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How to Cite Market Data Providers and Underlying Sources

Article Quant Q&A · Author: Jared
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Summary

The document explains how to describe financial data sources in research publications. It distinguishes the organization that owns or originates the data from the vendor through which a researcher accessed it. In the example, the underlying stock data are attributed to Stoxx, while Bloomberg is named as the access provider.

The suggested citation records the vendor ticker and the date accessed, with a link when applicable. This helps readers identify both the data’s provenance and the route used to obtain it. The guidance is limited to a brief example: it does not discuss licensing, exchange-level attribution, citation formats for different publishers, or how to cite data that have been transformed.

Key ideas

  • A citation can distinguish the data owner from the platform used to access the data.
  • Name the access provider and the relevant ticker when describing market data.
  • Record the access date so readers can identify when the data were retrieved.
  • Include a link when one is applicable, while following the publication’s requirements.

Tags

EquitiesStatistics
Full text
# Data Sources - When citing source


# Data Sources - When citing source












This question is not about where to gain access to data - but how to properly cite it. Frequently in publications like the WSJ or Bloomberg, the data is cited as "Bloomberg" or "WSJ". For example:

Doesn't this data belong to Stoxx? Or even more granularly, to the exchange that is executing orders on the constituent stocks?

## Answer by phdstudent (score 2)

https://quant.stackexchange.com/a/31772

The data belongs to Stoxx but you accessed it using Bloomberg. To proper cite you should use:

```
The stock level data come from Bloomberg Ticker XXX accessed on 03 Jan, 2017, [link here if applicable].
```

See some examples of those type of citations: http://www.sciencedirect.com/science/article/pii/S1058330007000262

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.