End-of-day prices refer to the closing prices of various financial instruments, such as equities (stocks), bonds, and indices, at the end of a trading session on a particular trading day. These prices are crucial pieces of market data used by investors, traders, and financial institutions to track the performance and value of these assets over time. The Techsalerator closing prices dataset is considered the most up-to-date, standardized valuation of a security trading commences again on the next trading day. This data is used for portfolio valuation, index calculation, technical analysis and benchmarking throughout the financial industry. The End-of-Day Pricing service covers equities, equity derivative bonds, and indices listed on 170 markets worldwide.

Euro Area's main stock market index, the EU50, fell to 5289 points on July 4, 2025, losing 1.03% from the previous session. Over the past month, the index has declined 2.25%, though it remains 6.21% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Euro Area. Euro Area Stock Market Index (EU50) - values, historical data, forecasts and news - updated on July of 2025.

📈 Daily Historical Stock Price Data for CPI Europe AG (2005–2025)

A clean, ready-to-use dataset containing daily stock prices for CPI Europe AG from 2005-01-12 to 2025-05-28. This dataset is ideal for use in financial analysis, algorithmic trading, machine learning, and academic research.

  🗂️ Dataset Overview

Company: CPI Europe AG Ticker Symbol: IMO1.F Date Range: 2005-01-12 to 2025-05-28 Frequency: Daily Total Records: 5179 rows (one per trading day)

  🔢… See the full description on the dataset page: https://huggingface.co/datasets/khaledxbenali/daily-historical-stock-price-data-for-cpi-europe-ag-20052025.

📈 Daily Historical Stock Price Data for European Residential Real Estate Investment Trust (2018–2025)

A clean, ready-to-use dataset containing daily stock prices for European Residential Real Estate Investment Trust from 2018-08-23 to 2025-05-28. This dataset is ideal for use in financial analysis, algorithmic trading, machine learning, and academic research.

  🗂️ Dataset Overview

Company: European Residential Real Estate Investment Trust Ticker Symbol: ERE-UN.TO Date… See the full description on the dataset page: https://huggingface.co/datasets/khaledxbenali/daily-historical-stock-price-data-for-european-residential-real-estate-investment-trust-20182025.

This dataset offers both live (delayed) prices and End Of Day time series on equity options

1/ Live (delayed) prices for options on European stocks and indices including: Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward Greeks : delta, vega Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.
Visit our website (canari.dev ) for more details about our forecast signals.

The delay ranges from 15 to 40 minutes depending on underlyings.

2/ Historical time series: Implied vol Realized vol Smile Forward
See a full API presentation here : https://youtu.be/qitPO-SFmY4 .

These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API

If you need help, contact us at: contact@canari.dev

User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.

Here are examples of possible syntaxes:

For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW

data.canari.dev/IV/ALV/1224

data.canari.dev/IV/DTE/1224/csv

Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ...

List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group

The dataset used in this paper is a collection of historical stock prices of eleven companies of different stock exchanges of frontier markets.

📈 Daily Historical Stock Price Data for Asseco South Eastern Europe S.A. (2010–2025)

A clean, ready-to-use dataset containing daily stock prices for Asseco South Eastern Europe S.A. from 2010-02-22 to 2025-05-28. This dataset is ideal for use in financial analysis, algorithmic trading, machine learning, and academic research.

  🗂️ Dataset Overview

Company: Asseco South Eastern Europe S.A. Ticker Symbol: ASE.WA Date Range: 2010-02-22 to 2025-05-28 Frequency: Daily Total… See the full description on the dataset page: https://huggingface.co/datasets/khaledxbenali/daily-historical-stock-price-data-for-asseco-south-eastern-europe-sa-20102025.

The dataset contains 12 leading global stock indices and stock prices of companies.

France's main stock market index, the FR40, fell to 7696 points on July 4, 2025, losing 0.75% from the previous session. Over the past month, the index has declined 1.21%, though it remains 0.27% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from France. France Stock Market Index (FR40) - values, historical data, forecasts and news - updated on July of 2025.

