TSX Venture Exchange Level 2 (CL2)

Unknown

Provider: TMX Group

  • Frequency:
    Daily
  • Format:
    N/A

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

Broadcast Television (Video) Product Fee

MX Market Data Rates

Non-Professional Data Fee Cap