High Frequency Quantitative Research and Analytics

Power your quantitative trading strategies with historical market and economic data, news, data capture and analysis tools

Thomson Reuters Solutions for High Frequency Quantitative Research and Analytics offer unrivalled market data coverage of both on and off exchange venues, delivered through our ultra-low latency direct exchange feeds and our consolidated feeds, and unique content in key areas such as news and corporate guidance. They include a news sentiment engine to provide sophisticated integration of news into automated trading strategies and tools which enable customers to rapidly rebuild, recalibrate, stress test, and deploy new algorithms.

Overview
Key products
Hosting Solution

Key features

Real Time Pricing – Consolidated and direct feeds of global exchange and OTC markets covering over 400+ markets in hosted or deployed offerings
Pricing History – Deep historical database of granular tick as well as lower frequency pricing data for back-testing across all asset classes
Machine Readable News – News archives, structured and ultra-low latency news feeds, and real-time news analytics
Fundamentals and Estimates – global normalized fundamental database of deep history as well as market-leading intraday earnings estimates
Reference Data – the world’s most comprehensive pricing and reference data service including all of the corporate actions, symbology translations, historical index constituents, counterparty, and referential pricing data
Storage & Analytics Platforms – Capture, store and perform analysis across a multitude of content sets, both historically and real-time

Advantages

A comprehensive solution for quantitative and event-driven trading built on a market-leading middleware platform
Our global reach enables us to deliver over 1,000 structured macro-economic updates from 50 countries
Deep understanding of the information business, the ease of a consistent data model, symbology, and APIs allowing for precision analysis, interoperability, and more streamlined processing
We are the only vendor to offer 13 year price histories for cross asset securities
Cutting edge technology enables us to deliver key, market-moving news events to clients who are concerned about millisecond latency

Thomson Reuters Tick History – Millisecond-timestamped tick data going back over eleven years, covering 35 million OTC and exchange-traded instruments.
Thomson Reuters High Velocity Analytics – Provides you with a competitive edge by capturing and storing large amounts of streaming and historical data for real-time analysis and decision making.
Quantitative Analytics – Provides accurate financial database integration, innovative software design, and first-rate customer support.
Reuters Estimates – Provides quality real-time forecast information, serving the research and analytic needs of thousands of companies in the financial services, media and corporate markets.
Thomson Reuters DataScope Select – This strategic data delivery platform is a full cross-asset offering with intelligently linked data for all Thomson Reuters DataScope content.
Thomson Reuters Enterprise Platform for Data Management – Unifies the acquisition, management and distribution of all enterprise data assets, both real-time and non real-time.
Thomson Reuters NewsScope Archive – Historical database of Reuters and select third-party market moving news.
Thomson Reuters NewsScope Application License – News feed of Reuters and select third-party news, structured for 1000+ economic indicators.
Thomson Reuters NewsScope Direct – Ultra-low latency XML feed of highly structured news and economic data.
Thomson Reuters NewsScope Analytics – News analysis solution measuring author sentiment (positive, neutral and negative tonality) along with relevance and novelty of the items.
Thomson Reuters NewsScope Event Indices – News analysis solution producing seasonally adjusted topic indices to predict market reactions to various events.
Thomson Reuters Market Data System – A robust, resilient platform that can support huge throughputs of data, not just to the trading floor but to every part of your organization.
Thomson Reuters Data Feeds – High capacity digital data feeds deliver Thomson Reuters content, with full market data across all asset classes, including real-time news.
Reuters Client Developer Program - Licence, access, support, learning material & discussion on APIs and Thomson Reuters Market Data System. Large community of clients, partners, technology vendors & Thomson Reuters staff. A place to connect, consume, contribute and collaborate.