TSX Alpha#

TSX Alpha Exchange (Alpha) is a trading venue owned and operated by TMX Group (TMX) trading Toronto Stock Exchange (TSX) and TSX Venture Exchange (TSXV) listed securities.

  • Country: Canada [CA]

  • Mkt Hours: 09:00-16:00

  • Time Zone: America/Toronto

  • Start Date: 20170529

  • Real Time Available: No

  • Bars Available: No

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ALPHA - Coverage#

Security Type

# of Symbols

% of Total

Depositary Receipt

143

2.95%

ETF

1869

38.56%

Equity

2400

49.52%

Fund

29

0.6%

Preferred Stock

284

5.86%

REIT

40

0.83%

Right

5

0.1%

Test

20

0.41%

Warrant

57

1.18%

Total

4847

100%

Consists of 2 Databases



ALPHA#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




ALPHA_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