Chi-X data now available in the Data Library!

Chi-X Australia data are now available in the Data Library. These data contain an historical archive of order book tick history for trading on the Australian Chi-X Exchange (Chi-X), which dates back to the commencement of the exchange on 25th October 2011.

These data are made available under license from Chi-X for the purposes of academic research.

Please contact us if you would like to gain access to these data.

Market Capitalisation in Thomson Reuters Tick History

There is no direct field in TRTH for market capitalisation however it’s still possible to retrieve this using a simple two-step process.

Once you’ve populated your instrument list, under the fields tab and Corporate Actions message type, select the field Default Share Type > Thousands of Shares. This will give you the field for number of shares outstanding. You can use this along with last prices to calculate market cap figures. It will be required to retrieve two separate requests for the different Message Types, one for shares outstanding and one for last prices.