Refinitiv Tick History

**Overview**

Refinitiv Tick History is a service that provides access to historical financial market data. This data, which goes back to 1996, comes from over 500 global trading venues and third-party contributors. It includes detailed information about trades, such as the time, price, and volume of each transaction and cleaned and normalised, ready for use in research and analysis of trading strategies.

**Use cases**

• Systematic trading strategies, optimisation and back testing
• Execution & analysis implementation shortfall/slippage, FRTB, market microstructure analysis & TCA
• Regulation legal investigations, market surveillance, best Ex – SEC & MiFID II, conformance testing, reporting trading risk

**Personas**

• Quant and Prop shops
- Quantitative analysts
- Algo traders

• Hedge Funds
- Quantitative analysts
- Algo traders
- Head of market data
- Risk Managers

• Banks/Broker Dealers
- Trading heads
- Data & Analytics Groups
- Market data (IT)
- Market data (procurement)
- Risk department

• Regulators
- Trading/Markets policy makers and research divisions

**Product details**

Refinitiv Tick History is a market data service, offering a comprehensive database of historical real-time pricing data, including global intra-day time and sales, quotes and market depth content. Dating back to January 1996, the 45+PB of data available covers both OTC and exchange-traded instruments from over 500 exchanges and third-party data contributors, with the majority of data available two hours after markets close.
Refinitiv Tick History offers consistent, normalised data on a venue-by-venue basis ready for consumption without the need to structure the data.
The service also offers:
• Normalised data format so that there is consistency in field and data types from each data exchange and venue.
• A custom extract service that allows users to select precisely the instruments, fields, and time periods that they need, and schedule generation of reports at a time to suit their business processes.
• A large array of trade qualifiers on each venue to ensure precision on data queries and financial / trading models.

**Key Benefits**

• 25+ years of high-quality data: Data back to 1996, which has been structured and normalised, and can be accessed through the Refinitiv Instrument Code (RIC).
• Aligned to the Refinitiv data model: Tick History uses the Refinitiv data model, including symbology and identifiers. This means that Tick History data can be easily combined with reference data, machine readable news, sentiment data, and other data types, supporting a range of use cases.
• Connected across the enterprise: Organisations can connect Tick History with their Refinitiv data across the front, middle and back office, improving data consistency and lowering operational risk.
• Robust support for implementation: Refinitiv Professional Services has deep expertise in enabling clients to get the most out of their Tick History data, and in helping clients transition to Tick History in the cloud
• Global support when clients need it: Refinitiv Tick History is backed by our 24/7/365 global support model. No matter where clients are, they can access the help they need for the challenges they face.
• Rich Developer Community assets: Tick History has a deep library of materials to support clients within the Developer Community.