S&P/TSX Equity Index Products

Why Use S&P/TSX Equity Index Data?

  • End-of-day index files are the official record of index data
  • To support investment products such as index mutual funds, exchange traded funds, index portfolios and index futures and options
  • For a view of investor sentiment
  • For portfolio benchmarking
  • To help develop algorithmic trading strategies
Product Description

TMX Datalinx is pleased to offer a comprehensive suite of S&P/TSX Index product packages which provide investable indices for the Canadian equity markets, as well as international global mining indices.

Index data provided includes comprehensive index level files, index constituent data files and index notices (upcoming changes). Clients may choose from three product packages offered.

S&P/TSX Index Data Files

Includes stock price index value, total return index value, index volume and value, base value, adjusted market capitalization, earnings adjusted to index, dividends adjusted to index, P/E and dividend yield.

File Contents
S&P/TSX Index File
  • S&P/TSX Composite Index
  • S&P/TSX Composite Sectors (all GICS® sectors)
  • S&P/TSX 60 Index
  • S&P/TSX Completion Index
  • S&P/TSX SmallCap Index
  • S&P/TSX Canadian Dividend Aristocrats Index
  • S&P/TSX Preferred Stock Index
  • S&P/TSX Capped Composite Index
  • S&P/TSX 60 Capped Index
  • S&P/TSX Capped Sector Indices (12 indices)
  • S&P/TSX Income Trust Index
  • S&P/TSX Capped Energy Trust Index
  • S&P/TSX Capped REIT Index
  • S&P/TSX Equity Index
  • S&P/TSX Equity Sectors (10 GICS® sectors)
  • S&P/TSX Equity 60 Index
  • S&P/TSX Equity Completion Index
  • S&P/TSX Equity SmallCap Index
  • S&P/TSX Capped Equity Index
  • S&P/TSX Venture Composite index
  • S&P/TSX 60 Shariah Index
  • S&P/TSX Equal Weight Oil & Gas Index
  • S&P/TSX Equal Weight Diversified Bank Index
  • S&P/TSX 60 130/30 Strategy Index
S&P/TSX Global Index File
  • S&P/TSX Global Base Metals Index
  • S&P/TSX Global Base Metals Index, US$
  • S&P/TSX Equal Weight Global Base Metals Index
  • S&P/TSX Equal Weight Global Base Metal CAD$ Hedged Index
  • S&P/TSX Global Gold Index
  • S&P/TSX Global Gold Index, US$
  • S&P/TSX Global Mining Index
  • S&P/TSX Global Mining Index, US$
S&P/TSX Index Notices

Receive critical and timely information on our indices with S&P/TSX Index Notices. Includes:

  • Index notices (MS Word): Subscribers receive an e-mail outlining changes to the indices before the effective date of the change.
  • 12 month history of index notices online
  • Quarterly Update files (MS Word, MS Excel)
  • S&P/TSX Index Report monthly (PDF)
S&P/TSX Index Stock Files

Eight files containing constituent data for various groups of indices. Includes open, high, low, close, volume, value, float or adjusted shares, quoted market value, P/E, dividend yield and relative weights.

File Contents
Index Stock File 1
  • S&P/TSX Composite Index
 
Index Stock File 2
  • S&P/TSX 60 Index
  • S&P/TSX Completion Index
  • S&P/TSX SmallCap Index
  • S&P/TSX Capped Sector Indices (12 indices)
  • S&P/TSX Equal Weight Diversified Bank Index
  • S&P/TSX Equal Weight Oil & Gas Index
Index Stock File 3
  • S&P/TSX 60 Capped Index
  • S&P/TSX Capped Composite Index
Index Stock File 4
  • S&P/TSX Income Trust Index
  • S&P/TSX Capped Energy Trust Index
  • S&P/TSX Capped REIT Index
  • S&P/TSX Preferred Stock Index
  • S&P/TSX Canadian Dividend Aristocrats Index
  • S&P/TSX 60 130/30 Strategy Index
Index Stock File 5
  • S&P/TSX Equity Index
  • S&P/TSX Equity 60 Index
  • S&P/TSX Equity Completion Index
  • S&P/TSX Equity SmallCap Index
  • S&P/TSX Capped Equity Index
Index Stock File 6
  • S&P/TSX Global Gold Index
  • S&P/TSX Global Mining Index
  • S&P/TSX Global Base Metals Index
  • S&P/TSX Equal Weight Global Base Metals Index
Index Stock File 7
  • S&P/TSX Venture Composite Index
 
Index Stock File 8
  • S&P/TSX 60 Shariah Index
  
Delivery
  • S&P/TSX Index Data Files: Daily/monthly by FTP, email and end of day data feed
  • S&P/TSX Index Stock Files: Daily (pre-market open & end-of-day)/monthly by FTP, email and end of day feed
  • S&P/TSX Index Notices: Daily/monthly/quarterly by email
Product Sheet, Specifications and/or Sample

You can access the product sheet and specifications in PDF format or view a sample S&P/TSX index file, S&P/TSX Index Stock File or sample S&P/TSX Index Notices (Index Notice, Quarterly Update (MS Excel), Quarterly Update (MS Word) and Index Report).

Product Packages

Clients can select one of the three S&P/TSX equity index product packages described below to get the data that best fits their needs.

Package 1
  • S&P/TSX Index File. Displays index data for S&P/TSX indices.
  • S&P/TSX Global Index File. Displays index data for S&P/TSX global indices.
Package 2
  • S&P/TSX Index Stock File 1 (S&P/TSX Composite Index constituent data)
    • OR
  • S&P/TSX Index Stock File 2 (includes constituent data for S&P/TSX 60 Index, S&P/TSX Completion, S&P/TSX Small Cap Index, 12 S&P/TSX Capped Sector Indices, S&P/TSX Equal Weight Diversified Banks Index, S&P/TSX Equal Weight Oil & Gas Index)
Note: Index Product Package 2 may include S&P/TSX Index Notices at the client's option.
Package 3
  • S&P/TSX Index File
  • S&P/TSX Global Index File
  • all S&P/TSX Index Stock Files (Index Stock Files 1 - 8)
  • S&P/TSX Index Notices

To order an index product package or for information on index product package prices, call TMX Datalinx at (416) 947-4778, toll free at (888) 873-8392 ext 4778