This thesis is a study of sonification and information: what they are and how they relate to each other. The pragmatic purpose of the work is to support a new generation of software tools that are can play an active role in research and practice that involves understanding information structures found in potentially vary large multivariate datasets. The theoretical component of the work involves a review of the way the concept of information has changed through Western culture, from the Ancient Greeks to recent collaborations between cognitive science and the philosophy of mind, with a particular emphasis on the phenomenology of immanent abstractions and how they might be supported and enhanced using sonification techniques. A new software framework is presented, together with several examples of its use in presenting sonifications of financial information, including that from a high-frequency securities-exchange trading-engine.