Not sure what you're looking for? Browse Catalogue
The S&P/TSX Canadian Dividend Aristocrats Dynamic Coverage Covered Call Index measures the performance of a long position in the S&P/TSX Canadian Dividend Aristocrats Total Return Index and a short position in a standard iShares S&P/TSX 60 Index ETF (XIU) monthly call option. The index aims to generate a target annual yield from the option premium.
The DateBreaks file provides information on all earnings date changes from the past two US business days for any traded company that is tracked by Wall Street Horizon (WSH). Derived from WSH Earnings Calendar, DateBreaks provides point-in-time changes to dates and times - both estimated and confirmed - capturing when traded companies will next announce their quarterly or annual earnings. Value-add fields like "Confirmed Date Z-Score" provide perspective on whether a confirmed earnings date conforms to or differs from recent historical trend.
WSH provides timely, accurate information for a range of upcoming corporate events that will likely create volatility and potential risk/exposure.
TSX Markets TL2 Market Replay - contains Level II trades and quotes (messages) for the trading day for TSX/TSXV/TSX Alpha markets.
TL2 is a real-time data transmission service that provides all committed orders and trades for each Toronto Stock Exchange (TSX) listed security. From TL2, distributors can obtain Market Book® with access to TSX and TSXV Market-by-Price®, and Market-by-Order®. Market Book is an end-user service providing TSX and TSXV order books. It is a valuable tool for active traders and investors who need a clear picture of the current market.
An easy-to-use platform that delivers data you want in the format you choose.
Discover new trends by exploring a vast collection of data products.
The official financial data portal of TMX Group.
A single data product offers many choices for our users. Available in JSON, XML, CSV, PDF and TXT, files are available for immediate download and ready to be loaded into your systems and sets.
Our subscription options are equally convenient, as daily, weekly, and monthly files are seamlessly delivered to your account.
Our REST API service makes it easy to create your own scripts to access purchased data without signing in each time.