Thomson Reuters Tick History (TRTH)

Summary

Tick History provides unparalleled access to historical high frequency data across global asset classes back to 1996. It is accessible through 2 separate platforms:

1) The DataScope servers, with their GUI and REST API, and the associated .Net SDK for C# programming.

2) The GCP (Google Cloud Platform), where tick data can be queried using Google BigQuery. This capability was made available in November 2019.

These are two entirely different offerings.

Overview

Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, fixed income, and derivatives instruments. Designed for customers requiring content to back-test automated and programmatic (algorithmic) trading models and perform historical quantitative research, as well as clients with compliance or transaction cost analysis needs.

Key customer benefits:

  • Unique breadth and depth of coverage across all asset classes and regions since 1996.
  • A single logical format from a single source, saving time and money.
  • Hosted service, no installation required.
  • Data available two hours after the major markets close.
  • Easy integration with your services.

Tick History access

The Tick History REST API is available to all Tick History clients at no additional cost.

For Google BigQuery access, please contact your Refinitiv Account Team.

Legacy versions

Effective June 29, 2018, Tick History v1 and the legacy SOAP API were no longer available or supported.