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MX Daily OBF Futures Trades and Quotes Full Depth of Book

Webstore

Provider: TMX Webstore S3 Delivery

  • Frequency:
    Monthly
  • Format:
    ZIP

Please with your TMX Datalinx 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.

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

Delivery: Webstore SFTP

Specifications: Please contact us for more details.

Sample File: Please contact us for more details.

Pricing

For pricing, please Contact Us HERE.

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