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# Tag Info

21

Here are some pointers. First of all: What you list as a Reuters RIC, RSF.ANY.AAPL.OQ, is not really a RIC, only the AAPL.OQ is. The initial part is some stuff which is essentially site specific and tells me that you are working on a site that has a legacy RTIC infrastructure (some Reuters/TIBCO technology which is quite old these days and for all ...

9

There are a few things to consider: Price On average Thomson Reuters is known to be less costly than Bloomberg. One thing to consider when looking to save money is that most vendors will use some kind of ladder pricing. So if you cannot get rid of either Bloomberg or Thomson Reuters completely then you may not save as much as you expected. Technology ...

5

Macrobond, a swedish company might be something to consider. http://www.macrobond.com/

4

Yes, Thomson Reuters RIC codes are case-sensitive. I believe the confusion comes from the fact that some frontends will 'assist' you if you misspell and automatically convert. That's just a trick. This doesn't change the fact that at the API level it is case-sensitive. In other words: if you are doing your own application you should definitely think of RIC ...

4

Reuters is making a huge push with their Eikon terminals. I think their prices are under NDA but you can often get one at a big discount to the $1700/month the Bloomberg charges and they are starting to close the feature gap. You'll still need to pay the market data fees if you want real time quotes, but those fees can often be in the low 100/month range ... 4 CME group has free Swap curves. It also seems that they have quotes on the product feature page. Hope this works for you, -if it does, maybe you can comment about the costs when you find out. Thanks. 4 Bloomberg equity codes are usually quite easy to derive if you know the ticker (though you may have to replace dashes/spaces/slashes for preferred and multi-class shares). This is just for equities though and this is definitely not the case for futures. RICs are a different story. In the US, you need to know on what exchange the ticker is listed to get the ... 3 You can find the underlying data for the big indices, such as S&P 500, on our website www.simfin.com, freely available and instantly downloadable as excel. To this date, we have financial ratios, Financial statements (directly sourced from the SEC's XBRL data and up to 10y back) and stock prices for over 1000+ US companies, which hopefully might provide ... 3 The main problem of linking Compustat with IBES is not the fact that Compustat's cusip is 9 character, whereas IBES is 8-character. The main issue is that Compustat Cusip is header (most recent), whereas IBES Cusip is historical (as of date). Therefore matching through Cusips is likely to be correct for many cases but not all. The standard way of doing the ... 3 Each vendor has their own symbology universe and each exchange, market, or country may have their own standard identifiers. To date the majority of identifiers have also been dynamic, i.e. when a company renames, merges, relocates, the identifier may change. Some symbology systems operate on different levels of granularity whereby prices can be filtered to ... 3 Reuters uses a proprietary model defined StarMine structural/SmartRatios Credit Risk model that has been developed by themselves and provided with the Reuters data service. It does not exist a formal definition or paper about the model, in which it is explained how to get that score; Reuters simply explains roughly what is in its website without going into ... 2 If you're on the buy-side, you could also ask whether any of your counter parties may have what you need. For example, when it comes to fixed income data, Barclays Live and Morgan Markets (free to clients) may very well be better. 2 There isn't a reliable mechanism. Some things to think about: It's common for venues to abuse the security reference of the primary venue to mean anywhere that this security is traded. So - for some venues and data sources - if they talk about trading the LSE-listing of RIO on Bats Europe, they will refer to that as RIO.L. I believe your examples above have ... 2 I don't know exactly about Reuters but often implied volas in the Black 76 world are quoted (forward) ATM. Thus the forward equals the strike and they dissappear from the formula: $$C = E[(F-K)^+] = \exp(- r t) (F N(d_1) - K N(d_2))$$ and$d_1 = (\log(F/K)+\sigma^2/2T)/(\sigma \sqrt{T})$and$d_2 = d_1 - \sigma \sqrt{T}$, see e.g. here. In the ATM case$...

2

Let's say 1yr semiannual rate versus 6m Libor is 2.00% and 1yr basis swap is 6m libor = 3m libor + 15bp. Then , to a first approximation 1yr rate versus 3m libor is 2.00-0.15= 1.85%. More precisely , we have to take into account daycount conventions. So, we know that a swap consisting of 2.00% semiannual 30/360 daycount versus 3m libor +15 bp ...

2

Since I don't have SAS, I wrote a python script to create the mapping table between Compustat and IBES via CRSP. The code is available on my GitHub: https://github.com/snauhaus/link_compustat_ibes It does not require any input other than valid WRDS login credentials.

2

I will be adding here some resources that I found during the research, hopefully it will turn useful for others: http://www.linkedin.com/groups/master-symbol-database-most-cost-98173.S.51776671 http://en.wikipedia.org/wiki/Reuters_Instrument_Code

1

You've stumbled upon one of the fundamental challenges to working with historical equity data. The quick answers are that (1) yes, identifiers can and do change over time; (2) there isn't a clear/obvious/'right' method for mapping securities in creating a security master, at least in part due to differing treatment of corporate actions; (3) the general ...

1

So here's the answer for Bloomberg I suppose plus some extra advice when looking at the data you get from there. There is the function ETF that lets you screen for ETFs. Unfortunately, I have not found a possibility to screen by benchmark. Take AGG US Equity as an example. There is the field "FUND_BENCHMARK_PRIM" which points to the BM ticker. (This is ...

1

I think the best you may be able to do here is creating your own unique identifier in your code based off underlying, maturity date, put or call, and strike price, and then match the two data sources on that key. The only identifier Bloomberg seems to have for options on futures is their FIGI number, and I'm doubtful that Reuters supports that. Here's an ...

1

Well for bond prcing, since there isn't a real market you'll need multiple data feeds anyway to create your bid/ask price. The question then becomes can either bloomberg or reuters. Both will allow you to pull in data from multiple sources. On bloomberg its PCS to setup what pricing sources to use. The pricing sources available depend on what you pay for....

1

https://www.money.net/ is what I like to use it can be used in your browser and they have a 14 day trial to see if you like it. Its relatively cheap and nice to use.

1

The DTCC provides a free near-real-time swap activity here: https://rtdata.dtcc.com/gtr/dashboard.do You can subscribe to this service via RSS Feeds and mine it as needed. Swap trades must be reported by the sell side, so you can see near-real-time activity as it occurs. Hope this helps.

1

I think your request is too broad. ITUB, for example is an Italian company and has ADRs traded in several stock exchanges. Hence, if you do search in Eikon, you find multiple tickers for it. And I failed to find critea, which could yield single return value for each tickers you supplied. I used request: =RSearch("Equity", "TickerSymbol:" & B3 & "*"...

1

magtia.com We have a (cheap) commercial solution that addresses Symbol mapping from RIC to BBG to ISIN CUSIP activ ICE you name it We cover all markets and OTC. Problem is... the churn rate of new instruments and Corporate actions Hence Magtia create a new mapping for ALL instruments ( Cash Deriv OTC) for each market EVERY day before each market opens . ...

1

For Europe, CBOE (batstrading) provides a csv list of symbols that trade on their exchange. Their file has a mapping between ISIN, Currency and Mic and Bloomberg Primary ticker: https://batstrading.co.uk/bxe/market_data/symbol_listing/csv/

1

try www.tr8tool.com. It looks like they have a bunch of major names already mapped.

1

Bloomberg provides unique identifiers, I assume Reuters does the same thing. It might be a good idea to use those, or at least track them. Presumably you have pricing data on each of these? You could always check a few close prices against each other to check if you have matched the strings correctly.

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