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TMX QuantumFeed Level 2 (TQL2)

Provider: TMX Group

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

Please with your TMX Webstore account to view pricing information.

Description

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 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: Multicast

DATA MODEL: Formatted using proprietary, binary fixed length XMT
(TMX Extreme Message Transfer Protocol)

RETRANSMISSION: TCP/UDP

Broadcast from Monday to Friday from 3:05 am to 8:00 pm, EST

Pricing

TSX Alpha Exchange Market Data Fees inside Canada

TSX Alpha Exchange Market Data Fees outside Canada

Market Data Distribution Rates

Subscriber Data Rates within Canada

Subscriber Data Rates outside Canada

Broadcast Television (Video) Product Fee

MX Market Data Rates

Non-Professional Data Fee Cap

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.