Search results will open in a new window on money.tmx.com.

Investment Analytics

TMX Investment Analytics is a cloud-based ecosystem of financial data, machine learning libraries, statistical modules and big data tools to help clients aggregate data, build trading algorithms and develop and backtest strategies.

Contact Us

Overview Key Benefits Datasets Delivery Options Contact Us

Overview

TMX Datalinx® provides high-resolution analytics-ready datasets from multiple sources, including TMX proprietary data and key North American markets. We can provide a customized solution specific to your needs, whether you are seeking data from a quant research, compliance, trading risk management or ETF issuer angle.

Key Benefits

TMX Investment Analytics provides from multiple sources, including TMX proprietary data and key North American markets.

High Quality Data

High Quality Data

TMX Investment Analytics provides highly accurate historical data covering equities and derivatives.

Lower Cost of Ownership

Lower Cost of Ownership

We ingest, normalize, and curate high-quality datasets, potentially lowering the cost of building in-house infrastructure for our clients.

Multiple Delivery Options

Multiple Delivery Options

We offer delivery via API or Cloud for easy integration.

Trusted Client-base

Trusted Client-base

Our clients include leading Canadian banks and global investment firms that rely on our products to conduct their operations.

Specialized Support

Specialized Support

In-house teams including big data architects, data engineers and data scientists provide continuous and expert-based support in a timely fashion.

Comprehensive Analytical Data at Your Fingertips

Dataset offerings detailed below will arm you with streamlined and comprehensive information to ultimately make more informed investment decisions. In addition, historical files are available for all datasets, with the majority dating back to 2018. Historical time frames vary per dataset, please contact us for specifics.

Canadian Broker Analytics

Canadian Broker Analytics streamlines the analysis of liquidity provided into the Canadian market by regenerating each brokers’ book per day per symbol. It gives a market-wide view of the total displayed liquidity available by symbol each day at multiple price levels beyond top of the book.

Learn More

North American Equity Analytics

This dataset provides insights into Canadian and US equity markets by analyzing trades and National Best Bid and Offer pricing. The package includes essential daily statistics such as open, close, low, high, trade count, volume, and value aggregations, volatility metrics, and more.

Learn More

Market-On-Close Imbalance (MOCI)

The newly updated dataset provides equal access and opportunity for investors looking to source liquidity and trade of TSX equities at the closing price, efficiency and accuracy in setting the closing price, and reducing volatility at the close.

Learn More

Price Adjustment Curve (PAC)

PAC enables clients to create a corporate action adjustment time series for frequently traded North American equities. By combining the adjustment factors and tick data, PAC provides a comprehensive solution to building a highly accurate price adjustment curve that updates on a daily basis.

Learn More

Canadian Derivatives Analytics

Canadian Derivatives Analytics contains information to analyze Canadian equity options, including daily statistics on Montreal Exchange data such as: Roll Volume, Put Call Ratio, Implied Volatility, Delta, Gamma, Rho, Vega, Theta, Reference Price, Last Price, Last Bid, Last Ask, and more.

Learn More

Corporate Actions and Reference Data

This comprehensive package contains corporate action and reference data for a global universe of securities and provides full reference coverage for TSX and TSX Venture Exchange.

Learn More
Delivery & Format

Delivery & Format

Data is accessible through Cloud or APIs. Clients can be provided with their own “sandbox” through a Virtual Private Cloud (VPC) implementation, from which they can create proprietary analytics using their own data and data sourced from the TMX Investment Analytics ecosystem. In Q1 2025, data will be available via Google Workspace Marketplace as well.

Insights

Request a FREE Trial or More Information

We offer substantial expertise to help you meet your Analytics data needs. Contact a member of our TMX Analytics team to see how we can help.

?>

TMX Group Limited and its affiliates do not endorse or recommend any securities issued by any companies identified on, or linked through, this site. Please seek professional advice to evaluate specific securities or other content on this site. All content (including any links to third party sites) is provided for informational purposes only (and not for trading purposes), and is not intended to provide legal, accounting, tax, investment, financial or other advice and should not be relied upon for such advice. The views, opinions and advice of any third party reflect those of the individual authors and are not endorsed by TMX Group Limited or its affiliates. TMX Group Limited and it affiliates have not prepared, reviewed or updated the content of third parties on this site or the content of any third party sites, and assume no responsibility for such information.

Copyright © 2025 TSX Inc. All rights reserved.