Databases

 
During the past few years the OCS has collected a large number of databases of financial data, which makes our research group rather unique in the European academic landscape.
 

Specifically we have access to:
 

NOME DESCRIZIONE YEARS
Trades and/or Quotes

TAQ New York Stock Exchange Trades and Quotes 1995-1998
TAQ New York Stock Exchange Trades and Quotes 1999-2000
TAQ New York Stock Exchange Trades and Quotes 2001-2002
TAQ New York Stock Exchange Trades and Quotes 2003
MOMENTUM
 New York Stock Exchange – Trades – daily data
1987/1999
GLANCE
25 year daily data – Features

TSE_tickdata Tokio Stock Exchange DATA 2002
MILANO_QUOTES_2002 quotes Milano 2002
MILANO_TRADES_2002 trades Milano 2002
Order Book

Open Book FTP
New York Stock Exchange – order book
2002
LSE Rebuild Order Book
London Stock Exchange – order book
2002
EURONEXT_HMD Euronext Historical Market Data - Trades (Shares & non Shares) - Amsterdam, Lisbona, Parigi, Bruxell 2002
MILANO_BEST_BID_ASK
order book (fino al V livello) 2002
Mercati Interbancari


E_MID Milano mercato depositi interbancari euro usd trades quoted proposal – emider derivati su questi depositi 2002
Indices

S&P
1983-2004, S&P index, futures su S&P 1982-2004

Derivative Products

 

We also have also locally stored a relevant number of DNA sequences of complete genomes such as the Yeast, E.coli, Haemophilus influenzae Rd, 746 viruses, 135 phages, 103 bacteria.

 

The computation needed to perform empirical analyses and theoretical modeling can be done on our cluster of workstations running under the operating systems Linux.