Toronto Stock Exchange#
The Toronto Stock Exchange is the largest equity market in Canada trading senior equities.
Country: Canada [CA]
Mkt Hours: 09:00-16:00
Time Zone: America/Toronto
Start Date: 20171101
Real Time Available: No
Bars Available: Yes
Book Depth Available: Yes
Details are provided below
Includes the following coverage:
Security Type |
# of Symbols |
% of Total |
|---|---|---|
Debenture |
57 |
1.79% |
Depositary Receipt |
143 |
4.5% |
ETF |
1868 |
58.8% |
Equity |
704 |
22.16% |
Fund |
27 |
0.85% |
Mutual Fund |
3 |
0.09% |
Preferred Stock |
277 |
8.72% |
REIT |
33 |
1.04% |
Right |
3 |
0.09% |
Test |
45 |
1.42% |
Warrant |
17 |
0.54% |
Total |
3177 |
100% |
Consists of 3 Databases
TSX#
Database includes the following Tables:
DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
IND - Indicative pricing, e.g. indicative auction prices and imbalance
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
TSX_BARS#
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
QTE_1M - 1-minute quote bars
TRD_1D - Daily trade bars
TRD_1M - 1-minute trade bars
VWAP_1H - 1-hour VWAP bars
TSX_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