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Alpha Trades And Quotes, Daily

Provider: TMX Group

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    Yes
  • Format:
    GZ

Alpha Trades and Quotes Daily file contains all trades and quotes for all Alpha-listed issues. Details include buying and selling broker numbers, volume, price, stamp time, sequence number and trade markers. Quote records include bid price and volume, ask price and volume, time stamp and sequence number. Frequency: Daily - After 8:00 PM EST

Please with your TMX Webstore account to view pricing information.

Trades & Quotes Daily

Daily files containing all trades and quotes for exchange listed issues.  Separate products for the Toronto Stock Exchange, TSX Venture Exchange and Alpha Exchange.  Details include buying and selling broker numbers, volume, price, stamp time, sequence number and trade markers.  Quote records include bid price and volume, ask price and volume, time stamp and sequence number.  Format is Fixed Field Length ASCII (text), compressed for delivery. 

Frequency: Daily;  Format: Fixed field length text (.txt);  Delivery: Web, FTP

Pricing:

Historical Market Data Product Subscription Price List

Historical Market Data Ad Hoc Purchase Price List Order Form

Order Historical Data Products

 

Please with your TMX Webstore account to view pricing information.