Reuters Data
Reuters
Information
The Reuters data available varies somewhat from market to market.
However, the following data is generally available.
Exchange Traded Markets
For a detailed matrix of Exchange Traded Markets, please download:
Reuters
Exchange Traded Markets (MS Excel, 77KB)
For every quote change and trade the following fields are recorded:
| Field |
Description |
Notes |
| 1 |
Reuters Instrument Code (RIC) |
|
| 2 |
Exchange |
|
| 3 |
Date |
|
| 4 |
Time |
|
| 5 |
Best bid price |
|
| 6 |
Best ask price |
|
| 7 |
Trade price |
|
| 8 |
Trade volume |
|
Index Data
Index values are recorded every 10 to 60 seconds depending on the
exchange. The following fields are recorded:
| Field |
Description |
Notes |
| 1 |
Reuters Instrument Code (RIC) |
|
| 2 |
Date |
|
| 3 |
Time |
|
| 4 |
Current value |
|
|
