S&P/TSX Indices Tick by Tick is an end of day file providing all S&P/TSX index updates that were disseminated throughout the day on the TMX real-time feeds within 15 second intervals. Data includes timestamps, daily open/close index levels, intraday high/low/last index levels, intraday bid/ask index levels, net changes, and index volumes.
Files are delivered in a tab delimited text format, allowing for easy integration into analytical software.
Features
- Covers all real-time S&P/TSX indices
- Directly sourced from TMX real-time data feeds
- One comprehensive daily file covering both Toronto Stock Exchange and TSX Venture Exchange
- Tab delimited text format is easily integrated into systems
Format & Delivery
- Tab delimited text files (.txt) format
- Delivered daily by FTP pick-up or Email (with link to file)
Unless otherwise indicated, prices are for a single end user, and do not include redistribution rights. Please contact datasales@tmx.com for more information.
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