Thomson Reuters Unveils Daily Tick History Download
Thomson Reuters is preparing to roll out an expanded version of its daily tick history download service, with the addition of a Cancellations and Corrections service for processing correction messages from exchanges.
The vendor launched the initial version of the Exchange by Day service in the first quarter of this year, allowing users to download a daily CSV file of raw tick data for more than 160 global markets from Thomson Reuters’ FTP server. Users can load the data into a tick capture engine
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