Montreal Exchange#

The Montreal Exchange (MX) offers trading in futures and options on equities, indices, interest rates, and currencies.

  • Country: Canada [CA]

  • Mkt Hours: 09:00-16:00

  • Time Zone: America/Toronto

  • Start Date: 20091211

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

MONTREAL - Coverage#

Security Type

# of Symbols

% of Total

Future

1517

0.93%

Futures Spread

2830

1.73%

Option

155532

95.34%

Option Spread

3249

1.99%

Unknown

12

0.01%

Total

163140

100%

Consists of 2 Databases



MONTREAL#

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 - Market depth data, aggregated by price point (MBP)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type




MONTREAL_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