Access Keys:
Skip to content (Access Key - 0)

Products & Services

Thomson Reuters Tick History

Thomson Reuters Tick History provides microsecond-timestamped tick data going back to January 1996, covering 35 million OTC and exchange-traded instruments worldwide. It is a comprehensive, accurate and precise historical record of market behavior.

Comprehensive coverage: full-tick, global, intra-day time & sales, time & quotes and market depth covering an extensive range of asset classes including equities, foreign exchange, fixed income and more.

Single, logical format regardless of source: the service harmonizes data from multiple sources into a single, Reuters Instrument Code-based format with common field identifiers for simple integration and analysis. Tick History brings together and standardises vast quantities of disparate data from a myriad of different global trading venues so you don't have to spend time normalising data for your own research.

Easy to use: A simple 'step-by-step' wizard enables you to create dynamic data requests easily, and state-of-the-art file compression technology ensures rapid data delivery. Scheduling features mean that data can be downloaded at the pre-defined time of your choice - and FTP push and pull delivery means you can extract just the data you need. You can search all data items using Thomson Reuters Tick History's intuitive search engine.


Key Features
  • Message types include intraday or end of day data, TAS, TAQ & Corporate Actions content
  • Asset classes include Equities,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
  • Ability to schedule requests on a daily, weekly or monthly basis
Screenshots



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.

Related products

Australian Equities Tick History

Core Research Data

Products

Australian Equities Tick History
Read More


Australian Company Reference Data
Read More


Thomson Reuters Tick History
Read More


Global News
Read More

Subscribe

Sirca's products and services are available to universities or regulators globally for research purposes. Click here for information about how to subscribe or, if your institution is already a subscriber, for information about how to obtain user privileges.

Adaptavist Theme Builder Powered by Atlassian Confluence