# 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

* `Table Schemas for ALPHA`
* `Field Enumerations for ALPHA`
* `Trading Hours for ALPHA`
* `Recent Holidays for ALPHA`



Includes the following coverage:

#### ALPHA -  Coverage

| Security Type      |   # of Symbols | % of Total   |
|--------------------|----------------|--------------|
| Depositary Receipt |            132 | 2.75%        |
| ETF                |           1817 | 37.79%       |
| Equity             |           2417 | 50.27%       |
| Fund               |             31 | 0.64%        |
| Preferred Stock    |            287 | 5.97%        |
| REIT               |             41 | 0.85%        |
| Right              |              5 | 0.1%         |
| Test               |             20 | 0.42%        |
| Warrant            |             58 | 1.21%        |
| Total              |           4808 | 100%         |


Consists of 2 Databases

* `ALPHA`  - Tick Data
* `ALPHA_DAILY`  - End of Day Metrics




## ALPHA

Database includes the following tick types:

* 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 tick types:

* DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
* STAT - Static data, e.g. ISIN, description, security type