Real Time Alpha Market Data
Market Data
TMX Datalinx provides a suite of real-time, low-latency market data feed products for trading data of securities listed on Toronto Stock Exchange and TSX Venture Exchange that have traded on Alpha.
TMX Datalinx's Alpha Level 1 and Level 2 market data feeds use TMX's proprietary protocols. The Alpha Level 1 service consists of multicast data feeds that provide the last sale and quote information. The Alpha Level 2 service consists of multicast feeds of pre- and post-trade data that are required to build and maintain a complete order and trade book for the Alpha market.
|
Product |
Protocol |
Description |
|
AL1 |
Fixed Record Length ASCII |
Quotes, Trades, Trade Cancellations, Symbol & Stock Status message |
|
AQL1 TMX QuantumFeed™ |
XMT Protocol (binary) |
Quotes, Trades, Trade Cancellations, Symbol & Stock Status message |
|
AL2 |
STAMP Protocol |
All committed orders and trades including Calculated Opening Price, Symbols Status, Stock Status, and Broadcast messages |
|
AQL2 TMX QuantumFeed™ |
XMT Protocol (binary) |
All committed orders and trades including Calculated Opening Price, Symbols Status, Stock Status, and Broadcast messages |
The technical documents for the Alpha market data feeds listed above are available on the TMX Equity Markets Secure Documentation Portal.
Real-Time Data for Individual Subsribers
Real-time Alpha market data is available directly through TMX PowerStreamTM. Professionals and non-professionals can access real time stock market quotes, charts, news and research in a browser-based and mobile feature rich, user friendly, customizable interface. Click here to learn more about TMX PowerStream.
Accessing Alpha Real Time Market Data Feeds
TMX Datalinx delivers market data products via a variety of methods, to customers across North America and around the globe.
TMX Atrium provides high availability, cost efficient, low latency network solutions for financial markets with 25 points of presence in 11 countries. The network has over 300 data sources and is connected to 24 different trading venues, providing low latency access to a wide range of trading participants across North America and Europe including trans-Atlantic connectivity.
TMX market data feeds are available on the Secure Financial Transaction Infrastructure (SFTI) which is the NYSE Technologies communications network dedicated to the financial industry and designed to be the industry's most secure and resilient network for electronic trading.
Authorized data vendors may supply real-time and delayed quotes to professional and non-professional users for Alpha. Click here to view a list of our vendors and partners.
For additional information on TMX Datalinx's real-time feed products please contact your TMX Datalinx Account Manager.
For more information or assistance with the application process please contact TMX Datalinx Global Business Operations (416.947.4778)