TMX Datalinx Market Replay (Packet Capture) files are a complete recording of the entire day’s trading activity as it leaves TMX market data gateways. These files are recorded at the time of exit, therefore do not have any network related timestamps, and are 100% complete with no risk of dropped packets. These files are delivered in standard PCAP file format and can be conveniently read by standard open source packages. Market Replay (Packet Capture) files are available for TSX, TSXV, and Alpha exchanges, and are offered for Level 1 and Level 2 feed content.
Why Use Datalinx Market Replay (Packet Capture) files?
- To help develop algorithmic trading strategies
- To backfill missing historical data
- To backtest trading strategies on TMX markets
- Direct from source data is authoritative, accurate, and timely
- For additional information that may help with investment and trading decisions
Format- Standard Open Source PCAP file format
Specifications: Please refer to our Level 1 or Level 2 feed specifications. Please contact us to obtain access.
Sample File: Please contact us for more details.
Please contact us for more details.