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   Euronext NextHistory Cash OrderBook  

The Order File includes details on fully executed orders and associated trades. The Order File is only available as a monthly file service. Some fields involving orders remaining in the order book at the end of the relevant period are not populated.

***THIS PRODUCT IS CURRENTLY UNAVAILABLE***

Official post-clearing data, includes corrected volumes and final prices, direct from the source;

  • End of Day file, including detailed dividend information and adjustment coefficients;
  • Trade file, including trade cancellations, trade IDs and off-market data (reported through TCS). TCS is the system used by NYSE Euronext to report OTC-trades executed outside the central order book;
  • BBO file, including best bid and offers;
  • Order file, including detailed information for fully executed orders and trades executed in the previous month (monthly delivered product).

    • Customers can obtain Data Content Months of backhistory as a once-off purchase, where the Customer receives the data directly from NYSE Euronext.
    Customers can obtain forward going Data Content Months as a subscription, where the Customer receives the data directly from NYSE Euronext.
    Customers can be authorized for the delivery of a daily file service or a monthly file service.
    Customers can obtain Data Content Months indirectly via a vendor.

    Please note:
    The NextHistory Order File monthly subscription is currently not available. The backhistory is available until June 2008.
    For further queries please send an e-mail to NYSE Euronext Data Solutions’ Sales & Account Management..

    Instruments Covered
    Equities

    Markets Covered
    Euronext

    • Direct Access Fee

      N/A / mo.

    • Enterprise Usage

      N/A / mo.
    Included Data
    History: 1 Jan 2002 - present
    Field NameData Type *Description
    1Effective dateDate (YYYY-MM-DD)Trading day to which the provided data relates
    2Internal codeText (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.
    3ISIN codeText (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.
    4Instrument nameText (18)Brief description of a security
    5Quotation placeText (10)The Euronext location at which the instrument is listed/traded.
    Possible values : Amsterdam, Brussels, Lisbon, Paris
    6Issuing country codeText (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.
    7CategoryText (20)Type of instrument
    Possible values : Government bond, Other bond, Certificate, Investment fund, Repo, Share, Tracker, Warrant
    8Trading currency codeText (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.
    9SegmentText (11)Name of the trading segment to which the instrument belongs.
    Possible values : NextEconomy, NextPrime, Blank field to indicate no segment
    10First priceNumber (9(7).99)Price at which the first trade of the day was executed, expressed in the trading currency
    11Highest priceNumber (9(7).99)Highest traded price of the day, expressed in the trading currency
    12Lowest priceNumber (9(7).99)Lowest traded price of the day, expressed in the trading currency
    13Last priceNumber (9(7).99)Last traded price of the day, expressed in the trading currency
    14Turnover in eurosNumber (9(13).99)Total value traded, expressed in euros
    15VolumeText ()Total number of units traded during the day
    16Number of tradesText ()Total number of trades for the day
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