Why Use Derivatives Trades and Quotes Information?
- To help identify trading and investment opportunities
- To help develop algorithmic trading strategies
- For additional information that may help with investment decisions
- Direct from source data is authoritative and timely
Product Description
MX Trades and Quotes provide comprehensive intra-day options and futures trade data and best bid and offer data for the Montreal Exchange (MX). Two derivatives trades and quotes products are available:
- MX Options Trades and Quotes
- MX Futures Trades and Quotes (includes Options on Futures)
Trade data includes derivatives symbol, underlying symbol, time, sequence number, price, volume, trade marker, strategy flag, strategy match number.
Quote data includes derivatives symbol, underlying symbol, time, sequence number, strategy flag, number of orders at best buy limit, number of orders at best sell limit, bid/ask size, bid/ask price.
Features
- Futures include both Futures and Options on Futures
- Trades & Quotes timestamp granularity in milliseconds
- Coverage includes Strategy derivatives
- History available back to 2008
Product Sheet, Specifications and/or Sample
- MX Options Trades & Quotes: You can access the product sheet and specifications, or view a partial sample file.
- MX Futures Trades & Quotes: You can access the product sheet and specifications, or view a partial sample file.
Format
CSV format with semi-colon as a delimiter; files zipped as gz (gunzip) files.
Delivery
Daily by ftp pick-up, web or email
Pricing
Historical Market Data Product Subscription Price List
Historical Market Data Ad Hoc Purchase Price List Order Form
Order Historical Data Products
Unless otherwise indicated, prices are for a single end user, and do not include redistribution rights.
