TMX QuantumFeed Level 2 (TQL2)


Provider: TMX Group

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TMX QuantumFeed® (QF) L2 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 2 (TQL2) includes: All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messagesThe 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/UDPBroadcast from Monday to Friday from 3:05 am to 8:00 pm, EST


Pricing is available on this link.