Clupea would be a genus within family Clupeidae (herring) and spratus would be the species within the genus, but [link|http://www.fishbase.org/search.php|Fishbase] considers this to be an invalid name.

The family for sprats is still Clupeidae (Herrings) but the European sprat is properly Sprattus sprattus sprattus where Sprattus is the genus, sprattus is the species and sprattus is a variety within the species (there are others).

The Atlantic herring is still a Clupea, specifically Clupea harengus harengus.

Most fish seem to have a whole list of "scientific names" assigned by different scientists but I go by fishbase in almost all cases (29,900 species under 224,200 common names (and who knows how many "scientific" names)).

Anchovies proper are family Engraulidae in the order Clupeiformes (herring-like) so they are related to sprats but not that closely. Of course this doesn't mean some varities of herring aren't called "anchovies" locally in one place or another.