Reference data
Identifiers, listings, classifications, currencies and trading calendars.
Our research universe spans major equity venues. Exchange calendars, currencies, sessions and symbol conventions are treated as first-class data.
| Region | Representative venues | Research focus |
|---|---|---|
| North America | NYSE · Nasdaq · TSX | Equities, ETFs, indices and corporate actions |
| Asia-Pacific | TSE · HKEX · TWSE · KRX · SGX · Bursa Malaysia | Local sessions, listings, price behavior and cross-market studies |
| Europe | Xetra · Frankfurt and reference indices | Equities, indices and regional comparison |
| Global references | FX · rates · commodities · broad indices | Context variables for regime and risk research |
Identifiers, listings, classifications, currencies and trading calendars.
Open, high, low, close, volume and session-aware time series.
Splits, dividends, symbol changes and listing lifecycle events.
Indices, volatility, rates and currency series used as explanatory variables.
Analyses account for market holidays, lunch breaks, auctions, daylight-saving changes and time-zone alignment. Cross-market comparisons are normalized before signals are evaluated.