Pricing and Market Data

Toronto Stock Exchange

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Toronto Stock Exchange

  • The Toronto Stock Exchange (TSX) is the 9th largest stock exchange in the world by market capitalisation and facilitates fully electronic trading on Canada’s premier equities exchanges, Toronto Stock Exchange (TSX), TSX Venture Exchange (TSXV) and TSX Alpha Exchange (TSXA).
  • We provide the Toronto Stock Exchange information services in real time for all instruments within the TMX Group Level 1 and Level 2 (market depth) products. This includes all asset types such as equity, ETFs, units, options, and more. We also provide the Level 1 as a delayed data service.
  • You can access the data in many ways, all designed and tailored for your specific needs and workflows. These could be for trading using electronic low latency data feed, through our desktop services using analytical tools, or via our end-of-day valuation and risk management products.

Key Facts 

  • Geographical coverage
    Canada
  • History
    From 1980
  • Data format
    CSV
    Delimited
    GZIP
    HTML
    JSON
    PCAP
    PDF
    Parquet
    Python
    SQL
    String Format
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Desktop
    Digital Files
    Excel
    FTP
    RSS Feed
    SFTP
    SQL
    Website
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with Toronto Stock Exchange

  • We provide Toronto Stock Exchange on a real-time low latency data feed platform, providing access to all data types in a globally consistent data model for open access and easy adoption of all global exchanges.
  • Get full access to associated benchmarks and indices, including S&P/TSX Composite and S&P/TSX 60.
  • To support in-depth quantitative analysis, our trade data offering is fully normalized and includes all trade classification data along with Buyer/Seller IDs.
  • Get full data access through our Workspace desktops, which have a wealth of valuable analytics, and daily and intraday charting applications.
  • We are market leaders in the depth of historic data that is stored, which is all validated and cleansed. We have years of normalized data available in our end-of-day historical data and our full tick history data services, covering all Toronto Stock Exchange historical data.
  • Access corporate action and dividend data, all of which can be consumed in a timely manner through either our electronic feeds or desktops platforms.
  • Depending on your specific needs, you can receive market depth data, standard real time Level 1 access, 15-minute delayed L1 or End of Day data for Equities, Indices, ETFs and Options (Montreal) for each TMX Group venue. TMX IP Canadian Consolidated equities feed is also available.
  • We offer both intuitive request-response and bulk access to a wide array of TSX reference data content, including instrument- and venue-level reference data, cross reference to other market listings within Canada.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

RELEVANT USE CASES

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How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

DETAILED DATA SUPPORT

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