European Short Disclosures
收藏Snowflake2025-02-12 更新2025-04-09 收录
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资源简介：
The European Short Disclosures (EU-SDS) dataset provided offers the most comprehensive and holistic look into short disclosures in European equity markets. It covers 20 countries, 2519 companies and 1000+ position holders and starts from 2012.
Positions reported are reported on the security level, using the International Securities Identification Number (ISIN) as an identifier.
The dataset adds significant value to quantitative researchers by normalizing the data schema, considering the difference in reporting quality and consistency across different regulators.
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# Key features
- Countries: Austria, Belgium, Czech Republic, Germany, Denmark, Finland, France, United Kingdom, Greece, Hungary, Ireland, Iceland, Luxembourg, Netherlands, Norway, Poland, Portugal, Sweden, Spain
- Position-level data and aggregated data: the data feed shows highest granularity through presenting each position reported. When regulators provide aggregated data on the company level, this is also reflect in the data feed
- Intra-day delivery frequency
- Point-in-time support
# Example fields included
- Position ID
- Position date
- Company ID
- Security ID
- Position Holder ID
- Net Short Position
提供机构：
2iQ Research
创建时间：
2025-02-12
