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MX Order Book Feed (OBF)

Provider: TMX Group

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    No
  • Format:
    CSV, JSON, XML
Montreal Exchange (MX) real-time, multicast Order Book Feed (OBF)

Please with your TMX Webstore account to view pricing information.

Description

The Montreal Exchange (MX) real-time, multicast Order Book Feed (OBF) contains the required data to build and maintain a complete order and trade book for all of the Exchange’s products. Providing a clear view of the current market, OBF is a valuable, scalable tool for traders, investors and redistributors.

OBF direct data-feed protocol makes it possible for subscribers to track the status of an order from the time it is first entered until the time it is executed or canceled. This protocol allows subscribers to build an image of the full order book or of the Market-by-Price® level.

MX, Canada's derivatives exchange offers a wide array of products, including:

Interest rates – Futures and Options

  • Three-Month Canadian Bankers’ Acceptance Futures (BAX)® / Options (OBX)®
  • Two-Year Government of Canada Bond Futures (CGZ®)
  • Five-Year Government of Canada Bond Futures (CGF®)
  • Ten-Year Government of Canada Bond: Futures (CGB®) / Options (OGB®)
  • 30-Year Government of Canada Bond Futures (LGB®)

Indices – Futures and Options

  • S&P/TSX 60 Index Options (SXO®)
  • S&P/TSX 60 Index Futures (SXF®)
  • S&P/TSX Composite Index Mini Futures (SCF®)
  • S&P/TSX 60 Index Mini Futures (SXM®)
  • Sector Index Futures (SXA®, SXB®, SXH®, SXY®)
  • Sector Index Options (SXJ, SXV)®

Currency – Options

  • Options on the U.S. Dollar (USX®)

Equity – Futures and Options

  • Equity Options
  • Options on ETFs
  • Weekly Options
  • Share Futures

Delivery Format

Montreal Exchange’s OBF is available from existing Points of Presence (POP) - Markham (MCC) and Toronto (TCF).  Additionally, TMX Datalinx market data products can be received via a variety of distributors anywhere in the world. To ensure resiliency, two instances of the UDP feeds are available. For a list of real-time market data distributors, visit tmx.com/datadistributors.

PROTOCOL IP: Multicast, Binary

RETRANSMISSION: TCP/UDP

Pricing

There is no specifications file available at this time. Please contact us for more details.

There is no sample file available at this time. Please contact us for more details.

Please with your TMX Webstore account to view pricing information.