MX Derivatives Trades and Quotes

Why Use Derivatives Trades and Quotes Information?

  • To help identify trading and investment opportunities
  • To help develop algorithmic trading strategies
  • For additional information that may help with investment decisions
  • Direct from source data is authoritative and timely

Product Description

MX Trades and Quotes provide comprehensive intra-day options and futures trade data and best bid and offer data for the Montreal Exchange (MX). Two derivatives trades and quotes products are available:

  • MX Options Trades and Quotes
  • MX Futures Trades and Quotes (includes Options on Futures)

Trade data includes derivatives symbol, underlying symbol, time, sequence number, price, volume, trade marker, strategy flag, strategy match number.

Quote data includes derivatives symbol, underlying symbol, time, sequence number, strategy flag, number of orders at best buy limit, number of orders at best sell limit, bid/ask size, bid/ask price.

Features

  • Futures include both Futures and Options on Futures
  • Trades & Quotes timestamp granularity in milliseconds
  • Coverage includes Strategy derivatives
  • History available back to 2008

Product Sheet, Specifications and/or Sample

Format

CSV format with semi-colon as a delimiter; files zipped as gz (gunzip) files.

Delivery

Daily by ftp pick-up, web or email

Pricing

MX Options Trades & Quotes, daily$CDN
Monthly subscription 550
Ad hoc purchase daily file 65
One-time purchase / 1 month history 275
One-time purchase / 1 year history 3,300
One-time purchase / 2 years history 5,775
One-time purchase / 3 years history 8,250
One-time purchase / each additional year 1,650
MX Futures Trades & Quotes, daily$CDN
Monthly subscription 550
Ad hoc purchase daily file 65
One-time purchase / 1 month history 275
One-time purchase / 1 year history 3,300
One-time purchase / 2 years history 5,775
One-time purchase / 3 years history 8,250
One-time purchase / each additional year 1,650

Unless otherwise indicated, prices are for a single end user, and do not include redistribution rights.

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