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TSX Markets (TSX, TSXV, TSX Alpha) TL2 Market Replay (Daily)

Provider: TMX Webstore S3 Delivery

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    Yes
  • Format:
    GZ

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.

Please with your TMX Webstore account to view pricing information.

  • Contains TL2 Trades and Quotes for the TSX Exchanges
  • Data is in PCAP (Packet Capture) format and GZipped
  • Files are typically from 5-10Gb in size
  • Files are created after the Close of the TSX Markets trading day (delivered around 7:30PM EST)
  • Files are available for direct download and also via SFTP
  • PCAP files use a special viewer such as Wireshark, WinDump, tcpdump, Packet Square - Capedit and Ethere

Note: TMX group does not endorse or reccommend any specific PCAP file viewer(s).

There is no specifications file available at this time. Please contact us for more details.

There is no sample file available at this time. Please contact us for more details.

Please with your TMX Webstore account to view pricing information.