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
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).
- 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.
CSV format with semi-colon as a delimiter; files zipped as gz (gunzip) files.
Daily by ftp pick-up, web or email
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.