RDTH
Reuters DataScope Tick History (RDTH) is an historical
market data service, offering global intra-day 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 Thomson 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
- Asset classes include Futures, Options Commodities, Energy, Indices, Foreign Exchange, Money Market, Fixed Income, Funds and Economic Indicators
- 350+ customisable fields including corporate actions, symbology, reference data, transactions, stock splits
- Simple 4 step wizard search setup
- Convenient download interfaces via HTTPPull services
- Scheduled search capability
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.
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