RDTH
Reuters DataScope Tick History is an historical market data service, offering global intraday Time and Sales, Time and Quotes, Market Depth and Corporate Actions content from 1-Jan- 1996. Data is provided for instruments across Equities, Futures, Options, Commodities and Energy, Indices, Foreign Exchange, Money Market, Fixed Income, Funds and Economic Indicators Asset Classes. Data request and retrieval are performed all from the convenience of a Reuters hosted web interface, with no additional hardware required.
Key Features
Message types include intraday or end of day data, TAS, TAQ & Corporate Actions content - All asset classes including Futures, Options Commodities and Energy, Indices, Foreign Exchange, Money Market, Fixed Income, Funds and Economic Indicators
- More than 350 customisable fields including corporate actions, symbology, reference data, transactions, stock splits
- Simple 4 step wizard search setup
- Convenient download interfaces via HTTPPull & HTTPPush services
Papers written using this data
- Wang, J., & Yang, M. Asymmetric volatility in the foreign exchange markets. Journal of International Financial Markets, Institutions and Money
- Debelle, G, D’Arcy & Ossolinski, C. (2009). Recent conditions in the Australian foreign exchange market. Reserve Bank of Australia Bulletin.
- Frijns, B., & Margaritis, D. (2008). Forecasting daily volatility with intraday data. The European Journal of Finance, 14(6), 523-540.
|