"We are aware and we are looking into it," the FBI spokeswoman told AFP, confirming a news report from Bloomberg News.
Bloomberg, citing unnamed sources, reported that the computer systems of Dow Jones & Co. Were infiltrated by Russian hackers, who stole information to trade on before it was published.
Bloomberg said it was not clear if the information stolen included news stories, or embargoed financial data that had not yet been published.
Dow Jones, part of Rupert Murdoch's News Corp, owns the Wall Street Journal, among other financial publications.
The current hack is considered far more serious. Bloomberg said it was not clear if the two incidents were related.
The case comes on the heels of numerous other hacking episodes involving sensitive market information. US prosecutors in August brought charges against a pair of hackers in Ukraine who stole unpublished corporate press releases from online public relations services like Business Wire and sold them to people who traded shares on the information.