time and sales, ticker for multiple instruments
Hi,
one of my clients would like to see time and sales data for a list of instruments in one box updated based on time.
workflow is following:
1. customer picks trading venue - for example Tradeweb APA,
2. retrieve all rics for that venue (Tweb apa has around 6k),
3. see activity on that rics in tabular format based sorted by date and time,
if it would be possible, customer would like to filter trades by time.
any ideas?
technology doesn't matter.
Best Answer
-
I think retrieving and analyzing time & sales data for 6K instruments is likely to be a stretch for Eikon or any desktop product for that matter. I would suggest considering Thomson Reuters Tick History
https://developers.thomsonreuters.com/thomson-reuters-tick-history-trth
or perhaps Velocity Analytics
https://financial.thomsonreuters.com/en/products/data-analytics/market-data/velocity-analytics-market-data-analysis.htmhttps://developers.thomsonreuters.com/velocity-analytics
Actually what I would recommend is to reach out to Thomson Reuters Solutions Sales Specialist, who can engage with the client and recommend the product that best fits specific client's use case.
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