DATA LIBRARY

Stocks – Brazil

About the Data Provider

Thomson Reuters provides professionals with the intelligence, technology and human experience they need to find reliable answers. Financial, risk, legal, tax, accounting, and media professionals are empowered to make important decisions, all fueled by the world’s most trusted news organization.

Details

Available intervals: One-minute bars and any combinations larger than this range. If the division of the stock exchange trading window does not result in an exact number of bars, then the last bar will be the one immediately preceding the official closing time, which was calculated without considering fractions.
Data provided in the bar: 
Trade (quantity | opening, maximum, minimum, closing prices and VWAP).
Daily closing price: 
One-day can be understood as a large bar with the data described above. The calculated closing price is the last trade on the bar and may differ from the official closing price disclosed by the stock exchange. If the last bar calculated does not coincide with the closing time of the stock exchange, the last trading price for a date will differ from the official closing price disclosed by the stock exchange.
Adjustments: Shares that have undergone ticker changes throughout its life will have a single price series. All price series are adjusted for splits and dividends for the selected data range, from a series of raw data.
Initial date: 01/01/2007.
Data update delay: Two (2) business days from current date.
Universe: 
All shares listed in the Brazilian Exchange (Bovespa) since 01/01/2007, including those who were eventually de-listed.
ticker symbols.

Corporate Events – Brazil

About the Data Provider

Thomson Reuters provides professionals with the intelligence, technology and human experience they need to find reliable answers. Financial, risk, legal, tax, accounting, and media professionals are empowered to make important decisions, all fueled by the world’s most trusted news organization.

Details

Corporate events: Dividends and Interest on Capital, Splits and mergers.
Available data: 
Declaration Date, Ex Date, Settlement Date.
Initial date: 01/01/2007.
Data update delay: Two (2) business days from current date.
Universe: 
All shares listed in the Brazilian Exchange (Bovespa) since 01/01/2007, including those who were eventually de-listed.
ticker symbols.

Stocks – USA

About the Data Provider

AlgoSeek is one of the leading historical data providers of US market data for banks, hedge funds, academic and individuals around the world. Its high-quality datasets are accessible and used by researchers and traders globally. They have been being collecting data since January 2007 and are prepared for backtesting and quantitative research.

Details

Available intervals: One-minute bars and any combinations larger than this range. If the division of the stock exchange trading window does not result in an exact number of bars, then the last bar will be the one immediately preceding the official closing time, which was calculated without considering fractions.
Data provided in the bar: 
Trade (quantity | opening, maximum, minimum, closing prices and VWAP).
Daily closing price: 
One-day can be understood as a large bar with the data described above. The calculated closing price is the last trade on the bar and may differ from the official closing price disclosed by the stock exchange. If the last bar calculated does not coincide with the closing time of the stock exchange, the last trading price for a date will differ from the official closing price disclosed by the stock exchange.
Adjustments: Shares that have undergone ticker changes throughout its life will have a single price series. All price series are adjusted for splits and dividends for the selected data range, from a series of raw data.
Initial date: 01/01/2007.
Data update delay: Two (2) business days from current date.
Universe: 
All shares listed in the US Exchanges since 01/01/2007, including those who were eventually de-listed.
ticker symbols.

Corporate Actions – USA

About the Data Provider

Quandl’s mission is to extract value from the world’s data, inspiring customers to make new discoveries and incorporate them into trading strategies. The team is designed to extract the signal from an increasingly noise-filled world, to discover valuable data that is difficult to find, to then mold and share them with customers.

Details

Corporate events: Dividends and Interest on Capital, Splits and mergers.
Available data: 
Declaration Date, Ex Date, Settlement Date.
Initial date: 01/01/2007.
Data update delay: Two (2) business days from current date.
Universe: 
All shares listed in the US Exchanges since 01/01/2007, including those who were eventually de-listed.
ticker symbols.

Social Trading Signals – Brazil

About the Data Provider

D2i offers personalized consulting services to create strategic solutions for its clients in order to accurately meet their demands and to disseminate the analytical culture of data-based decision making. These services are supported by four pillars: data engineer, data mining, data quality and data science.

Details

Available intervals: Real-time for each event.
Data offered on each event: 
Company ticker (respecting the symbols list), Username, Tweet classification in relation to the suggested action (Buy, Sell or N/A).
Relevance of each Twitter user: A supporting table provides the relevance of each user over time, calculated by an algorithm developed in a partnership between BTG Pactual and D2i.
Initial date: 01/01/2007.
Data update delay: Two (2) business days from current date.
Universe: All shares listed in the US Exchanges since 01/01/2007, including those who were eventually de-listed.
ticker symbols.

 

BrazilUSA