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.
Market Replay (Packet Capture) Files Backup Service is an additional service available to anyone that manages and maintains their own historical tick database. This service allows subscribers to request (on an as needed basis) historical Market Replay Files directly from TMX Datalinx for the purpose of backfilling missing data in their own historical tick database.
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.
Historical Market Data Product Subscription Price List
Historical Market Data Ad Hoc Purchase Price List Order Form
Order Historical Data Products
Please contact us for more details.