At last …. API access to Tick History for academic users!

By far the most common way currently for the academic community to access data from Thomson Reuters Tick History is via a web browser.

This requires a person to interact with a computer to set query parameters on a web page, execute a query and then download the results. Results can then be loaded into a software package for analysis and further processing. We see a wide range of packages such as Excel, SAS, Matlab, and R being used for this.

In order to make the process less labour intensive and more reliable, some users write software to automate the process. In order to do this, they need to be able to write code that accesses Tick History via a different interface called an Application Programming Interface (API). This allows a software developer to create tools to automatically download Tick History data and process it. As this is being done by software, it can be scheduled to run automatically. API access to Tick History has been available to commercial customers of Thomson Reuters Tick History for some time.
The good news is that Sirca has recently invested in new server infrastructure in order to allow access to the Tick History API for our Academic members. We should add that Sirca has also recently undertaken a substantial code optimisation effort. This has resulted in considerably faster execution of API queries – up to 40% faster than previously and 30% faster on average.

A note of caution for academic users however, a reasonable degree of programming ability is required to use the Tick History API. As this is a web service, a wide range of programming languages can be used.
Please get in touch with us if you need access to the Tick History API user documentation, or if you would like to talk about this in more detail. We will be progressively enabling API access to all of Sirca’s datasets over the next few months, we will keep you posted.