United Kingdom's main stock market index, the GB100, fell to 8823 points on July 4, 2025, losing 0.00% from the previous session. Over the past month, the index has climbed 0.13% and is up 7.54% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from United Kingdom. United Kingdom Stock Market Index (GB100) - values, historical data, forecasts and news - updated on July of 2025.

📈 Daily Historical Stock Price Data for Allegro.eu S.A. (2020–2025)

A clean, ready-to-use dataset containing daily stock prices for Allegro.eu S.A. from 2020-10-13 to 2025-05-28. This dataset is ideal for use in financial analysis, algorithmic trading, machine learning, and academic research.

  🗂️ Dataset Overview

Company: Allegro.eu S.A. Ticker Symbol: ALE.WA Date Range: 2020-10-13 to 2025-05-28 Frequency: Daily Total Records: 1157 rows (one per trading day)… See the full description on the dataset page: https://huggingface.co/datasets/khaledxbenali/daily-historical-stock-price-data-for-allegroeu-sa-20202025.

Germany's main stock market index, the DE40, fell to 23787 points on July 4, 2025, losing 0.61% from the previous session. Over the past month, the index has declined 2.20%, though it remains 28.75% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Germany. Germany Stock Market Index (DE40) - values, historical data, forecasts and news - updated on July of 2025.

This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This information can be utilized for various purposes such as investment analysis, financial research, and market trend forecasting.

This study examines the long-run price relationship and the dynamic price transmission among the USA, Germany, and four major Eastern European emerging stock markets, with particular attention to the impact of the 1998 Russian financial crisis. The results show that both the long-run price relationship and the dynamic price transmission were strengthened among these markets after the crisis. The influence of Germany became noticeable on all the Eastern European markets only after the crisis but not before the crisis. We also conduct a rolling generalized VAR analysis to confirm the robustness of the main findings.

TTF Gas fell to 33.36 EUR/MWh on July 4, 2025, down 1.04% from the previous day. Over the past month, TTF Gas's price has fallen 8.96%, but it is still 1.05% higher than a year ago, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. EU Natural Gas TTF - values, historical data, forecasts and news - updated on July of 2025.

Despite its importance for the analysis of life-cycle behavior and, in particular, retirement planning, stock ownership by private households is poorly understood. Among other approaches to investigate this puzzle, recent research has started to elicit private households' expectations of stock market returns. This paper reports findings from a study that collected data over a two-year period both on households' stock market expectations (subjective probabilities of gains or losses) and on whether they own stocks. We document substantial heterogeneity in financial market expectations. Expectations are correlated with stock ownership. Over the two years of our data, stock market prices increased, and expectations of future stock market price changes also increased, lending support to the view that expectations are influenced by recent stock gains or losses.

This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This information can be utilized for various purposes such as investment analysis, financial research, and market trend forecasting.

Understanding the complexity of the financial transmission process across various assets-domestically as well as within and across asset classes-requires the simultaneous modeling of the various transmission channels in a single, comprehensive empirical framework. The paper estimates the financial transmission between money, bond and equity markets and exchange rates within and between the USA and the euro area. We find that asset prices react strongest to other domestic asset price shocks, but that there are also substantial international spillovers, both within and across asset classes. The results underline the dominance of US markets as the main driver of global financial markets: US financial markets explain, on average, around 30% of movements in euro area financial markets, whereas euro area markets account only for about 6% of US asset price changes. Moreover, the methodology allows us to identify indirect spillovers through other asset prices, which are found to increase substantially the international transmission of shocks within asset classes.

This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This information can be utilized for various purposes such as investment analysis, financial research, and market trend forecasting.

This paper examines whether variations in demographic structure have influenced stock prices. The study employs a nonparametric approach based on the Fourier Flexible Form representation, which relates variations in the entire age distribution to the normalized stock price under a flexible functional form. The main findings of this paper are that there is a significant impact from prime working-age consumers on the stock price, and that this impact is robust for all G5 countries (France, Germany, Japan, the UK and the USA). These findings survive many robust tests, and are consistent with the predictions from the life-cycle models.