Database „Finance Research Graz Data Services“ (FiRe Graz DS)

The database “Finance Research Graz Data Services“ (FiRe Graz DS) contains numerous daily measures of market liquidity and market quality for all equities and ETFs continuously traded via Xetra on the Vienna Stock Exchange. Data are currently available for the period November 1999 to February 2018. We calculate these measures from intraday trade and quote data obtained from the Vienna Stock Exchange. 

To access the database “Finance Research Graz Data Services“ (FiRe Graz DS), proceed as follows:

1. Fill in the declaration of commitment and the application form and send a scan to fire.graz(at)uni-graz.at.
2. After verifying your statements, we assign you a username and a password and send you a link to access the database. Your login data are valid for 14 days. Within this period, you can download .csv-files of daily market liquidity and quality measures for any arbitrary period, and for individual or all equities and ETFs contained in the database. 

Click here for an example.

For more detailed information regarding the database and its variables please refer to the Technical Document.

If you have further questions please contact fire.graz(at)uni-graz.at. 

The University of Graz and the Vienna Stock Exchange assume no liability for the correctness and completeness of the data provided.