Corporate ownership

Eurofidai is part of CNRS and ESSEC Business School.

Quick description

The European Financial Data Institute (EUROFIDAI ) is an academic institute of the CNRS and ESSEC Business School. Its main mission is to develop financial and ESG databases for academic researchers.

Its platform offers 3 separate databases with detailed financial market and ESG information:

  • Daily Database: This database covers stocks, mutual funds, EUROFIDAI indices, global/market indices, corporate events and spot exchange rates for a large geographic area (Europe, Asia, Middle-East, Oceania, Africa and Latin America) with historical data over 45 years (depending on the countries).
  • High Frequency Database: offers detailed information on trades and orders at the millisecond or microsecond. It covers the following markets: LSE, Turquoise, CBOE Europe BXE (BATS), CBOE Europe CXE (Chi-X), CBOE Europe DXE, Xetra, Euronext Paris and Eurex (derivatives).
  • ESG Database: powered by Clarity AI105 ESG Raw Data metrics on more than 70 000 corporations worldwide are available to academic researchers. Historical annual data with monthly updates.

Sustainable finance associated use case

  • Footprints (Carbon (Scope 1, 2, 3), Pollution Footprint (Air, Water and Soil Pollution), Water Footprint (Water use and consumption))
  • Social Impact (Employment( Workers/Labour, Gender, race, training, disabilities, working conditions and rythm)
  • Environmental Impact (Pollution (Air, Land and Water Pollution))
  • Governance (Remuneration)

A tool developped by:                 

In partnership with:                             

Financed by:                 

Credit : This tool has been made in the context of the EquipEx+ ANR-21-ESRE-0036:

Special thanks to Maria VILLALONGA, Thibaud BARREAU and all other contributors.