Canadian Consolidated Equities (all Trades, Quotes, NBBO)#
Consolidated data from all Canadian equities exchanges, covering Trades, Quotes and NBBO.
Country: Canada [CA]
Mkt Hours: 09:00-16:00
Time Zone: America/Toronto
Start Date: 20171101
Real Time Available: No
Bars Available: Yes
Book Depth Available: No
Details are provided below
Includes the following coverage:
Security Type |
# of Symbols |
% of Total |
|---|---|---|
Debenture |
56 |
0.96% |
Depositary Receipt |
216 |
3.69% |
ETF |
2123 |
36.24% |
ETN |
1 |
0.02% |
Equity |
2985 |
50.96% |
Investment Fund |
29 |
0.5% |
Preferred Stock |
284 |
4.85% |
REIT |
39 |
0.67% |
Right |
3 |
0.05% |
Test |
57 |
0.97% |
Unknown |
3 |
0.05% |
Warrant |
62 |
1.06% |
Total |
5858 |
100% |
Consists of 3 Databases
CA_COMP - Tick Data
CA_COMP_BARS - 1 Minute Bars
CA_COMP_DAILY - End of Day Metrics
CA_COMP#
Database includes the following Tables:
DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
NBBO - National Best Bid / Offer quotes
QTE - Best bid / offer quotes
STAT - Static data, e.g. ISIN, description, security type
TRD - Trades
CA_COMP_BARS#
Database includes the following Tables:
DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
QTE_1M - 1-minute quote bars
TRD_1D - Daily trade bars
TRD_1M - 1-minute trade bars
VWAP_1H - 1-hour VWAP bars
CA_COMP_DAILY#
Database includes the following Tables:
DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
STAT - Static data, e.g. ISIN, description, security type