question

Upvotes
Accepted
38.1k 71 35 53

Is this a full tick data service (including full quote) for all global markets? (from Webinar May 31)

Is this a full tick data service (including full quote) for all global markets?

tick-history-rest-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

1 Answer

Upvotes
Accepted
9.5k 10 5 7

The content in Thomson Reuters Tick History is a recording of the Elektron Real Time Full Tick, and as such the venues & fields available, market depth, and update rate all broadly match that service (barring where contract issues with content sources prevent this). So, yes, every tick, every quote for all markets carried (barring OPRA where some quote conflation is applied). You can find a venue coverage list on 'My Account' (Navigate to Products, Tick History v2 and - at time of writing - it's the first document listed on the page).

This question was first asked in a webinar (31st of May) please see here: Introduction to Tick History REST API

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

Click below to post an Idea Post Idea