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   Lisbon Cash Market Summaries  

Open, high, low, close, and previous close for Lisbon-listed securities delivered three times a day

The price data files contain data such as last traded price, opening price, highest price, lowest price, previous closing price etc. These files are provided three times on every trading day: 1. at start-of-day: provides the opening prices; 2. after closing: provides the last traded prices; 3. at end-of-day: provides the closing prices.

For cash and derivatives, there is also a fourth price file. This is a second end-of-day file that is generated late in the evening when all derivatives markets are closed.

Instruments Covered
Equities

Markets Covered
Euronext

  • Access Fee

    €105 / month
Included Data
  • CSV
    • Name Frequency Format Delivery
      Derivatives Quote File
      Post Trade    Pre-trade
      Text (CSV)
      FTP


      Header record

        Field Name Data Type * Description
      1 Record type Text ()  
      2 Market Identifier Text ()  
      3 Type of the file Text ()  
      4 Date and time of file generation Date (YYYY-MM-DDThh:mm:ssTZD)  


      Fields records

        Field Name Data Type * Description
      1 Record type Text ()  
      2 Exchange Code Text ()  
      3 Exchange Name Text ()  
      4 Physical Commodity Code Text ()  
      5 Last underlying Text ()  
      6 Last underlying time Text ()  
      7 Expiry date Text ()  
      8 Instrument type Text ()  
      9 Instrument identifier Text ()  
      10 Bid Text ()  
      11 Bid qty Text ()  
      12 Ask Text ()  
      13 Ask qty Text ()  
      14 Last Text ()  
      15 Last qty Text ()  
      16 Last time Text ()  
      17 Last trade type Number ()  
      18 Open Text ()  
      19 Open time Text ()  
      20 Open trade type Text ()  
      21 Close price ()  
      22 Previous close price Text ()  
      23 Settlement price Text ()  
      24 Prev settlement price Text ()  
      25 EDSP Text ()  
      26 High Text ()  
      27 High time Text ()  
      28 High trade type Text ()  
      29 Low Text ()  
      30 Low time Text ()  
      31 Low trade type Text ()  
      32 Lifetime high Text ()  
      33 Lifetime high time Text ()  
      34 Lifetime high trade type Text ()  
      35 Lifetime low Text ()  
      36 Lifetime low time Text ()  
      37 Lifetime low trade type Text ()  
      38 Year high Number ()  
      39 Year high time Text ()  
      40 Year high trade type Text ()  
      41 Year low Text ()  
      42 Year low time Text ()  
      43 Year low trade type Text ()  
      44 Delta Text ()  
      45 Volatility Text ()  
      46 Open interest Text ()  
      47 Open interest date Text ()  
      48 Prev open interest Text ()  
      49 Prev open interest date Text ()  
      50 Cumulative volume Text ()  
      51 Cumulative volume book Text ()  
      52 Cumulative volume OTC Text ()  


      Other records

        Field Name Data Type * Description
      1 Record type Number (1)  
      2 Exchange Code Text ()  
      3 Exchange Name Text ()  
      4 Physical Commodity Code Text ()  
      5 Last underlying Number ()  
      6 Last underlying time Date (hh:mm:ssTZD)  
      7 Expiry date Date (YYYY-MM-DD)  
      8 Instrument type Text ()  
      9 Instrument identifier Text ()  
      10 Bid Number ()  
      11 Bid qty Number ()  
      12 Ask Number ()  
      13 Ask qty Number ()  
      14 Last Number ()  
      15 Last qty Number ()  
      16 Last time Date (YYYY-MM-DDThh:mm:ssTZD)  
      17 Last trade type Number ()  
      18 Open Number ()  
      19 Open time Date (YYYY-MM-DDThh:mm:ssTZD)  
      20 Open trade type Text ()  
      21 Close price Number ()  
      22 Previous close price Number ()  
      23 Settlement price Number ()  
      24 Prev settlement price Number ()  
      25 EDSP Number ()  
      26 High Number ()  
      27 High time Date (YYYY-MM-DDThh:mm:ssTZD)  
      28 High trade type Text ()  
      29 Low Number ()  
      30 Low time Date (YYYY-MM-DDThh:mm:ssTZD)  
      31 Low trade type Text ()  
      32 Lifetime high Number ()  
      33 Lifetime high time Date (YYYY-MM-DDThh:mm:ssTZD)  
      34 Lifetime high trade type Text ()  
      35 Lifetime low Number ()  
      36 Lifetime low time Date (YYYY-MM-DDThh:mm:ssTZD)  
      37 Lifetime low trade type Text ()  
      38 Year high Number ()  
      39 Year high time Date (YYYY-MM-DDThh:mm:ssTZD)  
      40 Year high trade type Text ()  
      41 Year low Number ()  
      42 Year low time Date (YYYY-MM-DDThh:mm:ssTZD)  
      43 Year low trade type Text ()  
      44 Delta Number ()  
      45 Volatility Number ()  
      46 Open interest Number ()  
      47 Open interest date Date (YYYY-MM-DD)  
      48 Prev open interest Number ()  
      49 Prev open interest date Date (YYYY-MM-DD)  
      50 Cumulative volume Number ()  
      51 Cumulative volume book Number ()  
      52 Cumulative volume OTC Number ()  

      * If the data type is 'Text', the number in parentheses is the length. If the data type is 'Number', the number of decimal places is shown in parentheses. And if the data type is 'Date', the date/time mask is shown in parentheses.
  • XML
    • Name Frequency Format Delivery
      Derivatives Quote File
      Post Trade    Pre-trade
      XML
      FTP

       




      asset class
      type of the file
      date and time of file generation


      long name of the exchange
      single character code for exchange
      one element per derivatives class
      trading symbol of derivatives class
      last traded price of underlying instrumen
      time of last traded price of underlying instrument
      one element per maturity date
      expiry date of instrument
      one element per outright instrument
      EIID code of derivative
      bid price of instrument
      bid size
      ask price of instrumen
      ask size
      last price of instrument
      LASTQTY>last qty
      last date and time
      last trade type
      opening price of instrument
      opening date and time
      opening trade type
      close price
      previous day’s close price
      daily settlement price of instrument
      previous setll. price of instrument
      EDSP price of instrument
      highest price of instrument
      highest date and time
      highest trade type
      lowest price of instrument
      lowest date and time
      lowest trade type
      lifetime high
      lifetime high date and time
      lifetime high trade type
      lifetime low
      lifetime low date and time
      lifetime low trade type
      year high
      year high date and time
      year high trade type
      year low
      year low date and time
      year low trade type
      delta of instrument
      implied volatility of instrument
      open interest in instrument
      date of open interest in instrument
      previous open interest in instrument
      date of previous open interest in instrument
      cumulative volume of all trades on instrument
      cumulative volume of all book trades on instrument
      cumulative volume of all OTC trades on instrument

      ... other instruments

      ... other maturity dates

      ... other derivatives classes

      ... other exchanges

  • Specifications (in PDF)
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