MX - Market Data

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Provider: Equity and Derivatives Market Operations

This product contains restricted specifications in PDF format for Montreal Exchange High Frequency (HSVF) and Order Book Feed (OBF) multicast market data feeds.

This restricted product contains the following list of specifications in PDF format.  To access and view these specifications, users will need to log in to TMX Webstore, go to My Specifications under the My Products section of the TMX Webstore menu.

 

  • HSVF D4 Protocol
    • HSVF-MX-005E MX SOLA HSVF Multicast Specifications Guide v1-5.pdf
  • HSVF D5 Protocol, including BTC functionality
    • HSVF-MX-005E MX SOLA HSVF Multicast Specifications Guide v1-11.pdf
  • HSVF D6 Protocol
    • HSVF-MX-005E MX SOLA HSVF Multicast Specifications Guide v1-12-1.pdf
  • HSVF D7 Protocol
    • HSVF-MX-005E MX SOLA HSVF Multicast Specifications Guide v1-13.4.pdf
  • HSVF D8 Protocol
    • HSVF-MX-005E MX SOLA HSVF Multicast Specifications Guide v1-14.1.pdf
  • OBF A1 v1.0 - Standard Market by Order Feed
    • OBF-MX-001E MX Order Book Feed Service Specifications and Business Design Guide v1-2.pdf
  • OBF A1 v2.0 - Standard Market by Order Feed, including BTC functionality
    • OBF-MX-001E MX Order Book Feed Service Specifications and Business Design Guide v1-5.pdf
  • OBF A2 Protocol
    • OBF-MX-001E MX Order Book Feed Service Specifications and Business Design Guide v1-6.pdf
  • OBF A3 Protocol
    • OBF-MX-001E MX Order Book Feed Service Specifications and Business Design Guide v1-7-3.pdf
  • OBF A4 Protocol
    • OBF-MX-001E MX Order Book Feed Service Specifications and Business Design Guide v1-8.pdf