News Services
Our News Service is the only programmatic news feed powered by Reuters for financial professionals. Common uses include macro and corporate actions, event-based trading, algorithmic and quantitative investment using sentiment and buzz metrics, risk and market surveillance based on company news flagged with select topic codes.
Overview
News Analytics uses cutting-edge NLP to produce outputs that measure company sentiment, relevance and novelty of text, along with other valuable metadata that can enrich trade signal detection for quant investment strategies, aid human decision making, and supplement market surveillance.
Content
Analytics on Reuters News, plus around 50 third-party news sources:
– Delivers headlines and analytical scores on companies, commodities found in story text
– Over 47,000 companies
– 42 commodity and energy (C&E) topics
– Document-level scores
Languages
– English
– Japanese: processed in native language, not translated
Main use cases
– Quantitative trading
– Market surveillance
– Research and backtesting
Archives
– Archives available
– Back to 2003
Metadata
In addition to metadata from Real-time News, including headlines, adds NLP-based calculations:
– Sentiment: positive, neutral, negative tone
– Entity-level and document level
– Relevance: importance of the entity to the news item
– Novelty: similarity to previous news
– Volume: number of recent mentions
– Headline classification and headline analysis
– Broker recommendation and price target flags and direction
Delivery frequency
– Real-time
Format
– Feed: JSON
– Archive: JSON or Tabular
Delivery
– API via Elektron® network
– Secure large file delivery (SFTP)
