Thomson Reuters Expands Tick History Service

Officials say the enhancements to Tick History will support the creation of algorithmic trading strategies and compliance with MiFID II.

Brennan Carley

The service captures data from the vendor’s Elektron Real-Time Feeds, and provides reference data covering exchange-traded and over-the-counter instruments traded on more than 500 trading venues, 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. The new features of Tick History offer both buy-side

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