Quantitative Research

 

Within the Quantitative Research use-cases, you may be interested in any one of the following three workflows: RQA, Datastream Feed or LSEG Financial News Services:

 

Refinitiv Quantitative Analytics (RQA)

RQA is a database of databases designed specifically for quants. The database contains dozens of LSEG-owned and third-party structured data sets. Identifier mapping and point-in-time add-ons are provided. RQA can be deployed on-premise, as well as accessed in MS Azure, AWS, Snowflake and Databricks. RQA is heavy duty SQL database for large scale systematic quant research. Enterprise version of the service explicitly permits “databasing” and ingesting data into an application.

 

Datastream Feed (DSWS API, DDL FTP)

Datastream is a general purpose financial data platform that contains 50mln multi-asset pricing and economic series, as well as fundamentals, estimates and ESG. Datastream is provided as API (Datastream Web Service, DSWS) or FTP (Datastream Data Loader, DDL). Most of the content is priced on per-security basis which makes Datastream a popular choice among the practitioners. Datastream is frequently used in conjunction with Python, R, Matlab and does not require significant implementation effort. While desktop-linked Datastream, which is available in Workspace, features usage rights and data volume restrictions, standalone Datastream feed provides unrestricted programmatic user experience. Enterprise version of the service explicitly permits “databasing” and ingesting data into an application.

 

LSEG Financial News Services

LSEG's Data Platform (LDP) hosts machine-readable news, the popular unstructured data set by LSEG. The service contains headlines and stories, as well as rich metadata overlay which makes these news machine readable. The core of the product is Reuters news, there are also dozens of reputable third-party sources available as an add-on. The archive has history since 1996 whereas the feed contains real-time new updates. LSEG Financial News is used for a variety of use cases - real-time market sentiment analysis, event detection for trading algorithms, contextual understanding for chatbots & research tools. LSEG usage rights allow clients to use Reuters news for training of the LLMs.