Identify best execution across markets. Thomson Reuters Tick History on Demand brings you cross-asset, tick-by-tick information on global market data, with millisecond time stamps. And with a database going back to January 1996, it can also satisfy MiFID’s demand to identify the trade venues identified in your execution policies. Thomson Reuters takes care of everything – hosting, data management, normalization and disaster recovery – so you can retrieve essential compliance data without the cost and inconvenience of managing your own databases.
With Thomson Reuters Tick History on Demand, you can:
- Compare daily market-level intelligence by venue
- Determine and establish best execution venues
- Maintain daily post-trade compliance
- Prove compliance up to five years after the trade
Why choose Thomson Reuters Tick History on Demand?
- 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.
- Flexible commercial terms: Our pricing is usage-based by asset class, by group and by geography, offering transparency and flexibility to meet your needs.
- 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.
Delivery Methods
- Highly compressed files downloaded securely over HTTPS
- Programmatic API via SOAP Interface
- Hard media delivery via DVD or USB drive
- Future: FTP push delivery will allow automated delivery to users with an FTP server
- Future: ability to schedule run on a daily, weekly or monthly event timer
- Future: FTP Pull delivery & dedicated communication line delivery methods
Data coverage in depth
Equities
- Global equities coverage (common, preferred, rights, with warrants, units, convertibles, when issued, ADRs, etc.), exchange warrants, and equity-linked
- Over 5 million instruments globally
- Time & sales and time & quotes
- Trade corrections
- Market depth
- Corporate actions, showing full time series and including dividends and splits
Foreign exchange
- Spot, cross and forward rates available for over 100 countries
- Thomson Reuters regional and domestic contributed data, including super RICs
- All foreign exchange derivatives, including exchange-traded futures and options
- Thomson Reuters Matching data – spots, crosses and forwards
Fixed income and money markets
- Treasury, sovereign, local authority, municipal and supra-national, corporate and mortgage-backed debt (includes related asset-backed debt)
- 52 fixed income markets and OTC data from 24 countries
- Contributed price and yield data for best quote government bonds, treasury bills, gilts and notes
- A range of money market instruments including deposit rates, bank FRAs, swap rates, bank bills and acceptances, commercial paper, federal funds and federal fund FRAs, interest rate caps and swaps, swaptions and repurchase agreements
- Money market and fixed income derivatives, including exchange-traded futures and options
Options and futures
- Global derivative coverage (cash options, futures, options on futures)
- Over 30 million current and expired instruments from 41 futures markets and 51 options markets
- Time & sales and time & quotes
- Settlement price and open interest updates
Indices
- Global index values and constituents
- Over 300,000 index-related instruments
Economic data
- Current and revision history
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