | Internal code for the instrument also referred to as instrument ID. If the ISIN is changed, this code is not modified As a result, trading prices can be compared using an adjustment coefficient before and after the change takes place. The code enables the old ISINs to be linked to the new ones. |
| 2 | ISIN code | Text (12) | Internal code for the instrument also referred to as instrument ID. If the ISIN is changed, this code is not modified As a result, trading prices can be compared using an adjustment coefficient before and after the change takes place. The code enables the old ISINs to be linked to the new ones. |
| 3 | Instrument name | Text (18) | Brief description of a security |
| 4 | Quotation place | Text (10) | The Euronext location at which the instrument is listed/traded. |
| | | Possible values : Amsterdam, Brussels, Lisbon, Paris |
| 5 | Registered date | Date (YYYY-MM-DD) | Date when the trade was executed, modified or cancelled |
| 6 | Registered number | Text (6) | Unique trade ID when combined with the registered date, internal code and quotation place. When a trade is cancelled or modified, a new ID is provided. |
| 7 | Trade indicator | Text (1) | Indicates whether the record concerns a trade or a trade cancellation. |
| | | Possible values : 1 Trade, 2 Trade cancellation |
| 8 | Publication date | Date (YYYY-MM-DD) | Date when the trade took place |
| 9 | Trade date | Date (YYYY-MM-DD) | Date when the trade took place |
| 10 | Trade time | Date (HH-MM-SS) | Time when the trade took place |
| 11 | Trade size | Number (9(9)) | Number of units traded |
| 12 | Trade price | Number (9(7).99) | Price at which the instrument was traded (may take the value 0) |
| 13 | Turnover in euros | Number (9(13).99) | Total value traded, expressed in euros |
| 14 | Trade type | Text (1) | D: LIFFE CONNECT® delta neutral trades (trades in a cash instrument listed on Euronext that correspond to the cash leg of trades based on a delta neutral-type strategy executed in the LIFFE CONNECT system), or delta neutral trades entered in TCS by the market control department. |
| | | E: Market VWAP trades (trades executed outside the central order book whose prices are based on the average price of the trades executed in the relevant listed instrument via the central order book during a specific period). |
| | | G: Block trades reported to the regulator and executed outside the regulated markets. These trades are not subject to the rules governing regulated markets due to their nature but they are subject to Euronext’s rules and must be reported to the regulators. |
| | | H: Trades executed outside the central order book outside trading hours, or block trades. |
| | | I: Investment funds market trade |
| | | L: Exercising of options traded outside the central order book (no price check) |
| | | O: Other trades reported to the regulator. These trades are not subject to the rules governing regulated markets due to their nature but they must be reported to Euronext and the regulator. They do not have to meet any quality or minimum market capitalization requirements. |
History: 1 Jan 2002 - present
| Field Name | Data Type * | Description |
|---|
| 1 | Effective date | Date (YYYY-MM-DD) | Trading day to which the provided data relates |
| 2 | Internal code | Text (6) | Internal code for the instrument also referred to as instrument ID. If the ISIN is changed, this code is not modified As a result, trading prices can be compared using an adjustment coefficient before and after the change takes place. The code enables the old ISINs to be linked to the new ones. |
| 3 | ISIN code | Text (12) | Internal code for the instrument also referred to as instrument ID. If the ISIN is changed, this code is not modified As a result, trading prices can be compared using an adjustment coefficient before and after the change takes place. The code enables the old ISINs to be linked to the new ones. |
| 4 | Instrument name | Text (18) | Brief description of a security |
| 5 | Quotation place | Text (10) | The Euronext location at which the instrument is listed/traded. |
| | | Possible values : Amsterdam, Brussels, Lisbon, Paris |
| 6 | Issuing country code | Text (3) | This code is designated in accordance with the ISO 4217 (3A) coding system and represents the country in which the corporate headquarters of the issuing company are located. |
| 7 | Category | Text (20) | Type of instrument |
| | | Possible values : Government bond, Other bond, Certificate, Investment fund, Repo, Share, Tracker, Warrant |
| 8 | Trading currency code | Text (3) | Code for the currency in which an instrument is traded as defined in ISO 4217 (3A). When the price of a cash instrument is expressed as a percentage of the nominal value, the currency in which the nominal value is expressed must be placed in this field. |
| 9 | Segment | Text (11) | Name of the trading segment to which the instrument belongs. |
| | | Possible values : NextEconomy, NextPrime, Blank field to indicate no segment |
| 10 | First price | Number (9(7).99) | Price at which the first trade of the day was executed, expressed in the trading currency |
| 11 | Highest price | Number (9(7).99) | Highest traded price of the day, expressed in the trading currency |
| 12 | Lowest price | Number (9(7).99) | Lowest traded price of the day, expressed in the trading currency |
| 13 | Last price | Number (9(7).99) | Last traded price of the day, expressed in the trading currency |
| 14 | Turnover in euros | Number (9(13).99) | Total value traded, expressed in euros |
| 15 | Volume | Text () | Total number of units traded during the day |
| 16 | Number of trades | Text () | Total number of trades for the day |
|