TSX Alpha-X / Alpha DRK#

Alpha-X is a visible order book that has all of the same order types and trading functionalities currently available on TSX Alpha Exchange, and features the new Smart Limit™ order type, Alpha DRK is a fully dark order book with a comprehensive suite of pegged (Primary, Market, Minimum Price Improvement, Midpoint) market and limit order types, and has the new Smart Peg™ order type.

  • Country: Canada [CA]

  • Mkt Hours: 09:00-16:00

  • Time Zone: America/Toronto

  • Start Date: 20231106

  • Real Time Available: No

  • Bars Available: No

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ALPHA_X - Coverage#

Security Type

# of Symbols

% of Total

Depositary Receipt

132

2.77%

ETF

1817

38.08%

Equity

2383

49.94%

Fund

31

0.65%

Preferred Stock

287

6.01%

REIT

40

0.84%

Right

5

0.1%

Test

22

0.46%

Warrant

55

1.15%

Total

4772

100%


Consists of 2 Databases



ALPHA_X#

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_X_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