SPECIAL NOTICE
76 -- Thomson & Reuters Financial Data (All) for the Office of Financial Research
- Notice Date
- 6/13/2018
- Notice Type
- Special Notice
- NAICS
- 519130
— Internet Publishing and Broadcasting and Web Search Portals
- Contracting Office
- Department of the Treasury, Bureau of Fiscal Service, Bureau of the Fiscal Service, Avery 5F, 200 Third Street, Parkersburg, West Virginia, 26106-5312, United States
- ZIP Code
- 26106-5312
- Solicitation Number
- SS-OFR-18-058
- Archive Date
- 7/12/2018
- Point of Contact
- Sara Bonnette, , Brandon Burnworth,
- E-Mail Address
-
purchasing@fiscal.treasury.gov, purchasing@fiscal.treasury.gov
(purchasing@fiscal.treasury.gov, purchasing@fiscal.treasury.gov)
- Small Business Set-Aside
- N/A
- Description
- INTENT TO SOLE SOURCE Thomson Reuters (T&R) Data and Services - Thomson Reuters LLC - SS-OFR-18-058 The Bureau of the Fiscal Service (Fiscal Service) Division of Procurement Services, on behalf of the Office of Financial Research (OFR), Financial Stability Oversight Council (FSOC) and Treasury Departmental Offices (DO), intends to make award to Thomson Reuters LLC, 717 Office Parkway, Collection Dept., Saint Louis, MO 63141-7104, on a sole source basis, under authority of FAR 6.302-1, for the purchase of all T&R Related Products and Services. These products and services may include but are not limited to the following. The final consolidated product list will be tailored through negotiations and finalized at time of award: • Thomson Reuters Tick History and Reuters All+ Corporate & Regulatory Releases Data: • OFR requires aggregated dealer-broker tick data, captured to the microsecond, for Treasury, MBS, EBS, Agency, Repo, and CDS securities to monitor liquidity and compute model-based financial statistics. In addition, OFR requires news data with matching time stamps for development of news monitors that will be tracked to these tick data-based liquidity monitors and financial statistics. OFR requires the linked data in order to identify the relationships between the change in price of securities in response to events. The matching time stamped news articles will enable OFR researchers to use the tick-based liquidity and financial news monitors to train prediction models of liquidity and cross-market behavior based on news. OFR requires the tick data in an aggregated form as it allows researchers to compare the pricing metrics across various broker-dealers. In addition, OFR requires that the data to go back as far as possible, but at a minimum, back to January 2001. • OFR also requires this information for use in its annual report and in various research papers it produces, and to coordinate monitoring and research outputs with those of the NY Fed. As a result, OFR requires tick data used by the NY Fed to publish its Mortgage and Treasury liquidity updates. The tick data needs to be downloaded in a format to match directly with real-time feed field value pairs. The data should be pulled in a Common Separated Values (CSV) format so it can be integrated into complex event processing (CEP) platforms or analytical software. • Thomson Reuters Tick History and Reuters All+ Corporate & Regulatory Releases Data as the only provider in the market to offer global tick data dating back to 1996 across all asset classes, as well as the only provider that aggregates tick data from a variety of broker-dealers. Thomson Reuters Tick History and Reuters All+ Corporate & Regulatory Releases is the only service in the market that provides news archives as far back as 1996 and has a timestamp within the news data that is linked to the tick data. • Thomson Reuters provides the required data in these two areas (tick and news). Its tick covers broker-dealer data such as ICAP/BrokerTec, TradeWeb, BGC, Tullet, and GFI for the required asset classes (i.e., Treasury, MBS, EBS, Agency, Repo, and CDS securities). Thomson Reuters news data is time stamped in conjunction with the tick data, ticker symbols and news types so users can precisely identify events that effect the pricing of different securities and is linked to the data from the broker-dealers it covers. The tick data is captured at the microsecond while the news data is time stamped in conjunction with the tick data and provided to client monthly. As a result of getting the aggregated data, OFR can conduct comparative analysis on a variety of different securities priced by different broker-dealers while at the same time seeing fluctuations steaming from news events. • Thomson Reuters Lipper TASS Hedge Fund Data: OFR requires a global database that provides current and historical (20 years) high-quality hedge fund data. The Lipper Hedge Fund Database offers quantitative performance data on over 6,300 actively reporting Hedge funds and Funds of Hedge Funds, plus over 7,000 graveyard funds that have closed, liquidated or stopped reporting for any reason. • The Data Sets shall contain hedge fund data covering the following spaces: o Indices for all hedge funds on an aggregate basis and broken down by sector