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:

TSX - Coverage#

Security Type

# of Symbols

% of Total

Debenture

58

1.85%

Depositary Receipt

132

4.2%

ETF

1816

57.8%

Equity

723

23.01%

Fund

29

0.92%

Mutual Fund

3

0.1%

Preferred Stock

279

8.88%

REIT

34

1.08%

Right

3

0.1%

Test

45

1.43%

Warrant

20

0.64%

Total

3142

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