TMX IP Consolidated Depth of Book (CDB)

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Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    N/A

Description

The CDB is a single consolidated view of the order book from the contributing lit marketplaces. The CDB will provide, by symbol, the aggregate orders at each price for each 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

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.

Pricing

CAD$750/month (Per instance. For CBBO, CBBOP, CLS, CDB and CDBP, an instance is defined as either Service A (for TSX listed securities) or Service B (for TSX Venture, Aequitas NEO, and CSE listed securities)