Does Bloomberg or Reuters have good quality intraday data?

M

mizhael

How good are the data quality of the intraday data at Bloomberg and Reuters?

These are the only data sources I currently have...

Would like to use their intraday data if the data quality is good...

Thank you!
 
Both are good enough. Beware of "unfiltered" tick data though. (at leats, eliminate zero prices and zero volumes).

Reuters is slightly faster.
 
Hi Mizhael,

The Thomson Reuters offering is known as DataScope Select and is a full cross-asset data delivery platform for non-streaming content globally.

Content is intelligently linked and includes Reference Data, Corporate Actions, Legal Entity Data, end-of-day/intra-day pricing and Evaluation Pricing Services.

You can access it via desktop, FTP or API

http://thomsonreuters.com/products_...ducts/pricing_reference_data/datascope_select for more info, let me know if you want know more.

After a quick search on Google I couldn't find the equivolent Bloomberg product.

Many thanks
:T
 
Quote from tablewhite:

After a quick search on Google I couldn't find the equivolent Bloomberg product.
More...
I don't think Bloomberg are offereing an equivalent of DataScope. However, Bloomber terminal provides a massive amount of current and historical "fundamental" data, which Reuters 3000 does not with a "basic" subscription.
 
Quote from tablewhite:

Hi Mizhael,

The Thomson Reuters offering is known as DataScope Select and is a full cross-asset data delivery platform for non-streaming content globally.

Content is intelligently linked and includes Reference Data, Corporate Actions, Legal Entity Data, end-of-day/intra-day pricing and Evaluation Pricing Services.

You can access it via desktop, FTP or API

http://thomsonreuters.com/products_...ducts/pricing_reference_data/datascope_select for more info, let me know if you want know more.

After a quick search on Google I couldn't find the equivolent Bloomberg product.

Many thanks
:T
More...

Yeah, I want to know more, esp. on the futures, etfs, and FX side...

And I want to know if they are 15min, 5min, 1min, level 1, level 2, etc. data, both historical and realtime. And are there any pitfalls or potential traps in backtesting and relying on their data.

Thank you!
 
Thomson Reuters offers the most comprehensive Tick Histories on the market via Thomson Reuters Tick History platform.

It is a historical market data service, offering global intra-day Time and Sales, Quotes and Market Depth content dating back to January 1996 for an extensive range of Equities, Futures, Options, Commodities and Energy, Indices, Foreign Exchange, Money Markets, Fixed Income, Funds and Economic Indicators.

For more info: http://thomsonreuters.com/products_...ucts/quantitave_research_trading/tick_history

Please contact mike.cirillo@thomsonreuters.com for more info.

Thanks
 
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