The Montreal Exchange (MX) Trades and Quotes end of day products provide comprehensive full depth of book intra-day options and futures data for the Montreal Exchange, including a timestamp with granularity in milliseconds. Options and Futures data are combined into a single product. Files are generated from the MX OBF feed and provide full depth of book. History available from Sept 2018
Why Use Datalinx OBF Options & Futures Full Depth of Book Data File?
- To help develop trading strategies
- To backfill missing historical data
- To backtest trading strategies on MX markets
- Direct from source data is authoritative, accurate, and timely
- For additional information that may help with investment and trading decisions
Rest API : No
Format
Format: CSV format using a semi-colon delimiter files zipped as .gz (gunzip) files;
Delivery: Delivery: Web, SFTP, or Email
Specifications: Please contact us for more details.
Sample File: Please contact us for more details.
Pricing :
Historical Market Data Product Subscription Price List
Historical Market Data Ad Hoc Purchase Price List Order Form
