TMX IP Consolidated Last Sale (CLS)

Webstore

Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    N/A

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

For pricing please see the detailed product page with pricing here.