Thomson Reuters Tick History (TRTH) - REST API

News & Updates

  • 26 Sep 2019

    Tick History on Jupyter Notebook Quick Start

    This article will demonstrate how to request tick history data on demand on Jupyter Notebook.

  • 03 Dec 2018

    How to integrate DSS/TRTH data into Power BI Desktop

    This article demonstrates how to develop a connector extension for Power BI to connect to TRTH/DSS data. It uses DataScope Select REST API to connect, retrieve data using On Demand extraction method. This allows TRTH/DSS data integration in Power BI. You can add/modify the connector to extract other report templates.

  • 28 Mar 2018

    Using Microsoft .NET Core with Tick History REST API

    This Example demonstrates how to use Tick Historical REST API with .NET Core.

  • 30 Nov 2017

    Tick History in R language - Part 3

    This is the final article in the series that is going to show you how to use the httr package to retrieve On-Demand custom report from TRTH REST APIs.

  • 19 Oct 2017

    Boost TRTH downloads with AWS

    This article explains how to improve TRTH data downloads performance.

  • 11 Sep 2017

    How to Optimize TRTH (Tick History) file downloads for Python (and other languages)

    After making a request for historical data using TRTH, once the data has been extracted and is ready you can download and save the resulting compressed data file to your local hard disk. In this article, I investigate how to download TRTH compressed data files, and how to optimize the download time.

  • 07 Sep 2017

    Using Tick History V2 REST API with Go Programming Language

    This article demonstrates problems and solutions that developers should be aware of when using TRTH V2 On Demand data extraction with Go programming language. It uses Tick History Market Depth On Demand data extraction as an example to demonstrate the usage and solutions.

  • 29 Aug 2017

    ISIN to RIC conversion with the TRTH (Thomson Reuters Tick History) REST API.

    ISIN to RIC conversion with the TRTH (Thomson Reuters Tick History) REST API.

  • 22 Aug 2017

    Developer Webcast: Using Tick History REST API in R

    Thomson Reuters Tick History provides access to over 5 petabytes of nanosecond timestamped tick and level 2 order book data going back as far as 1996 across all asset classes. Areas of implementation include: trading strategy design and backtesting; algorithmic strategy; risk management; compliance and market monitoring, and many more.Find out how to access this extraordinary data source using the popular statistical computing environment called R. This short webcast tutorial takes you through the steps you need to know – using the popular HTTR package. 

  • 04 Aug 2017

    Tick History in R language - Part 2

    This is the second article in the series that is going to show you how to use the httr package to retrieve Venue By Day data from TRTH REST APIs.

  • 19 Jul 2017

    Tick History in R language - Part 1

    This tutorial explains how to request an authentication token from the Tick History server using the httr package.

  • 31 May 2017

    Webinar Recording: Introduction to Tick History REST API

    Access petabytes of nanosecond time-stamped Tick History Data, using our Tick History REST API The largest collection of tick history (Level 1 and Level 2 (Market Depth)) across multiple asset classes and geographies is available to you for easy retrieval. Learn how to make scheduled or ad hoc bulk data extractions of data from over 500 venues.

  • 06 Apr 2017

    Webinar Recording: Implement a Timeseries Segmentation Algo

    In this developer webinar, we investigate the theoretical and practical aspects of how to implement a change point algorithm using a timeseries of tick data. This is an extremely useful technique for those interested in segmentation of time series.

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