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9 votes

Market Data Sources Bloomberg Vs Reuter

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 ...
  • 191
5 votes

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

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 ...
  • 153
4 votes
Accepted

What structural model does Reuters use for default probability?

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 ...
  • 2,446
4 votes
Accepted

Is Reuters Instrument Code (RIC) case-sensitive?

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. ...
3 votes

Database of ETF and underlying index from Thomson Reuters or Bloomberg

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, ...
  • 81
3 votes
Accepted

Mapping I/B/E/S to Compustat via 6-digit CUSIP

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), ...
  • 6,923
2 votes

Conversion stock symbols Google Finance vs. Reuters

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 ...
2 votes
Accepted

How does Reuters quote caps?

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)^+] = ...
  • 13.3k
2 votes

Mapping I/B/E/S to Compustat via 6-digit CUSIP

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 ...
  • 227
2 votes
Accepted

Convert 3M rates to 6M rates using Basis Swaps (3M vs 6M)

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 ...
  • 14.3k
1 vote

Do companies' Reuters Instrument Codes (RICs) change over time?

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/...
  • 1,608
1 vote

Database of ETF and underlying index from Thomson Reuters or Bloomberg

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 ...
  • 2,894
1 vote

Vendor data aggregation for Options on Futures

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 ...
1 vote

Market Data Sources Bloomberg Vs Reuter

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 ...
  • 1,349
1 vote

Bloomberg alternatives for fixed income data

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 vote

Bloomberg alternatives for fixed income data

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 ...
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

AAPL.O maps to AAPL US Equity (composite) or AAPL UW Equity ( Nasdaq NSM) thats stright common stock but what about preferred stock ? HWM_p.A maps to EP051790@SAM2 Pf or Unit trust ? PHGE_u.A maps ...
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

How to translate Eikon rics to Bloomberg identifier in Excel (works fine for different Equities from many stock exchanges): Cell A1. Write Eikon ric, for example: AAPL.O Cell B1 =TR(A1;"TR.SEDOL";;). ...
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

OpenFIGI is also a source of organizing and standardizing symbol tickers.
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

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 ...
1 vote

Mapping symbols between tickers, Reuters RICs and Bloomberg tickers

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....

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