Thomson Reuters retired the original API for accessing tick history at the and of 2017. They moved from a heavy-weight SOAP API to a modern, light weight RESTful API. This required us to rewrite the data access layer in order to continue to update the data.
We took this opportunity to refresh the website. While we have attempted to retain the overall look and feel of the original, we have improved the site in a few notable ways:
- Graphics are all HTML5/SVG and so can be displayed without Adobe Flash. This also means that the site works on PCs, tablets and phones.
- The website has been made responsive so that it will display correctly across a range of devices.
The site and application have transitioned from a mix of C#, MATLAB and Microsoft SQL to Python and MongoDB.
There have been some changes to the assets covered and the methods used to clean the data. We will discuss this in a future post.