Thomson Reuters Tick History

Discover a treasure trove of signals and opportunities for your models. Thomson Reuters Tick History provides millisecond-timestamped tick data going back over eleven years, covering 35 million OTC and exchange-traded instruments worldwide. Its accurate and precise historical record of market behavior also helps meet the demands of regulations such as MiFID and Reg. NMS.

With Thomson Reuters Tick History, you can:

Refine your algorithms to perform in real-life scenarios with a precise record of market behaviors. Integrated reference data enables you to create a seamless historical time series effortlessly.
Analyze and back-test easily thanks to common standards and field identifiers.
Prove compliance and best execution by comparing your activities against an accurate record of historical market events.
Process analytics and search for signals as events happen with fully integrated companion solutions such as Thomson Reuters High Velocity Analytics and Thomson Reuters NewsScope Archive.

Why choose Thomson Reuters Tick History?

Comprehensive coverage: Full-tick, global, intra-day time & sales, time & quotes and market depth covering an extensive range of asset classes including equities, foreign exchange, fixed income and more. With more than 35 million unique instruments across 200+ exchanges, our breadth and depth of coverage means you can support any testing scenario required.
Single, logical format regardless of source: We harmonize data from multiple sources into a single, RIC-based format with common field identifiers for simple integration and analysis. We bring together and standardize vast quantities of disparate data so you don’t have to, including unique OTC content not available elsewhere.
Easy integration with other products: Common symbology makes for easy integration with Thomson Reuters High Velocity Analytics and Thomson Reuters data feeds, providing an off-the-shelf solution for key aspects of algorithmic trading.
Flexible commercial terms: Our pricing is usage-based by asset class and by geography, offering transparency and flexibility.
Easy to use: A simple ‘step-by-step’ wizard enables you to create dynamic data requests easily, and state-of-the-art file compression technology ensures rapid data delivery. Scheduling features mean that data can be downloaded at the pre-defined time of your choice – and FTP push and pull delivery means you can extract just the data you need. You can search all data items using Thomson Reuters Tick History’s intuitive search engine. It lets you navigate the vast universe of available data by searching on common reference information.