thomson_reuters

Thomson Reuters

http://thomsonreuters.com/

Public Sandbox Description

Start-ups start here: Content and capabilities to innovate and identify opportunities

Click here to be introduced to Thomson Reuters

###Information###

Contact	Details
FinTech.Sandbox@thomsonreuters.com	{ linkedin }
{ phone }	{ crunchbase }
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Social Media
https://twitter.com/thomsonreuters
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• Data Provider Since: { provider_start_date }

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	{ person1_name }	{ person1_role }	{ person1_email }	{ person1_linkedin }	{ person1_twitter }	{ person1_slack }	{ person1_skills }

Products

Below is a list of Products offered by this data provider.

Sample Product

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Marketing Materials (list of pdfs or files that have been uploaded to the wiki)

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• { product1_marketing_doc_2 }

Technical Documents (list of pdfs or files that have been uploaded to the wiki)

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Reviews

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OLD README.md

Elsen's Experience

Thompson Reuters provides access to thousands of fundamental data points from the three main financial statements and beyond. Information includes typical standardized financial data such as earnings, dividends, and margins, but also contains sector specific data such as business and geographic segments, operating information (business intelligence), and major customers. TR prefers to deliver their data through an online SOAP-based API or XML structured files via FTP.

[Hopefully] helpful files:

1. #####TR Quant Data sources - TRQA_DataSources042014.pdf
   High level document of QA sources and corresponding licenses. Super helpful for quick checks into TR holdings. Note this is only for the QA product line. The six data sets listed below should help point you in the right direction of what you need and then the pdf mentioned will give you the exact detail of sources:

• Datastream (pricing data)
• Starmine (factor modeling data)
• Worldscope (semi-cleaned fundamental data)
• I/B/E/S (analysts reports)
• Reuters Knowledge Direct (more fundamentals)
• Thomson Reuters Business Classification (sector information)

1. #####tr_RefInfo_AEA8B.xml Report number AEA8B. Contains high level report information for a specific company which we've used for mapping identifiers, such as CUSIP to ISIN. One file per company.

2. #####tr_STDANN_B0905 Full fundamental report number B0905. Contains standardized annual financial statements going back up to 10 years. One file per company. Note the COA fields can be mapped to more detailed documentation as defined in Fundamentals_Glossary_Parsed.xlsx. TR does a good job of keeping these reports up to date, but you will need to watch for any lagging reports. We had one case where there were over 600 companies whose latest reports were behind all the other companies and the TR support team was pretty quick to track down all 673 missing reports (which they pushed to our ftp shortly after our request). Bottom line, if something seems off, ask. They seem to spend a lot of resources on their support team.

3. #####Example RKD download script - tr_from_ftp.sh
   Example script to download files from the RKD ftp site.

4. #####Example fundamental parsing script - tr_parse_file.py
   Example script to parse one of the funadmental reports downloaded with tr_from_ftp.sh

5. #####Official Fundamental Glossary - Fundamentals_Glossary.pdf
   Official fundamental documentation. Helpful for finding definitions of more obscure fundamentals. Doesn't show how they're all calculated, but if you can find the fundamental code, TR can help you find more information about that specific entity.

6. #####(Useful) Official Fundamentals_Glossary_Parsed.xlsx
   Parsed version of Fundamentals_Glossary.pdf. Helpful if you want to programmatically generate documentation for a subset of all of the fundmentals. Note the descriptions do have some artifacts from the pdf that may need to be removed, depending on which parts you want.

7. #####Official TR API Docs - TRKD_API_Developer_Guide.pdf
   Official TR api documentation.

Kyper Data's Experience

Thomson Reuters offers a historical market data service called Thomson Reuters Tick History (TRTH). The data can be requested via a SOAP API or a web-based GUI. Files are delivered via FTP.

CAUTION: If a request is too large (say...more than 5GB), the request may be ignored. So, err on the small side with the number of securities and/or duration of history in each request.