TMX QuantumFeed Level 1 (TQL1)

Unknown

Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    N/A

TMX QuantumFeed® Level 1(TQL1) is a real-time data feed comprised of: Equity Quotes, Equity Trades, Market on Close Imbalance Notifications, Equity Trade Cancellations, Symbol & Stock Status messages from the Toronto Stock Exchange

Description

TMX QuantumFeed® (QF) L1 is a real-time data transmission service that provides all Toronto Stock Exchange data in a low and predictable latency data format. Delivered in the new TMX Extreme Message Transfer Protocol (XMT), which is in line with global standards of binary, fixed record length message formats.The TMX QuantumFeed Level 1 (TQL1) includes: Equity Quotes, Equity Trades, Market on Close Imbalance Notifications, Equity Trade Cancellations, Symbol & Stock Status messages. The feed Improves data feed reliability and resiliency, reduces network communications bandwidth required to deliver the increased data message traffic, reduces data delivery latency (average, low, high, deviation) providing predictable latency to client trading applications.

Delivery Format

PROTOCOL IP: MulticastDATA MODEL: Formatted using proprietary, binary fixed length XMT(TMX Extreme Message Transfer Protocol)RETRANSMISSION: TCP/IPBroadcast from Monday to Friday from 3:05 am to 8:00 pm, EST

Pricing

Pricing is available on this link.