In today’s guest post by PyQuant News partner London Stock Exchange Group, we demonstrate how to use Refinitiv’s comprehensive data to help front office traders find trading opportunities.

Refinitiv’s tick history offering provides real-time pricing data from more than 500 trading venues and third-party contributors.

Let’s see how it works!

How to download historic tick data for trade surveillance

Refinitiv Tick History provides coverage of complete, timely, and global nanosecond tick data. This enables you to download the data you need when you need it through 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.

There are two steps to download tick data covered in the article.

Authentication

First, we need to establish a connection to the Refinitiv Tick History host to get the token using the credential read from the credential file.

Extracting associated instrument

Next, extract instrument data by sending an on demand extraction request using the received token.

That’s it!

The result of the example is a pandas DataFrame with historic tick level data.

Next steps

Get the full step-by-step walkthrough at the LSEG website here.