Why Use MX Derivatives Trading Summary Information?
- For authoritative pricing data for portfolio valuation and benchmarking
- To get essential end of day trading information for portfolio systems management
- For essential derivatives instrument reference information
- To identify trading and investment opportunities
- Direct from source data is authoritative and timely
Product Description
MX Trading Summary data provides essential end-of-day trading and instrument reference data for all instruments listed on the Montreal Exchange (MX). Two derivatives trading summary products are available:
- MX Options Trading Summary
- MX Futures Trading Summary (includes Options on Futures)
Trading data includes bid/ask size, bid/ask close price, volume, number of trades, number of trades cancelled, last trade time, last price, close price, net price change, open/high/low/settlement prices, and open interest.
Instrument reference data includes derivatives symbol, underlying symbol, strike price, symbol date, expiry date, call/put code, instrument type, market segment, and strategy details (if applicable, including: number of legs, leg derivatives symbol, leg buy/sell indicator, leg ratio).
Features
- Futures include both Futures and Options on Futures
- Coverage includes Strategy derivatives
Product Sheet, Specifications and/or Sample
- MX Options Trading Summary: You can access the product sheet and specifications, or view a partial sample file.
- MX Futures Trading Summary: 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.
