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Toronto Stock Exchange Level 2 (TL2)

Provider: TMX Group

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    Yes
  • Format:
    N/A
Please sign-in with your TMX Webstore account to view pricing information.

Description

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

Delivery Format

PROTOCOL IP: Multicast

DATA MODEL: Level 2 business content messages are formatted using the STAMP™ (the Securities Trading Access Message Protocol) syntax.

RETRANSMISSION: TCP/UDP

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 sign-in with your TMX Webstore account to view pricing information.