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Daily Volume Summary Report

Webstore

Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    CSV, JSON, XML

Please with your TMX Datalinx Webstore account to view pricing information.

The Daily Volume Summary Report provides daily aggregated volume and associated reference details on a per security basis for fixed income trades executed via CDS.

Product Overview

The Fixed Income Daily Volume Summary Report is a specialized Fixed Income offering providing aggregated coverage on a per security basis (by ISIN) of settled transactions with CDS for reported Client and Repo trades. This report is sourced directly from CDS and covers Canadian geographic transactions.

Specifications

  • Delivery Frequency: Daily
  • Delivery Timing: 7:00:00 AM
  • Delivery Method: Download, API, SFTP
  • Delivery Format: CSV File
  • File Size: <200Kb
  • File Naming Convention: TMX_FIVSCRP_YYYYMMDD.csv

Disclaimer

The information provided in this report is for informational purposes only. Datalinx does not guarantee the accuracy or completeness of the data and shall not be liable for any errors or omissions. Redistribution of this data outside of the authorized client organization is strictly prohibited without prior written consent from Datalinx.


For further information please contact Datalinx via the Contact Us form.

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