and region o Fund weighted indices for accurate aggregate returns o Historical performance o Historical assets under management o Over 7000 "live" funds as part of database o Additional indices and industry reports for analysis o Performance and administration information on domestic and international funds o The Data Sets shall be updated at a minimum on a monthly basis. The updates shall be available to Treasury no later than the date in which the data is also available within the industry. Changes to the data elements and addition of new data shall be identified in each data update as an email alert to the licensed users. • Securities and Exchange Commission (SEC) and other financial agency filings: Filings by public and private companies such as 10K and 13K filings. This includes financial instrument ownership information including current and historical Mutual Fund ownership, composition, performance data, and price information including for funds no longer in existence. Insider filings with the SEC are also included under this general product description. • Institutional Brokers Estimates System (IBES) Information: The IBES is a central location whereby investors are able to research the different analyst estimates for any given stock without necessarily searching for each individual analyst. IBES estimates may be coupled with 13 F filing information, current and historic mutual fund ownership and insider trading data publicly available or from the Securities and Exchange Commission. • Global Fund Holdings Feed: This dataset or feed shall provide information on a global range of funds including but not limited to: mutual funds, closed-end funds, ETFs (Exchange Traded Funds), hedge funds, domestic retirement funds, pension funds, and insurance products in Registered for Sale (RFS) countries. Information must be sufficiently granular as to reveal the securities invested and intra-fund allocations. Fund event history must be provided such as classification changes, name change, mergers and acquisitions and the like. Granular performance data must be included for fund to fund comparisons with common equity and fixed income measures including but not limited to: price to book ratios, average market capitalization and yield to maturity, price earnings ratios, daily net asset values, risk statistics, benchmarks, asset information, distributions, and historical data. Key portfolio information must include common data and ratios, including full holdings, weight and rank within portfolio, shares held, allocations, earnings per share, return on assets, total expense ratios. • News Archive and Tick Data: Timestamped news data and news analytics integrated with timestamped tick/pricing data is required for the purpose of sentiment and other analyses. The product must have archived data for at least 12 years. • Commercial, proprietary, and governmental legal entity identifiers (LEI) and other reference identification data for financial products: Global and regional commercial, government, and proprietary business classification and financial product classification services (LEI data) is required for the cross reference of financial products and counter party identification. • Due diligence databases: Due diligence databases are required which monitor company ownership, financial products and compliance risk through the monitoring of ownership networks and sanction listings, watch lists, regulatory and law enforcement lists, Interpol lists, US Treasury Office of Foreign Asset Control watch lists, financial crime and charges listings, and ownership by Politically Exposed Persons (PEP). • Fundamental data and datasets: OFR requires fundamental data (used in fundamental value analysis) which includes the standard financial ratios (e.g. price earnings ratios (P/E), book value, etc.) and company Key Performance Indicators (KPI). This data includes fundamental data and data sets for US and global firms. Data provided must include point in time information including archived history for at least two decades. • Macroeconomic research and analysis data feed and analytics: Macroeconomic research and analysis and related analytics are required which are provided on a regional, global, asset or sector basis. This incorporates the tracking of daily business, corporate, and significant news with financial ramifications; comparison of US, regional, and global key economic indicators such as Gross Domestic Product (GDP) growth; stock valuation data such as P/E estimates, defined fundamental ratios, and I/B/E/S Global and sector aggregates for markets and stocks; economic point in time data; forecasting and presentation integrated tools; and time series data in the following fundamental areas - bond indices, bonds and convertibles, commodities, credit default swaps, economic indicators, equity indices, exchange rate information, interest rates. • Integrated Quantitative Analytic Product Sets: Data feeds and analytics are required which contain at least 10 years of history for back testing and predictive