Reuters data?
Author: abegy
Creation Date: 2/1/2015 3:32 PM
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abegy

#1
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

I have found on the web the following API package for their ... platform. This platform is available also for private trader (namely Metastock ...).

Thanks to this API, you can download historical and real time from the Thomson Reuters database. You have more than 250 days of intraday data and more than 30 years of daily data. Quotes are available for ETF, Future, Stocks, Forex… This is a worldwide database (see http://www.reuters.com/).

Is it possible for you to create an data extension for Wealth-Lab Developer ?
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Eugene

#2
If there is significant interest expressed by professionals subscribed to this feed, we may consider it.
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abegy

#3
Thank you to take into account this possibility. I hope that you will develop it ;-)
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TCust

#4
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Nice idea, ... only one professional datafeed for individual traders.
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Eugene

#5
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

The Reuters website is cryptic when it comes to the monthly fees but I figured out that a fully loaded Reuters ... terminal costs $1,800 per month (source). There is no free trial available, it has to be requested.

I doubt this will be a very popular platform among retail users. Sounds more like single-user solution. Consequently, it may have a chance to work out if a ... customer finances it.
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abegy

#6
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Hi Eugene,

I'm very please to see that you still work on this request. I would like to clarify one point. the Thomson ... platform is for professional traders.

But, the same platform is available for private traders. The name is Metastock ... The price that you gave is for professional. You will pay only 150 $ / month if you are a private trader like me. You can request a trial version also..

As I have try the both platforms, I can confirm you that they are same. The only difference is that sometime in the version for private trader, you have message to say that the data access is denied.

I hope that you will not closed this request. If you want additional information, let me know.


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Eugene

#7
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Hi Alexandre,

I'm confused. Couldn't find no free trial option at Metastock ... website. There also is no sign of an SDK or API available.
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abegy

#8
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

The trial can be found here and the description of the SDK here : https://customers.reuters.com/developer/choosingTheRightAPI.aspx

The nuget package is an open source solution which offer the same function if I have understood correctly :-)
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Eugene

#9
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

I'll trust you on that there's a free trial (signing up with a credit card is not an option for me) but development of this kind is optimal with a real account. Anyway, it's all hypothetical now so no need to worry about.

Could you please attach the API Compatibility Matrix as it prompts for some account which I don't have? Hopefully, this should help determine if the RFA-.NET C# API and that "... 4 Desktop Data APIs" nuget package is applicable to Xenith.
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abegy

#10
Please find the document that you want from Reuters. I hope that you will find what you are looking for.
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Eugene

#11
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Thank you for the document. Unfortunately, it turned out that it doesn't answer the question: does the RFA-.NET C# API and that "... 4 Desktop Data APIs" nuget package is applicable to Metastock ...? You implied that the same platform is available for private traders -- where can a proof be found?
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abegy

#12
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Hi eugene,

Except to say that I have tested both versions and see that this is the same exe that you install on your computer, I cannot give you additional proof.

See also this forum where you have a discussion between users which points that the difference is the coverage of data and no more ().

I hope that you have additional elements to take the good decision ;-)
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Eugene

#13
Well, thanks for the information. Added to our feature request queue.
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abegy

#14
Great ! Thank you very much Eugene
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Eugene

#15
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Does anybody know if there's some API manual for ... (RFA-NET edition)?
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abegy

#16
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Hi Eugene,

If you need assistance regarding how to use the nugget package, you can ask support of the owner

If it's the logic of how the API may work. Maybe you can find the answer here : removed

I see also another way to request data from ...
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Eugene

#17
Thanks Alexandre.
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abegy

#18
Hi Eugene,

Are you still working to create this extension ?
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vk

#19
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Hi,
I wonder what part of data you are interested in getting from Reuters/.../MetaStock? What makes it more valuable than other free and available data sources?
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Eugene

#20
QUOTE:
Are you still working to create this extension ?


It's still on a "long list" of possible enhancements. As you and other customers come up with valuable ideas every month, they all get evaluated and prioritized for development. This particular one sounds like a considerable effort and some more community following won't hurt so it doesn't turn itself into a single-person solution.
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abegy

#21
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.

Hi Vk,

I’m interested to have the ... data feed extension for many reasons.

Firstly, as I’m living in Europe (France), I’m trading only equities in euro currency. Because of that, I couldn’t use some data feed extensions available with WLD (Google, Zacks, iqfeed…).

When I started to work with WLD, I started to use free data feed extension (Yahoo, MSN or MorningStar). But they had a poor data quality for international equities so I decided to stop and to change for a robust data provider with subscriptions.

They are not a lot of data providers for international equities if you are a private trader. I found eSignal and Metastock Datalink. Unfortunately, eSignal data extension is not available with WLD so I decided to select Metastock Datalink. For this reason, I have only EOD data.

Now, with my experience, I see that I can improve my trading results if I can mix technical and fundamental analysis. I want to access past and upcoming dividend data, earnings (date, surprise, data…), news, company results…

After investigation, the only data provider which gives you a full package for international equities for private trader at a good price (150$/month) is through (this subscription). For this price, you have data for futures, equities, currencies, options, etf… in 50 different exchanges.

This subscription gives me the possibility to access 30 years of EOD data, 250 days of intraday data and more than 1000 fundamentals data (some are in real time) with 17 years of history.

For your information, Reuters is like Bloomberg for professional traders in Europe.

So, if the wealth-lab team can integrate the extension, they are going to give to international traders a real improvement to help them to backtest strategies and become the best trading platform. Without this extension, we have only Morningstar extension with a very bad quality of data and it is unrealistic to trade with in my point of view.

I understand that if you trade only of US market, you don't nned this extension. You have a lot of extension available to mix data provider for free. But this is not the case for international traders.

I hope you have understood why I ask Eugene to know if the development is still upcoming.
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Eugene

#22
QUOTE:
When I started to work with WLD, I started to use free data feed extension (Yahoo, MSN or MorningStar). But they had a poor data quality for international equities so I decided to stop and to change for a robust data provider with subscriptions.
...
Without this extension, we have only Morningstar extension with a very bad quality of data and it is unrealistic to trade with in my point of view.


It's interesting that when investing time in the development of the Morningstar static, fundamental and streaming data provider suite per your requests, one of the feed's strong points according to you was that...

QUOTE:
- Quality of data is very good

:)
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abegy

#23
I see that you have a good memory ;-). Before to request you the morningstar extension, everything of what I read told that they were a reference in the market. Sorry to see that it was not the case !
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Eugene

#24
UPDATE: All references to the platform were edited due to challenges from Thomson Reuters and/or their legal representation on 08/31/2017.