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- Instrument Pricing Data
An overview of Instrument Pricing Data
- Comprehensive and reliable instrument pricing data (market data) across the financial markets spectrum.
- Including global coverage for exchanges, trading venues, indicative contributed pricing, evaluated pricing, specialist third parties and our value-add data.
- Intuitive request-response, bulk access and curated desktop views to fit virtually any enterprise or application data requirement.
- Global, real-time, delayed streaming, intraday snapshots and curated end-of-day pricing data.
Key Facts
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Geographical coverageGlobal
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HistoryFrom 1900
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Data formatCSVDelimitedGZIPJSONPCAPParquetPythonSQLString FormatUser InterfaceXMLZip Archive
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Delivery mechanismAPICloudDesktopExcelFTPSFTPSQLWebsite
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Data frequencyReal-time, delayed, intra-day, end-of-day
Features & Benefits
What you get with Instrument Pricing Data
- Asset classes include exchange-traded equities, commodities, warrants, derivatives, ETFs; as well as predominantly OTC fixed income (bonds, CDS, rates and credit derivatives), foreign exchange and money markets.
- Consolidation and aggregation of multiple sources for the same instrument using intuitive desktop displays and/or symbology and reference for feed and machine use.
- Value-add analytics offered as derived data to further enhance, expand and help to value the market data pricing.
- We actively monitor data quality metrics that track the accuracy, timeliness, and completeness of our data and use these findings to continually improve our processes and controls. Further, the flexibility and breadth of our coverage fit virtually any enterprise or application data requirement, giving you the content you need.
- Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
Knowledge Direct
Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver Refinitiv content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.
- Data Formats:
- CSV
- XML
- Delivery Mechanisms:
- FTP
- API
- Service Frequencies:
- Real-time
- Real-time delayed
- Daily
- Intraday
Refinitiv DataScope Select
Refinitiv DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of Refinitiv reference and pricing data. Data is delivered by Refinitiv DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.
- Data Formats:
- CSV
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- API
- SFTP
- Service Frequencies:
- Intraday snapshot
- Daily
Eikon
Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real-time
- Real-time delayed
- Intraday snapshot
- Daily
LSEG Workspace
Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real-time
- Real-time delayed
- Intraday snapshot
- Daily
Refinitiv Data Platform
The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management
- Data Formats:
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real-time
- Real-time delayed
- Daily
- Intraday
Refinitiv Tick History
Tick History provides superior coverage of complete, timely, and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface.
Coverage goes back as far as 1996 with a standardized naming convention based on RIC symbology that helps lower your data management cost.
Captured from real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from 500+ exchanges and third-party contributor data, the majority available two hours after markets close.
- Data Formats:
- CSV
- JSON
- GZIP
- Delivery Mechanisms:
- Website
- API
- Cloud
- Service Frequencies:
- Intraday
Refinitiv Real-Time - Ultra Direct
Proven technology for market participants requiring ultra low-latency market data of the highest quality. Power your applications with our market data feed handler, which offers robust performance and comprehensive features.
- Data Formats:
- PCAP
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
Refinitiv Real-Time - Direct
Refinitiv Real-Time Direct is a low latency feed handler that delivers data on an Exchange-by-Exchange basis. Refinitiv offers a low latency solution without the problems associated with managing feeds and software by combining the fastest speed in the market with a remote management capability.
- Data Formats:
- String Format
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
Refinitiv Tick History - PCAP
Refinitiv Tick History - PCAP is a cloud-based, 20+ petabyte repository of ultra-high quality global market data, captured directly in the exchange data centres. It enables you to access complete sets of lossless, top-of-book and full-depth data (Levels 1, 2 and 3) in your choice of format. You can save bandwidth and compute costs by bringing your query to our cloud, seamlessly pulling down only the data or pre-configured analytics you need.
- Data Formats:
- CSV
- PCAP
- Parquet
- Delivery Mechanisms:
- API
- SFTP
- Cloud
- Service Frequencies:
- Real time delayed, Daily
Refinitiv Tick History Workbench
We developed Refinitiv Tick History Workbench with the analyst in mind leveraging standard tools and pre-built examples. Move away from data management and focus on analysing market microstructure, trading strategies or execution quality. Refinitiv Tick History Workbench includes SQL access to RTH-PCAP with 20+ petabytes of data including Level 1, Level 2, and Level 3 data feeds. Your business will be powered by the highest quality top-of-book and depth-of-book data.
- Data Formats:
- CSV
- SQL
- Python
- Delivery Mechanisms:
- Website
- API
- SQL
- Service Frequencies:
- Real time delayed, Daily
Request Details
Call your local sales team
Americas
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Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
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India, Bangladesh, Nepal, Maldives & Sri Lanka:
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