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What you are looking for is generally called "machine-readable news". Here are the ones I know about off hand: Dow Jones Elementized News Feed Thompson Reuters News Feed Direct Bloomberg Event-Driven Trading Feed NASDAQ OMX Event-Driven Analytics Good luck getting reliable latency figures from any of those vendors though.


Concur with Thomas for most part, though I would recommend you to sign up for a trial with Dow Jones Newswire. I like the API and app that Newsware ( makes available. It is not suitable for hft but I use it in order to stay informed and look up often used mnemonics. I think they have a pretty capable API and I remember they offer ...


Since you mentioned economic number releases you may be interested in AlphaFlash. For trading economic releases they have a fiber that runs into the NY4 data center an supposedly shaves a couple of milliseconds off.


It would be relatively trivial to implement a web scraper for any website you were interested in gathering news from - see Beautiful Soup for Python. This would allow you to gather and analyse news data from multiple sources in a way that may be more robust than relying on a single service. For example, you could screen scrape a certain website for the news ...


News is not free, and hence you won't find a company offering machine readable news services for free. My best suggestion is to ask a machine readable news company for a day's worth of historical data. Even that might not work, however, as they won't waste their time if they don't think you're going to buy their service.


If you are an academic interested in this field I would suggest contacting Sirca. Thomson Reuters is active with academics through their partnership with Sirca in Australia ( Sirca has other machine readable text products available.


It is possible that they are getting "news", but what I feel these firms are doing is connecting to EMSX offered by Bloomberg which is an electronic trading platform. Which is why they would probably invest in sending microwave shots of data back to NJ. The data is : which broker offers which security at what rate. Earlier access to data implies that they ...


How about: Barnhart, Scott W. "The effects of macroeconomic announcements on commodity prices." American Journal of Agricultural Economics 71.2 (1989): 389-403. This article analyzes the immediate reaction of a representative sample of commodity prices and two T-bill yields to the unanticipated components of thirteen macroeconomic announcements. ...

1 has an api and ravenpack has data as well to find news for stocks that are members of indices.


You need Reuters RFA or SFC API access, they both give access to historical data, that you are able to lookup with a ticker symbol. See:


I believe historical Reuters data can be downloaded online. Search for Reuters Key Developments Corpus. The author of this paper ( used data like this.

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