modeling incorporating: measures of analyst consensus; earnings quality measures (the capability of a company to sustain its earnings); price momentum; measures of company intrinsic valuation versus relative valuation; valuation momentum; consolidated measures of company valuation using fundamental valuation ratios; short interest; structural credit risk (uses accounting ratios to assess likelihood of bankruptcy or default); text mining of corporate news and information; and consensus economic forecasts. • Global Financial Instruments, Legal Entity, and Industry Sector Cross Reference services: These services allow the identification and tracking of financial instruments, issuers, and sector characteristics and health. o Global financial cross reference data includes but is not limited to: o Cross-reference to major national and international numbering systems o Primary and secondary Stock Exchange Daily Official Lists (SEDOLs) and o corresponding ISO Market Industry Codes (MIC) o ISO Domicile (country of registration) and ISO Currency Codes o ISO Classification of Financial Instruments (CFI) Code-an ISO standard to identify security type o Parent Key to link all issues of a particular issuer. o Company names and security descriptions. o Predecessor link field provides an appropriate audit trail on number changes. o A Successor link field provides anticipated changes to a new CINS number • Business Entity: cross reference data includes basic descriptive data to identify financial instrument issuers and business entities and includes but is not limited to: entity name, ultimate parent, state, country, region, entity type and entity status, Legal Entity Identifiers (LEI)/Pre-LEIs, NRSO Ratings IDs, Compustat GVKEY, Dun & Bradstreet DUNS, CMA IDs, Markit RED IDs, Moody's ORG IDs, Fitch ORG IDs, and Committee on Uniform Securities Identification Procedures CUSIP6/CINS6. • Industry Sector cross reference data including but not limited to: o GICS® o ICB Sector Classification o SIC - Standard Industrial Classification o NAICS - North American Industry Classification System o NACE - Nomenclature des Activités Économiques dans la Communauté Européenne o ANZSIC - Australian and New Zealand Standard Industrial Classification. NO SOLICITATION IS AVAILABLE. A request for more information, or a copy of the solicitation, will not be considered an affirmative response to this Special Notice. Telephone responses or inquiries to this Special Notice will NOT be accepted. Fiscal Service will consider written responses received no later than 1:00 PM EST June 27, 2018. Responses must be submitted electronically to purchasing@fiscal.treasury.gov, Attn: SRB/BB REF SS-OFR-18-058. Vendor responses must include sufficient evidence that clearly shows the proposed product is capable of meeting all of the characteristics of the T&R Related Data and Services. If no written response is received that clearly demonstrates an ability to meet all requirements and is received by the aforementioned deadline, Fiscal Service shall make award on a sole source basis to Thomson Reuters LLC. Qualified contractors must provide the following: 1. The name and location of your company, contact information, and identify your business size and socioeconomic category (Large Business, Small Business, Disadvantaged Business, 8(a), Service Disabled Veteran Owned Small Business, HubZone, etc.). Please ensure contact information includes the name of the point of contact, email address, and telephone number should the Government have questions regarding individual responses. 2. Whether your product is available through a Government contract vehicle or Open Market. 3. A brief capabilities statement (not to exceed 5 pages) that includes a description of your company's standard line of business, as well as a list of customers your company currently provides these products/services for. 4. DUNS Number. The following file extensions are not allowable and application materials/data submitted with these extensions cannot be considered:.bat,.cmd,.com,.exe,.pif,.rar,.scr,.vbs,.hta,,.cpl, and.zip files. Microsoft Office compatible documents are acceptable. No other information regarding this Special Notice will be provided at this time. This notice does not restrict the Government to an ultimate acquisition approach. All firms responding to this notice are advised that their response is not a request that will be considered for contract award. All interested parties will be required to respond to any resultant solicitation separately from their response to this notice, should one be issued.
- Web Link
-
FBO.gov Permalink
(https://www.fbo.gov/spg/TREAS/BPD/DP/SS-OFR-18-058/listing.html)
- Place of Performance
- Address: 717 14th St SW, Washington, District of Columbia, 20005, United States
- Zip Code: 20005
- Zip Code: 20005
- Record
- SN04953672-W 20180615/180613231028-11770cbc862410365e8fad656fabce4b (fbodaily.com)
- Source
-
FedBizOpps Link to This Notice
(may not be valid after Archive Date)
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