Alpha Trading Summary, Monthly

Provider: TMX Group

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  • Frequency:
    Monthly
  • License:
    Individual
  • REST API:
    Yes
  • Format:
    CSV, JSON, XML
Alpha Monthly Trading Summary provides essential end of day trading information for portfolio systems management. Frequency: Monthly - After 8:00 PM EST (Last business day of the month)

Disclaimer:

Please be aware that most TMX Historical Market Data and S&P/TSX Index products include CUSIP and/or SEDOL security identifiers.  CUSIP numbers are the property of the American Bankers Association and are administered by Standard & Poor's.  SEDOL numbers are owned and administered by the London Stock Exchange.  In order to use either CUSIP or SEDOL identifiers clients must provide TMX with written approval directly from either CUSIP Global Services at S&P or the London Stock Exchange. Alternatively TMX offers alternate versions of the Historical and Index products without CUSIPs or SEDOLs - identified with NC (No CUSIP), NS (No SEDOL), or NCS (No CUSIP/SEDOL) characters in the file extensions.  For further information please contact datasales@tmx.com.     

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Why Use TMX Datalinx Trading Summary Information?

  • For authoritative pricing data for portfolio valuation and benchmarking
  • To get essential end of day trading information for portfolio systems management
  • To identify trading and investment opportunities
  • Direct from source data is authoritative and timely

Product Description

There is a daily Trading Summary product for the Toronto Stock Exchange (TSX) and another daily Trading Summary product for the TSX Venture Exchange (TSXV), including NEX. They both provide essential end of day trading information for portfolio systems management. See table below for details of data provided.

History is available back to October 1998 for the Toronto Stock Exchange and back to March 2009 for the TSX Venture Exchange.

Data TSX Product File TSXV Product File Alpha Product File
Trade Date
Symbol
Issue Long Name
CUSIP √*
Open Price √*
High Price
Low Price
Close Price
Traded Volume
Traded Value √*
Number of Transactions √*
Last Bid Price
Last Ask Price
Last Bid Size √*
Last Ask Size √*
Odd Lot High Price √*
Odd Lot Low Price √*
Odd Lot Traded Volume √*
Odd Lot Traded Value √*
Odd Lot Number of Transactions √*
Minimum Guaranteed Fill    
Newly Listed Stock Flag    
Delisted Stock Flag    
Split Factor    
Split Date    
Listed Market    

 

*Data coverage started September 23, 2013.

Features

  • Daily and monthly files (monthly file only for Toronto Stock Exchange)
  • Extensive history available
  • Basic tab delimited ASCII format is easily integrated into systems

Product Sheet, Specifications and/or Sample

You can access a product sheetdaily specifications and monthly specifications in PDF format, or view a <a class="blank" href="https://ww

Please sign-in with your TMX Webstore account to view pricing information.