Real-time Data

TMX Datalinx offers real-time market data for all TMX equity markets and the Montréal Exchange (MX).

In addition, the TMX Information Processor offers consolidated real-time pre- and post-trade data for all Canadian equity exchanges and ATS's.

Real-time data is offered in the following products:

  • TMX Equities Real-time Level 1 Service

    The Level 1 service consists of multicast data feeds that provide the last sale and quote information. The level 1 services for TSX and TSX Venture Exchange also includes feeds for S&P/TSX index information, dividends, bulletins and equity summaries.

    ProductMarketProtocol/DeliveryDescription
    TL1 TSX
    • Multicast
    • Fixed Record Length ASCII
    • TCP/TCP recovery
    Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
    TQL1 
    (TMX QuantumFeed®)
    TSX
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
    CL1 TSXV & NEX
    • Multicast
    • Fixed Record Length ASCII
    • TCP/TCP recovery
    Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
    VQL1 
    (TMX QuantumFeed)
    TSXV & NEX
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
    SQL1 
    (TMX QuantumFeed)
    ATS
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    Quotes, Trades, Symbol & Stock Status message
    TRD 
    (Reference Feed)
    TSX
    • Multicast
    • Fixed Record Length ASCII
    • TCP/TCP recovery
    Includes Halt Notifications, Equity Summaries, Dividend Information, 52 Week High/Low, Volume-Value Transactions (VVT)
    VRD 
    (Reference Feed)
    TSXV & NEX
    • Multicast
    • Fixed Record Length ASCII
    • TCP/TCP recovery
    Includes Halt Notifications, Equity Summaries, Dividend Information, 52 Week High/Low, Volume-Value Transactions (VVT)
    TX1 
    (Index Feed)
    TSX & TSXV
    • Multicast
    • Fixed Record Length ASCII
    • TCP/TCP recovery
    S&P/TSX Interim and Official Index Levels messages. Indices covered provided in the TX1 Feed - Index Names & Symbols list
    AL1  Alpha
    • Multicast
    • Fixed Record Length ASCII
    • TCP/TCP recovery
    Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
    AQL1 
    (TMX QuantumFeed)
    Alpha
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    Quotes, Trades, Market on Close Imbalance Notifications, Trade Cancellations, Symbol & Stock Status message
  • TMX Equities Real-time Level 2 Service

    Multicast data feeds that provide required data to build and maintain a complete order and trade book for all TMX Equities markets. It is a valuable tool for active traders and investors who need a clear picture of the current market.

    Market depth views: Market-By-Price®, MarketDepth-By-Broker and Market-By-Order®

    tmx.com

    * Vendor implementations vary

    Make Better Trade Decisions

    Leverage Market-By-Order's view of all order data to improve trading decisions and minimize market impact.

    tmx.com

    * Vendor implementations vary

    Get all the Depth Views

    Empower your traders with streaming real-time access to the most comprehensive Canadian equities data.

    ProductMarketProtocol/DeliveryDescription
    TL2 TSX
    • Multicast
    • Tag based ASCII (STAMP)
    • TCP/TCP recovery
    All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
    TQL2 
    (TMX QuantumFeed®)
    TSX
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
    CL2 TSXV & NEX
    • Multicast
    • Tag based ASCII (STAMP)
    • TCP/TCP recovery
    All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
    VQL2 
    (TMX QuantumFeed)
    TSXV & NEX
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages
    SL2 ATS
    • Multicast
    • Tag based ASCII (STAMP)
    • TCP/TCP recovery
    All committed orders and trades Symbols Status, Stock Status, and Broadcast messages
    SQL2 
    (TMX QuantumFeed)
    ATS
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    All committed orders and trades Symbols Status, Stock Status, and Broadcast messages
    AL2 TSXA
    • Multicast
    • Tag based ASCII (STAMP)
    • TCP/TCP recovery
    All committed orders and trades Symbols Status, Stock Status, and Broadcast messages
    AQL2 
    (TMX QuantumFeed)
    TSXA
    • Multicast
    • Fixed Record Length Binary (XMT Protocol)
    • TCP/TCP recovery
    All committed orders and trades Symbols Status, Stock Status, and Broadcast messages

    Talk to us about real-time data service

  • TMX Information Processor

    The TMX Information Processor (TMX IP) provides a central source of consolidated Canadian equity market data that meets standards approved by regulators. The TMX IP products include the Consolidated Data Feed (CDF™), Canadian Best Bid and Offer (CBBO®), Consolidated Last Sale (CLS™) and a Consolidated Depth of Book Feed (CDB™). These products use world class, third-party technology and provide market participants with low-latency access to consolidated real-time market data from all Canadian equity marketplaces.

    Read more about TMX IP

  • MX Exchange Order Book Feed

    Montreal Exchange (MX) Order Book Feed (OBF) is a real-time market data service for MX's trading and statistical information, which includes level one and two data, strategies, bulletins, summaries and other statistics.

    Talk to us about MX Exchange Order Book Feed

  • TriAct MATCH Now Broadcast Feed

    TMX Datalinx distributes all TriAct MATCH Now public trade reports in real-time as reported by MATCH Now. Real-time private (encrypted) order and trade information is also distributed, and is accessible to Subscribers through decryption keys provided by TriAct.

    Talk to us about TriAct MATCH Now data

    About TriAct MATCH Now

  • 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 NewsTM - 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

  • Real-time Data for individual Subscribers

    The powerful TMX PowerStream® provides both professional and non-professional access to real-time stock market quotes, charts, news and research, in a feature-rich, user-friendly, customizable interface.

    • Tick-by-tick low latency real-time Level 1 and Level 2 streaming data
    • Integrated charting and full-screen advanced charting with comparative, historical, intraday, analytics and indicators
    • A synchronized Desktop and Wireless service
    • Multiple configurable portfolios with custom layouts, colours and font settings
    • Easy to use interface with simple drag and drop functionality

    Learn more about TMX PowerStream®

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