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Data Center
  • SHoF Data center – a national mission
  • Fama French Factors
  • FinBas
  • Historical Archives
  • NASDAQ HFT
    • Reconstructed Order Book
    • Nordic Market Quality
  • Nordic Compass, SHoF's ESG Database
  • PAtLink
  • Serrano
  • News

NASDAQ HFT

HFT data contains all messages (orders, cancellations and trades) sent and received to the Stockholm Stock Exchange matching engine. All datasets are based on the NASDAQ OMX Historical ITCH files.

DATABASE AVAILABLE FOR SSE STUDENTS AND STAFF, AS WELL AS TO THE SWEDISH ACADEMIC COMMUNITY THROUGH SWAMID.

Reconstructed Order Book →

Nordic Market Quality →

When using this database, please refer to:

NASDAQ HFT at Swedish House of Finance Research Data Center.

Accessed mm dd, yyyy. 

https://www.hhs.se/en/houseoffinance/data-center/

Funded by Nasdaq
Questions

For further information or questions regarding our datasets, please refer to our support website →

Swedish House of Finance

Bertil Ohlins gata 4, 113 50 Stockholm

info@houseoffinance.se +46 8 736 91 00
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