Canadian Consolidated Market Sample#

A subset of symbols from all Canadian venues, between January 2,2024 and March 31, 2024

  • Country: Canada [CA]

  • Mkt Hours: 09:00-16:00

  • Time Zone: America/Toronto

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

CA_COMP_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

Debenture

105

1.91%

Depositary Receipt

47

0.86%

ETF

1369

24.91%

ETN

3

0.05%

Equity

3380

61.51%

Investment Fund

43

0.78%

Preferred Stock

347

6.31%

REIT

48

0.87%

Right

3

0.05%

Test

43

0.78%

Warrant

107

1.95%

Total

5495

100%

Consists of 3 Databases



CA_COMP_SAMPLE#

Database includes the following Tables:

  • NBBO - National Best Bid / Offer quotes

  • QTE - Best bid / offer quotes

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

  • TRD - Trades




CA_COMP_SAMPLE_BARS#

Database includes the following Tables:

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




CA_COMP_SAMPLE_DAILY#

Database includes the following Tables:

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