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Daily MX OBF Options & Futures Full Depth of Book Data File

Provider: TMX Group

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    No
  • Format:
    CSV, JSON, XML

The Montreal Exchange (MX) Trades and Quotes end of day products provide comprehensive full depth of book intra-day options and futures data for the Montreal Exchange, including a timestamp with granularity in milliseconds.

Please with your TMX Webstore account to view pricing information.

The Montreal Exchange (MX) Trades and Quotes end of day products provide comprehensive full depth of book intra-day options and futures data for the Montreal Exchange, including a timestamp with granularity in milliseconds. Options and Futures data are combined into a single product. Files are generated from the MX OBF feed and provide full depth of book. History available from Sept 2018 

Why Use Datalinx OBF Options & Futures Full Depth of Book Data File?

  • To help develop trading strategies
  • To backfill missing historical data
  • To backtest trading strategies on MX markets
  • Direct from source data is authoritative, accurate, and timely
  • For additional information that may help with investment and trading decisions

Rest API : No

Format

Format: CSV format using a semi-colon delimiter files zipped as .gz (gunzip) files;

Delivery: Delivery: Web, SFTP, or Email 

Specifications: Please contact us for more details.

Sample File: Please contact us for more details.

Pricing : 

Historical Market Data Product Subscription Price List

Historical Market Data Ad Hoc Purchase Price List Order Form

Order Historical Data Products

There is no specifications file available at this time. Please contact us for more details.

There is no sample file available at this time. Please contact us for more details.

Please with your TMX Webstore account to view pricing information.