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: 20170529

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

CA_COMP - Coverage#

Security Type

# of Symbols

% of Total

Debenture

57

0.98%

Depositary Receipt

205

3.53%

ETF

2066

35.59%

ETN

1

0.02%

Equity

2995

51.59%

Investment Fund

30

0.52%

Preferred Stock

286

4.93%

REIT

40

0.69%

Right

4

0.07%

Test

57

0.98%

Unknown

3

0.05%

Warrant

61

1.05%

Total

5805

100%

Consists of 3 Databases



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