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Real-time Data
TMX Datalinx offers real-time quote and trade information for both Toronto Stock Exchange and TSX Venture Exchange. In addition, TMX Datalinx also provides real-time quote and trade information for CNSX, and Chi-X Canada, pre-trade information for Candeal and post-trade information for TriAct’s Match Now.
NEW: TMX Datalinx now offers consolidated real-time pre- and post-trade data for multiple Canadian exchanges and ATS’s.
Real-time data is distributed in the following ways:
TSX real-time and delayed pricing services (Level 1)
Toronto Level 1 (TL1) is a real-time service for listed senior equities that provides trades, quotes, corporate actions and index information from Toronto Stock Exchange. TL1 is also available as a delayed service.
TSX Venture Level 1 (CL1) is a real-time service for listed junior equities that provides trades, quotes, corporate actions and index information from TSX Venture Exchange. The CL1 also includes trades and quotes for NEX. (The NEX Board is available for issuers that have fallen below TSX Venture's ongoing listing standards. NEX provides a unique trading forum for companies without an active business while they seek opportunities to refinance, reactivate or reinvent themselves.) CL1 is available as a delayed service.
TSX real-time market depth products (Level 2)
Toronto Level 2 (TL2) is a real-time service for senior equities that shows all committed orders and trades for each Toronto Stock Exchange listed security in real-time. From TL2, distributors can obtain Market-by-Price and Market Book displays to distribute to end-users.
Market-by-Price is an end-user service displaying Toronto Stock Exchange's order book with committed, tradeable volume at each bid and ask level. It is a valuable tool for active traders and investors who need to see the prices of larger trades and the size behind the spreads. Market-by-Price is available as part of the Market Book or you can buy it separately.
The Market Book lets distributors present the entire order book before a trade occurs, as well as broker information. The Market Book includes Market-by-Order, Market by Broker and Market-by-Price.
TSX Venture Exchange real-time market depth products (Level 2)
TSX Venture Exchange Level 2 (CL2) is a real-time service for junior equities that shows all committed orders and trades for each TSX Venture Exchange listed security in real-time. From CL2, distributors can obtain MarketDepth by Price, and MarketDepth by Order displays to distribute to end-users.
MarketDepth by Price is an end-user service displaying TSX Venture Exchange's order book with committed, tradeable volume at each bid and ask level. It is a valuable tool for active traders and investors who need to see the prices of larger trades and the size behind the spreads.
MarketDepth by Order compliments the MarketDepth by Price service by offering a more in-depth look at the order book. MarketDepth by Order provides details of the Member, the size of the order and the price. You can also access MarketDepth by Broker from MarketDepth by Order.
Talk to us about real-time data services
CanDeal Market Data
Access CanDeal real-time market data, a feed of the best bond prices taken directly from the trading desks at Canada's six 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.
Learn more about foreign exchange products
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.
Learn more about news products
MX 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.
Talk to us about MX Data Feed (HSVF)
Consolidated Data Feed (CDF™)
Consolidated Data Feed (CDF™) is a real-time service for senior equities that shows all committed orders and trades from multiple Canadian exchanges and ATS’s in real-time. The participating Canadian exchanges and ATS’s are TSX, Chi-X Canada, Pure Trading and Omega ATS, collectively known as the “marketplaces”, are included in the CDF. As a multicast feed of consolidated data, where each market place is a permissionable data stream, CDF allows for a scalable solution for end users to acquire market data from TSX for one or more marketplaces.
Canadian Best Bid and Offer (CBBO™)
Canadian Best Bid and Offer (CBBO™) provides real-time access to the consolidated Canadian best bid and offer for all senior Canadian Equities from the participating CDF marketplaces.
