e-MID dataset

e-MID is the Italian Electronic Market for Interbank Deposits. Data consist of transactions between banks participating to the market. For each transaction, the following information is recorded: maturity of the lending, date and time of the transaction, interest rate agreed for the loan, volume of the transaction, ID of the bank that posted the order in the book, ID of the bank that chose the posted order, side of the aggressor bank.

Visit also: https://journals.aps.org/pre/abstract/10.1103/PhysRevE.74.066112, http://www.sciencedirect.com/science/article/pii/S0165188907000474, http://link.springer.com/article/10.1007/s10614-014-9427-x

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Additional Info
Field Value
Accessibility Restricted
AccessibilityMode The dataset can be put at disposal for running codes on it, upon request
Availability On-Site
Basic rights Other rights
ChildrenData No
Consent obtained also covers the envisaged transfer of the personal data outside the EU N/A (Not appliable)
Consent of the data subject N/A (Not appliable)
CreationDate 2017-04-28 19:05
Creator Squartini, Tiziano, tiziano.squartini@imtlucca.it, orcid.org/0000-0001-9011-966X
Details 149,6 MB; *.csv format
Field/Scope of use Private use
IP/Copyrights N/A (Not applicable)
ManifestationType Original
Personal data was manifestly made public by the data subject No
PersonalData No
PersonalSensitiveData N/A (Not applicable)
ProcessingDegree Primary
Semantic Coverage Financial networks
Territory of use World Wide
ThematicCluster Social Data
TimeCoverage 1999Q1-2012Q3
system:type SoBigData.eu: Dataset
Management Info
Field Value
Source http://www.e-mid.it/
Author Squartini Tiziano
Maintainer Squartini Tiziano
Version 1
Last Updated 26 September 2019, 12:28 (CEST)
Created 26 September 2019, 12:28 (CEST)