What are the Content Enhancements on Thomson Reuters Tick History 2.0 vs 1.0? (from Webinar May 31)

Jirapongse
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What are the Content Enhancements on Thomson Reuters Tick History 2.0 vs 1.0?

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  • pimchaya.wongrukun01
    pimchaya.wongrukun01 LSEG
    Answer ✓

    Tick History 2.0 consumes its content from Thomson Reuters Elektron Real Time, our strategic real-time data network, and benefits from the content enhancements in Elektron vs our old IDN network which the v1 system consumed from, including:

    • Improved market depth (more levels) in Market by Price and Market by Order for an increasing number of venues
    • Thomson Reuters-recorded nanosecond timestamps and all exchange-supplied timestamps carried on Elektron Real Time
    • Sequence numbers available in Elektron Real Time
    • Improved Market coverage (including Aequitas, NSEI Tick byTick (NSEITbT) and OPRA Regionals)
    • Standardized / logical field usage across global asset classes across all services
    • Time bars – trade types are filtered to provide accurate time bars

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

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