TL2 is a real-time data transmission service that provides all committed orders and trades for each Toronto Stock Exchange (TSX) listed security. From TL2, distributors can obtain Market Book® with access to TSX and TSXV Market-by-Price®, and Market-by-Order®. Market Book is an end-user service providing TSX and TSXV order books. It is a valuable tool for active traders and investors who need a clear picture of the current market.
The feed includes: All committed orders and trades including Calculated Opening Price and Market on Close Imbalance, Symbols Status, Stock Status, and Broadcast messages.
Market-by-Price® shows committed and tradeable volume at each bid and ask level
Market-by-Order® compliments the Market-by-Price offering a more in-depth look at the order book, it provides details of the member, the size of the order and price
MarketDepth-by-Broker® can also be accessed from Market-by-Order
PROTOCOL IP: Multicast
DATA MODEL: Level 2 business content messages are formatted using the STAMP™ (the Securities Trading Access Message Protocol) syntax.