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Thomson Reuters enhances tick history in preparation for MiFID II

First Published 27th July 2017

Tick History 2.0 provides increased granularity of content, additional reference data fields for new MiFID II data sources, and enhanced APIs for application development.

Brennan Carley, Thomson Reuters

Brennan Carley, Thomson Reuters

New York - Thomson Reuters has enhanced its tick history data service, Tick History 2.0, to provide the financial industry with a tool for developing algorithmic and systematic trading strategies and assist in meeting MiFID II requirements in 2018. The solution assists institutions in complying with MiFID II, by incorporating additional reference data fields to capture the new data sources and venues under MiFID II.

Thomson Reuters Tick History enables financial institutions to build and back-test trading strategies, perform quantitative research and analytics, conduct market surveillance, and implement trading compliance solutions.

Data is recorded from Thomson Reuters Elektron Real Time Feeds covering both OTC and exchange traded instruments across 500+ trading venue, with coverage dating back to 1996.

"The markets have moved towards greater use of quantitative, passive and systematic investment strategies, and inclusion of quantitative factors in fundamental investment styles, all of which are driving the need for more data," said Brennan Carley, global head of Enterprise Proposition and Product Management, Thomson Reuters. "The new features of Tick History offer both buy-side and sell-side a powerful trading and compliance tool that is both flexible and scalable based on the needs of the institution."

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