# 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

* `Table Schemas for CA_COMP_SAMPLE`
* `Field Enumerations for CA_COMP_SAMPLE`
* `Trading Hours for CA_COMP_SAMPLE`
* `Recent Holidays for CA_COMP_SAMPLE`



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`  - Tick Data
* `CA_COMP_SAMPLE_BARS`  - 1 Minute Bars
* `CA_COMP_SAMPLE_DAILY`  - End of Day Metrics




## CA_COMP_SAMPLE

Database includes the following tick types:

* 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 tick types:

* 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 tick types:

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