MX Futures Trades and Quotes

Webstore

Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    CSV.GZ

MX Trades and Quotes provide comprehensive intra-day options and futures trade data and best bid and offer data for the Montreal Exchange (MX). 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. Frequency: Daily - After 9:00 PM EST

MX Futures Trades and Quotes?

  • 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

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

Delivery: Web, FTP, Email; Daily

Pricing

Unless otherwise indicated, prices are for a single end user, and do not include redistribution rights. For distributor pricing, please contact Datalinx via the Contact Us form.

Get information on our other Historical Trading Data products.