The CDF provides access to order and trade data from each contributing marketplace (trade data only for dark pools) normalized to the TSX TL2 data format. Each marketplace’s normalized feed is available as a permissionable multicast feed, allowing clients to access pre- and post-trade data from one or more (or all) Canadian marketplaces. The CDF provides the full depth of book for each lit marketplace.
BENEFITS OF THE TMX IP PRODUCTS
- Cost effective alternative to direct feeds and aggregation of Canadian exchanges and ATS’s market content for participants with regulatory best-price obligations.
- Clients can leverage existing connectivity infrastructure to TMX and existing TSX TL2 feed handler infrastructure.
- Access to familiar support infrastructure, including TMX Vendor Services.
- TMX infrastructure investment in dual data centres and data consolidation platforms.
MARKET PLACES: TSX ALPHA EXCHANGE, TSX, TSXV, NASDAQ CXC, NASDAQ CX2, OMEGA, LYNX¹, CANADIAN SECURITIES EXCHANGE, AEQUITAS NEO EXCHANGE¹, INSTINET CANADA CROSS², TRIACT MATCHNOW², LIQUIDNET².
¹ Denotes an unprotected marketplace. Note, unprotected marketplaces are excluded from the CBBOP and CDBP service, except for their own listings.
² Denotes a dark marketplace. Note, dark marketplaces are excluded from the CBBO, CBBOP, CDB and CDBP services.
CAD$200/month (Per marketplace feed at a maximum of $1000 monthly per source.)