Reuters DataScope Tick History

Feed your appetite for data

The millisecond-to-millisecond history of the financial markets is a treasure trove of signals and opportunities for your models. But as trading volumes increase exponentially, capturing, storing and managing data locally becomes difficult. While greater trading activity opens opportunities for arbitrage, the life expectancy of opportunities is shortening as firms compete with similar strategies. Soaring data volumes only make regulations more burdensome.

Reuters DataScope Tick History can help you meet these challenges. As the only outsourced, hosted historical market data service, it provides millisecond-timestamped tick data going back over eleven years, covering 35 million OTC and exchange-traded instruments worldwide. We know how much work goes into developing a successful algorithm, and we put the same effort into quality control and maintaining high availability.

The need for an accurate and precise historical record of market behavior is also being driven by new regulations such as MiFID and Reg. NMS. All of this needs a comprehensive, high quality archive.

Automated Trading

Effective algorithms require accurate, tick-by-tick historical data. Reuters DataScope Tick History gives you access to a precise record of market behaviors, so you can groom your algorithms to perform in real-life scenarios. Additionally, as you look at our historical service you will find that our accurate integrated reference data and corporate actions history will allow you to create a seamless historical time series effortlessly.

Since data from worldwide markets lack common standards, Reuters DataScope Tick History uses a universal 24-hour clock with common field identifiers to make analysis and back testing straightforward as you bring your strategies to execution with our Reuters Real Time Data Feed.

Compliance

Agencies like SEC, FSA, NASD, NYSE and FED are posing massive challenges for firms everywhere. Under these strict regimes, the only way to prove compliance and best execution is by comparing your trading activities on a given day against accurate representations of historical market occurrences.

For many firms, capturing and storing high frequency data is too costly to consider. Reuters tick history will allow you to access critical data as and when you need it to provide your firm an insurance policy against possible regulatory action. We allow you to request specific time periods of market data to compare your transaction alerts against to track and identify activities that do not meet regulatory mandates.

• Single, logical format with common field identifiers regardless of source
• All asset classes
• Every trade and every quote in every market
• Flexible commercial terms
• Browser-based access
• Flexible delivery
• Global support
• Global high frequency data from January 1996
• Terabytes of market information hosted for easy retrieval

• Criteria-based searching and screening built on Reuters Reference Data and RIC symbology
• Customisable search allows specific instrument sets and date ranges
• Customisable output through choosing from a wide set of available fields
• Logical, application-agnostic format makes importing data easy
• Highly compressed files are downloaded securely over HTTPS and API
• Unrivalled data coverage