Data

Real-time Data

TMX Datalinx offers real-time market data for all TMX equity markets and the Montréal Exchange (MX).

NEW: TMX Information Processor now offers consolidated real-time pre- and post-trade data for multiple Canadian exchanges and ATS's.

Real-time data is offered in the following products:



TMX Equities real-time Level 1 Service

The Level 1 service consists of multicast data feeds that provide the last sale and quote information. The level 1 services for TSX and TSX Venture also includes feeds for S&P/TSX index information, dividends, bulletins and equity summaries.

ProductMarketProtocol/DeliveryDescription
TL1Toronto Stock Exchange
  • – Multicast
  • – Fixed Record Length ASCII
  • – TCP/TCP recovery
Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
TQL1
(QuantumFeed™)
Toronto Stock Exchange
  • – Multicast
  • – Fixed Record Length Binary (XMT Protocol)
  • – TCP/TCP recovery
Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
CL1TSX Venture Exchange & NEX
  • – Multicast
  • – Fixed Record Length ASCII
  • – TCP/TCP recovery
Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
VQL1
(QuantumFeed)
TSX Venture Exchange & NEX
  • – Multicast
  • – Fixed Record Length Binary (XMT Protocol)
  • – TCP/TCP recovery
Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
SQL1
(QuantumFeed)
TMX Select ATS
  • – Multicast
  • – Fixed Record Length Binary (XMT Protocol)
  • – TCP/TCP recovery
Quotes, Trades, Symbol & Stock Status message
TRD
(Reference Feed)
Toronto Stock Exchange
  • – Multicast
  • – Fixed Record Length ASCII
  • – TCP/TCP recovery
Includes Halt Notifications, Equity Summaries, Dividend Information, 52 Week High/Low, Volume-Value Transactions (VVT)
VRD
(Reference Feed)
TSX Venture Exchange & NEX
  • – Multicast
  • – Fixed Record Length ASCII
  • – TCP/TCP recovery
Includes Halt Notifications, Equity Summaries, Dividend Information, 52 Week High/Low, Volume-Value Transactions (VVT)
TX1
(Index Feed)
TSX & TSX Venture
  • – Multicast
  • – Fixed Record Length ASCII
  • – TCP/TCP recovery
S&P/TSX Interim and Official Index Levels messages.

TMX Equities real-time Level 2 Service

Multicast data feeds that provide required data to build and maintain a complete order and trade book for all TMX Equities markets. It is a valuable tool for active traders and investors who need a clear picture of the current market.

Market depth views: Market-By-Price®, Market-By-Broker and Market-By-Order®

Market-By-Order
*Vendor implementations vary

Make Better Trade Decisions
Leverage Market-By-Order's view of all order data to improve trading decisions and minimize market impact.

Market-By-Price
*Vendor implementations vary

Get all the Depth Views
Empower your traders with streaming real-time access to the most comprehensive Canadian equities data.

ProductMarketProtocol/DeliveryDescription
TL2Toronto Stock Exchange
  • – Multicast
  • – Tag based ASCII (STAMP)
  • – TCP/TCP recovery
All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
TQL2
(QuantumFeed™)
Toronto Stock Exchange
  • – Multicast
  • – Fixed Record Length Binary (XMT Protocol)
  • – TCP/TCP recovery
All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
CL2TSX Venture Exchange & NEX
  • – Multicast
  • – Tag based ASCII (STAMP)
  • – TCP/TCP recovery
All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
VQL2
(QuantumFeed)
TSX Venture Exchange & NEX
  • – Multicast
  • – Fixed Record Length Binary (XMT Protocol)
  • – TCP/TCP recovery
All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
SL2TMX Select ATS
  • – Multicast
  • – Tag based ASCII (STAMP)
  • – TCP/TCP recovery
All committed orders and trades Symbols Status, Stock Status, and Broadcast messages
SQL2
(QuantumFeed)
TMX Select ATS
  • – Multicast
  • – Fixed Record Length Binary (XMT Protocol)
  • – TCP/TCP recovery
All committed orders and trades Symbols Status, Stock Status, and Broadcast messages

MX real-time Data Feed (HSVF)

The SOLA High Speed Vendor Feed (HSVF) is a real-time service for the Montréal Exchange's real-time trading and statistical information (comprised of trades, quotes, market depth, strategies, bulletins, summaries and other statistics). The MX Data Feed provides access to both level one and level two real-time data. With a direct feed, you can choose to receive only the data you need to minimize latency and bandwidth requirements. The feed covers all securities traded on the Montréal Exchange's including Canadian interest rate, currency, index and equity derivatives.

TriAct MATCH Now Broadcast Feed

TMX Datalinx distributes all TriAct MATCH Now public trade reports in real-time as reported by MATCH Now. Real-time private (encrypted) order and trade information is also distributed, and is accessible to Subscribers through decryption keys provided by TriAct.

CanDeal Fixed Income Market Data

Access CanDeal real-time market data, a feed of the best bond prices taken directly from the trading desks at Canada's twelve largest domestic investment dealers, from TMX Datalinx or your market data vendor.

Foreign Exchange

Market participants need accurate content to assist in the investment decision process. TSX FX provides quality coverage in the marketplace at a reasonable cost. Included in the TSX FX service: Bid and Ask prices, currency code identification, time stamps and key global rates.

News

TMX Datalinx and The Canadian Press have joined forces to create TSX/CP Equities News™ - the bilingual news service delivering the most comprehensive coverage on Canadian capital markets. This source for real-time business news combines the market knowledge and experience of TSX with credible reporting from CP, Canada's only national news agency since 1917.

Real-Time Data for individual subscribers

The powerful TMX PowerStreamTM provides both professional and non-professional access to real-time stock market quotes, charts, news and research, in a feature-rich, user-friendly, customizable interface.

  • Tick-by-tick low latency real-time Level 1 and Level 2 streaming data
  • Integrated charting and full-screen advanced charting with comparative, historical, intraday, analytics and indicators
  • A synchronized Desktop and Wireless service
  • Multiple configurable portfolios with custom layouts, colours and font settings
  • Easy to use interface with simple drag and drop functionality