Omega ATS#

Omega is an alternative trading system (ATS) or dark pool in Canada.

  • Country: Canada [CA]

  • Mkt Hours: 09:00-16:00

  • Time Zone: America/Toronto

  • Start Date: 20171023

  • Real Time Available: No

  • Bars Available: No

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

OMEGA - Coverage#

Security Type

# of Symbols

% of Total

Debenture

61

1.01%

Depositary Receipt

205

3.4%

ETF

2101

34.85%

Equity

3295

54.65%

Preferred Stock

289

4.79%

Right

4

0.07%

Unknown

3

0.05%

Warrant

71

1.18%

Total

6029

100%

Consists of 2 Databases



OMEGA#

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




OMEGA_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