Thomson Reuters

Dataset Catalog

Description: 
Financial data on the price of the top 250 most liquid assets of NYSE from 2006 to 2014. The dataset contains transactions, quotes and market depth (10 best levels in the limit ordr book) with a millisecond resolution
Creator: 
Thomson Reuters Tick History
Creation Date: 
Thursday, 2015, May 28 (All day)
Providing Laboratory: 
Manifestation Type: 
Publisher: 
Thomson Reuters
Publication Date: 
2015
Contact Person: 
Fabrizio Lillo, SNS. fabrizio.lillo@sns.it
Semantic Coverage: 
Time Coverage: 
Sunday, 2006, January 1 to Wednesday, 2014, December 31
Processing Degree: 
Rights: 
Data purchased by SNS. Use possible either in preprocessed format or in original. Publications possible only if one of the authors is from SNS.
Accessibility: 
Format: 
Reasearch Area (SoBigData.it):