Questions tagged [reuters]
The reuters tag has no usage guidance.
22
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96
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Risk-free yield curve creation for Euro
I'm working on a Interes Rate Risk in Banking Book model for EVE calculation. It doesn't matter if you know what it is or not, I just need help with one step. That step is the creation of risk free ...
- 13
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0
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30
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Formula to convert Bloomber ticker to ISIN, RIC or Factset ticker [duplicate]
I want to convert Bloomberg tickers (for equities) that to either of ISIN, CUSIP, RIC, Datastream code or Factset Ticker. I don't have access to Bloomberg but say if I just want to convert Bloomberg ...
0
votes
1
answer
172
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Option symbology with reuters DSWS
I am trying to systematically extract option data at a certain date based on the underlying.
Input: interchangeably ISIN/RIC/Mnemonic
Output: list of underlying symbols, preferably mnemonics.
I am ...
- 578
5
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2
answers
3k
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Bloomberg Ticker mapping with Reuters RIC
I am trying to map Bloomberg ticker into Reuters one.
For example this one: EDZ3C 96.625 COMDT
Few years ago aforementioned BBG ticker would be mapped to Reuters ...
- 151
1
vote
1
answer
475
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Do companies' Reuters Instrument Codes (RICs) change over time?
I am merging two datasets:
1) One which includes Reuters US companies' RICs and the number of news linked to each company;
2) Compustat US, taking data from 1996 to 2018.
I have few questions:
...
- 11
1
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0
answers
103
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Do Reuters or Eikon have intraday exchange rate data for minor currencies?
I need historical intraday exchange rate data (for a minor european currency - EURRSD) for my thesis. Not necessarily tick by tick - just prices at any interval below an hour will work.
I guess there ...
- 131
2
votes
0
answers
147
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Chat bot for traders [closed]
In the framework of my internship at a bank, I want to write a chat bot program in Python that allows our bond traders via their Bloomberg terminal chat box application to type in structured command ...
- 31
2
votes
2
answers
4k
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Mapping I/B/E/S to Compustat via 6-digit CUSIP
I am trying to link Thomson Reuter's I/B/E/S dataset with Compustat. Both I obtained via WRDS. The only halfway useful info I could find was on a two year old forum post, which suggests to go through ...
- 237
1
vote
1
answer
7k
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Convert 3M rates to 6M rates using Basis Swaps (3M vs 6M)
How can I convert a 6M Libor rate e.g. 1Y Tenor to a 3M Libor rate using a basis swap 3M vs. 6M? I wanted to know the math and also an example would be great.
Update:
Example:
...
- 137
2
votes
2
answers
1k
views
Database of ETF and underlying index from Thomson Reuters or Bloomberg
I want to generate a table of ETFs listed in the US and declared benchmarks. The idea is that I want to have the possibility to use the benchmark as a proxy of the ETF to run longer backtests when ...
- 171
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1
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1k
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Where to find historical fundamental data of S&P constituents in Thomson Reuters database?
I need data such as Net Income, ROA, ROE, etc. for companies in S&P 500 Index. I would like to see the values also for other years, e.g., since 2010. However, when I log-in to Thomson Reuters ...
- 1
1
vote
0
answers
698
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Thompson Reuters TRBC and GICS
I can retrieve the components But I would like 2 retrieve the Index RIC by the sector scheme Code for Both GCIS and TRBC. I would really like 2 get my hands on the components for the Dow Jones sectors ...
- 11
4
votes
1
answer
172
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Vendor data aggregation for Options on Futures
Have anyone managed to automate data consolidation between Reuters and Bloomberg for Options on Futures? Are there any common attributes that these vendors share in this particular asset class that ...
- 41
2
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0
answers
3k
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How can I use Thomson Reuters Eikon to get a list of large historical companies?
I am trying to use Thomson Reuters Eikon to get a list of historically large companies, for example, what were the 1000 largest companies by market capitalization in 1990? I would like to get lists of ...
- 21
8
votes
2
answers
13k
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Market Data Sources Bloomberg Vs Reuter
In my project, we have two version of systems. One version is for derivative trades and other version is for bond trades.For derivatives we get the market data from Reuters and for Bonds we are ...
- 181
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votes
2
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2k
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Conversion stock symbols Google Finance vs. Reuters
I'm working on a project that will fetch data from Google Finance and Reuters.
In order to avoid keeping two separate lists of stock symbols, I'm looking for some kind of conversion or database or API ...
2
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1
answer
1k
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How does Reuters quote caps?
I'm wondering which curves should I use when passing from
the Implied volatility to prices.
When I read an implied volatility (for instance 3Y Cap strike 0.5%)
the discounts and forward rate ...
- 235
2
votes
1
answer
2k
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Is Reuters Instrument Code (RIC) case-sensitive?
Someone in my organization claims that RIC codes are case-sensitive.
So for example:
SPXi201420000.U does not refer to the same instrument as ...
- 123
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votes
6
answers
4k
views
Bloomberg alternatives for fixed income data
I am looking for a (hopefully significantly cheaper) alternative to bloomberg - primarily for fixed income data. Perhaps some survice that has a more modular fee structure (so that I only have to pay ...
- 3,347
0
votes
1
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3k
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converting US tickers into Reuters RIC [duplicate]
I have a large list of US equity tickers such as:
"GIRO", "ITUB", "BITA" etc
and I would like to convert them into their corresponding RIC codes. Do you know how can I do it? I have access to ...
- 133
4
votes
1
answer
548
views
What structural model does Reuters use for default probability?
When using Reuters, for each listed company there is credit tab that shows relevant information in terms of credit default. There is also rating class as well as one year default probability. It is ...
- 319
37
votes
12
answers
128k
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Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
Is there any known solution (preferably open source) to map between ticker symbols, Reuters and Bloomberg symbols. For example:
Ticker: AAPL
Reuters: AAPL.O (may be prefixed with RSF.ANY. dependent ...
- 511