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ETF Trading Analytics

The ETF Trading Analytics dashboard helps users analyze and better understand the trading activity and marketplace liquidity of TSX-listed ETFs, through various market intelligence metrics focused on quoting and trading. These include trade volumes, value and the number of trades by ETF, along with the associated broker and venue contributions to those activity levels. Trends in quoting metrics such as spreads, time and size at the NBBO are also provided.

The dashboard is available in either a Lite* or Premium version, with different levels of functionality and visuals. Some of the key differences in these two versions include:

Feature Lite* Premium
Data History Prior month only (on a rolling basis) 2018 onwards
Time Range Selection None - Only the prior month in aggregate Customizable to cover as little as any oneday period in the available data history
ETF Coverage Only to the issuer's own TSX-listed ETF's Entire universe of TSX-listed ETF's
Filtering Capabilities Basic Advanced
Visualization Basic Advanced

*The Lite version of ETF Trading Analytics is only available for TSX issuers.

About TMX Global Analytics™

Through TMX Grapevine, our cloud-based tick data analysis platform, we curate high quality equity, ETF, FX, Futures and Options data sets in a readily usable environment designed for highly performant queries and analysis at scale. No expensive hardware or slow queries that take days to run to get the insights you need - TMX Global Analytics™ solves the pains of merging and cleansing multiple, disparate data sets and building internal business cases to acquire hardware and infrastructure needed to get the answers you need.

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