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

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

tick-history-rest-api
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pimchaya.wongrukun01 avatar image
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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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