Reuters Database Information

Reuters Database

Who is Reuters?

  • Founded in London in 1851
  • Worlds Largest international news and television agency
  • Over 18,140 Staff in 97 cities in 22 countries
  • Approximately 30,000 headlines, 8 Million words in over 26 languages published daily
  • Over 584,000 professional users
  • 52,900 Client Locations
  • Data on over 960,000 shares, bonds and other financial instruments
  • Information on 40,000 companies
  • Financial Information from 244 exchanges and OTC markets

What is the Reuters Database?

It is huge, simple as that. Reuters have very kindly provided around 7 years of intra day data from over 240 international markets along with OTC data, Foreign Exchange data and News. We get a tape a month to update the history and we will continue to do so into the future. The technical staff have worked very hard to build the data into a user friendly format, something that has not been taken on by anyone else in the world and is available in limited form at the moment. The RASP project is addressing the automation process to get the data to you in the form you want, when you want it.

Benefits to academics, exclusivity

We are proud of the fact that Reuters has provided the data exclusively to SIRCA, globally. Because of the data’s breadth of coverage, you won’t need to go chasing data that is seemingly impossible to find. We will probably have it, so don’t forget to ask us first.

Validation of ASX, SFE and US market data provided by Reuters.

One of the key elements of any researcher’s project is the quality of the data. We are doing comparisons between Reuters and ASX provided SEATS data to prove up the integrity of the data on your behalf. We have also started doing the same for other markets. So, if you are keen, let us know which markets you are interested in and we will schedule it for validation.

Mind Blowing Stats

Here are some stats that will give you an idea of the scale of the Reuters data SIRCA is providing to its members.

  • 7 Years of History plus ongoing updates, 24x7, delivered by tape by Reuters, Singapore
  • Every Market, Every Bid, Offer, Trade, Quote, News Item for all financial instruments, globally
  • 4 Terabytes of Compressed Data and 16 Terabytes uncompressed that’s approximately 26,000 CD’s!
  • 300 Million rows per day of data, that’s 25 CD’s a day!

An Example Study

Average daily transactions over 160 days for Asian Markets

Hong Kong Stock Exchange 236,544
Singapore Int Monetary Exchange 58,454
Nagoya Stock Exchange 8,076
Sapporo Stock Exchange 273
Niigata Stock Exchange 0
Hong Kong Futures Exchange 75,703
Shanghai Stock Exchange 209,859
Shanghai Metal Exchange 2,473
Shenzhen Stock Exchange 195,959
Calcutta Stock Exchange 29,116
Guangdong United Futs Exchange 8
Dalian Commodities Exchange 6,959

 

 
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