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    Fueling Analytics

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    ETF Trading Analytics

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TMX Grapevine

Build powerful customized analytics against our global equity, derivatives and FX data sets in less time and for fractions of the cost.


ETF Broker Analytics

Examine quote activity at the top-of-book and at multiple price levels below to understand the on-book liquidity profile of 500+ ETFs by broker.


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.


Order Book Visualizer

Examine the orderbook at millisecond granularity and replay trade events as they unfold.


ETF Fact Sheet

Seamlessly calculate the bid-ask spread of any TSX-listed ETF in accordance with Canadian Securities Administration (CSA) reporting requirements.

New to Trading in Canada?

Quickly test your strategies against our data sets and see what alpha-generating opportunities exist for you in the "True North"

Client Testimonial

TMX Grapevine allowed us to conduct deep market microstructure analytics to prepare the algorithms in the Algorithmic Management System (AMS) for the Canadian market. Their rich data sets enabled us to accelerate our go- to-market development efforts to launch our Canadian and Interlisted trading services. "

Senior Managing Director,
Head of Quantitative Analysis,
Clearpool Group

The Challenge

Clearpool Group, a technology provider of holistic electronic trading solutions and an independent agency broker-dealer, recently undertook this challenge. Their electronic trading solutions were already market leading in the US, but expanding to Canada meant learning the differences between Canada’s unique market structure and that of the US, understanding how data elements are mapped across almost 15 different venues’ market data feeds, and carefully analyzing existing order book dynamics between existing market participants to understand which trading strategies would perform best in the Canadian environment. Accumulating a historic database of granular tick data to support this analysis was fundamental to getting started quickly, but most marketplaces only offered a limited history of ‘trial data’, with varying degrees of completeness and differences in proprietary formats. Before this data could have even been used to generate analytics and meaningful insights, it would have required heavy data engineering and cleanup efforts.

The Solution

Clearpool Group was able to leverage TMX Grapevine, a platform developed by TMX Global Analytics that is loaded with global marketplace level 2 (full depth of book) equity tick data, to accelerate their journey. This platform came preloaded with market data representing the full consolidated view of Canadian equity trading in a normalized format, while maintaining the accuracy and granularity of capturing every order and trade event required for building sophisticated trading analytics. This allowed Clearpool to focus on building their advanced Transaction Cost Analysis solution and backtesting their strategies without being slowed down with basic data engineering and cleanup work. As a result, TMX observed one of the fastest time-to-market solutions by a new trading participant that we’ve ever seen.

High-Resolution Market Data

Build custom analytics against our full depth of book tick data

Pre-built Analytics

Integrate our pre-built analytics into your trading or market data systems

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