Tick History 介绍
TRTH is an historical market data service, offering global intra-day Time and Sales, Time and Quotes and Market Depth content for over 10 years of historical data for an extensive range of Equities, including their derivatives, Indices and Foreign Exchange instruments.
Some of the variables are:
Equities: Global Equities Coverage (Common, Preferred, etc.), Exchange Warrants, Equity Options, and Equity-Linked; Time and Sales; Time and Quote; Trade Correction Messages - US and Canadian Markets, London Stock Exchange and Australian Stock Exchange; Market Depth; End Of Day.
Options & Futures: Global Derivative Coverage (Options, Futures, Futures on Options); Single-stock Futures; Futures contracts on Equities, Equity Indices, Foreign Exchange, Money Market and Fixed Income securities; Cash Options on Equities, Indices, Foreign Exchange, Money Market and Fixed Income securities; Options on Futures contracts based on Equities, Indices, Money Market and Fixed Income securities; Time and Sales; Time and Quote; Trade Correction Messages; Market Depth; Settlement Price and Open Interest Updates; End Of Day.
Indices: Global Index Data; Indices Updates; End Of Day.
Foreign Exchange: Spot rates, Cross rates, Forward rates, Fixings and Cross Rate Forward; Foreign Exchange derivatives including exchange-traded Futures and Options contracts; End Of Day.
Money Market: Deposit Rates, Deposit Fixings, Certificates of Deposit, Commercial Paper, Federal Funds, Repurchase Agreements, Prime Rates, Forward Rate Agreements, Discount Notes, Eligible Bills and Interest Rate Swaps; Money Market derivatives including exchange-traded Futures and Options contracts.
Fixed Income: Over-the-Counter instruments for all G24 Countries; Exchange-traded Corporate Debt, Treasury and Sovereign bonds; Mortgage/Asset-Backed domestic bonds and securities; End Of Day.
Commodities and Energy: Base and Precious metals; Grains, Oilseeds and Livestock; Power; Gas and Oil; Crude Netbacks; Shipping; Electricity; Weather; End Of Day.
Data Type Statistical
Coverage To the day before the request
Subjects/Topic Coverage Commodities, Energy, Equities, Fixed income, Foreign exchange, Futures, Indices, Money market and Options
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