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Thomson Reuters

http://thomsonreuters.com/

Public Sandbox Description

Thomson Reuters understands your need to get the content, data, and access to industry experts that will help you develop your products and grow your business. That’s why we’re providing you with tools you need to start your operation and foster its growth.

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Products

Elektron

A suite of data and trading capabilities that power the enterprise and connect global markets.

Thomson Reuters Elektron is a suite of data and trading propositions, including low latency feeds along with the analytics, enterprise platform and transactional connectivity to support any workflow application. In an increasingly interconnected global market, you need access to the broadest, deepest and most accurate market data feed to drive your decisions. Elektron delivers real-time data from thousands of exchanges and OTC-traded markets and over 70 direct exchange feeds. It provides coverage for 40 million instruments, and offers derived financial analytics, proprietary news, evaluated pricing, reference data, tick history and third-party content.

Elektron APIs

Thomson Reuters Elektron APIs

How Open Source APIs can give you an edge

The Elektron API family provides an open source and easy-to-use single point of access to Thomson Reuters Elektron content, as well as third-party and proprietary content. From CIOs to developers, large firms to startups, these APIs will provide enterprise-wide benefits that enable your firm to be agile, innovative and cost efficient.

Improve content delivery

Simplify access to Thomson Reuters’ and other content, and get optimal transport for each of your applications.

Increase flexibility

The Elektron API family is built from the ground up to be open, enabling extension to third-party and proprietary content and systems.

Reduce cost

With the new simplified APIs and open-source license, every part of the process is easier, enabling your firm to bring projects to market faster and see revenue quicker. And our API family increases usability for developers of all skill sets, so it’s more economical to find resources.

Streamline support

Connect with our Thomson Reuters developer community of over 16,000 developers globally, and collaborate with counterparties and vendors through our development network.

Eikon

Better financial analysis, trading and investment decisions with unique market insight, information and news

Thomson Reuters Eikon is a customizable and open system that offers a powerful blend of collaboration, analysis and insight. From Eikon Messenger, to a natural language search tool, to real-time and historical data, we have the next-generation tools and content that help give you an edge in the marketplace. Tap into a platform that delivers natural search, mobile apps, a global messaging community and fast-breaking market alerts. And the trading tools to reap the benefits.

Intelligent Tagging

Identify the best opportunities, make your content richer, and turn big data into precise advantage

Thomson Reuters Intelligent Tagging gives you the fastest, easiest, and most accurate way to tag the people, places, facts, and events in your content to increase its value, accessibility, and interoperability. Each entity extracted receives a relevance score that accurately indicates how important that entity is to the document. In doing this, it reveals trends, patterns, gaps, and opportunities that are filtered for relevance and mapped to the right connections, thereby making your content richer, and turning big data into a more precise advantage. All of this makes content more accessible and valuable via the automatic generation of rich metadata. Thomson Reuters Intelligent Tagging uses natural language processing (NLP), text analytics, and data-mining technologies to derive meaning from all that unstructured information out there – including research reports, news articles, blog posts, and more.

Permanent Identifier (PermID)

Data management for improved risk data aggregation and reporting.

Thomson Reuters Permanent Identifier (PermID) is a machine-readable identifier developed to create a unique reference for any data item. While most identifier schemas span subsets of entity types or categories, PermID provides comprehensive identification across a wide variety of entity types including organizations, instruments, funds, issuers and people. Unlike stock tickers and other such symbols, PermID never changes, helping you handle today’s complex data management challenges, eliminate mapping inconsistencies, reduce operational risk, and streamline end-to-end workflow processes across various platforms.

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Marketing Materials (list of pdfs or files that have been uploaded to the wiki)

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Technical Documents (list of pdfs or files that have been uploaded to the wiki)

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Reviews

Elsen's Experience

Thompson Reuters provides access to thousands of fundamental data points from the three main financial statements and beyond. Information includes typical standardized financial data such as earnings, dividends, and margins, but also contains sector specific data such as business and geographic segments, operating information (business intelligence), and major customers. TR prefers to deliver their data through an online SOAP-based API or XML structured files via FTP.

[Hopefully] helpful files:

High level document of QA sources and corresponding licenses. Super helpful for quick checks into TR holdings. Note this is only for the QA product line. The six data sets listed below should help point you in the right direction of what you need and then the pdf mentioned will give you the exact detail of sources:

  • Datastream (pricing data)
  • Starmine (factor modeling data)
  • Worldscope (semi-cleaned fundamental data)
  • I/B/E/S (analysts reports)
  • Reuters Knowledge Direct (more fundamentals)
  • Thomson Reuters Business Classification (sector information)

Report number AEA8B. Contains high level report information for a specific company which we've used for mapping identifiers, such as CUSIP to ISIN. One file per company.

Full fundamental report number B0905. Contains standardized annual financial statements going back up to 10 years. One file per company. Note the COA fields can be mapped to more detailed documentation as defined in Fundamentals_Glossary_Parsed.xlsx. TR does a good job of keeping these reports up to date, but you will need to watch for any lagging reports. We had one case where there were over 600 companies whose latest reports were behind all the other companies and the TR support team was pretty quick to track down all 673 missing reports (which they pushed to our ftp shortly after our request). Bottom line, if something seems off, ask. They seem to spend a lot of resources on their support team.

Example script to download files from the RKD ftp site.

Example script to parse one of the funadmental reports downloaded with tr_from_ftp.sh

Official fundamental documentation. Helpful for finding definitions of more obscure fundamentals. Doesn't show how they're all calculated, but if you can find the fundamental code, TR can help you find more information about that specific entity.

Parsed version of Fundamentals_Glossary.pdf. Helpful if you want to programmatically generate documentation for a subset of all of the fundmentals. Note the descriptions do have some artifacts from the pdf that may need to be removed, depending on which parts you want.

Official TR api documentation.

Kyper Data's Experience

Thomson Reuters offers a historical market data service called Thomson Reuters Tick History (TRTH). The data can be requested via a SOAP API or a web-based GUI. Files are delivered via FTP.

CAUTION: If a request is too large (say...more than 5GB), the request may be ignored. So, err on the small side with the number of securities and/or duration of history in each request.

Data Providers

Sandbox Participants

Guides

  • Data Agreement
  • Product Development Pipeline
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