Description
CL2 is a real-time data transmission service that provides all committed orders and trades for each TSX Venture Exchange (TSXV) listed security. From CL2, 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 messagesMarket-by-Price® shows committed and tradeable volume at each bid and ask levelMarket-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 priceMarketDepth-by-Broker® can also be accessed from Market-by-Order
Delivery Format
PROTOCOL IP: MulticastDATA MODEL: Level 2 business content messages are formatted using the STAMP™ (the Securities Trading Access Message Protocol) syntax.RETRANSMISSION: TCP/IP
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