Clean historical tick data

Discussion in 'Data Sets and Feeds' started by Esq Esq Esq, Mar 27, 2009.

  1. for equities.
    Any ideas where to get/buy some?

    we are running new servers and store all this crap, but we need to go back in time.

    any ideas?
     
  2. Vince1

    Vince1

  3. Thank you
     
  4. Can anyone comment on either of these data sources? Cost, reliability, ease of use?
     
  5. Reuters DataScope Tick History (RDTH) provides data back to 1-Jan-1996 across the vast majority of global equity exchanges (230+); the product also contains data across in the Futures, Options, Commodities and Energy, Indices, FX, Money market, Fixed Income, Funds and Economic Indicators asset classes.

    The data is sourced from the Reuters real-time feed, the data contained in RDTH being identical to the data on the feed. The data is presented in a standardised format across all the global exchanges, each message being time stamped to the millisecond. Data is presented in .CSV format files ready for upload into a database or analytics engine.

    Data can be accessed through either a web GUI or an API with results provided by either HTTPS or FTPS pull or FTP Push.

    For additional information please feel free to contact me:
    richard.atkinson@thomsonreuters.com
     
  6. Pippi436

    Pippi436

    The Reuters product sure sounds very nice, it also sounds like it has a very institutional price tag..
     
  7. Complete One-Minute Equity Database
    for US Equities
    $48,000
    one-time fee
    Order Online

    lol...
     
  8. Why doesn't Reuters list the price of their products ?

    I don't do business with anyone that makes me listen to a sales pitch to find out the price
     
  9. ....company policy at a guess as it's across the board.
     
    #10     Mar 31, 2009