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TMX IP Consolidated Last Sale (CLS)

Provider: TMX Group

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    Yes
  • Format:
    N/A

Please with your TMX Webstore account to view pricing information.

Description

The CLS is a real-time trade feed which disseminates trade reports from all contributing marketplaces including the dark pools. Each CLS trade message will include the following fields: attributed marketplace, timestamp from the source, volume, price, symbol and special terms and regulatory markers.

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.

Pricing

CAD$500/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)

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.