MX Derivatives Trading Summary

Why Use MX Derivatives Trading Summary Information?

  • For authoritative pricing data for portfolio valuation and benchmarking
  • To get essential end of day trading information for portfolio systems management
  • For essential derivatives instrument reference information
  • To identify trading and investment opportunities
  • Direct from source data is authoritative and timely

Product Description

MX Trading Summary data provides essential end-of-day trading and instrument reference data for all instruments listed on the Montreal Exchange (MX). Two derivatives trading summary products are available:

  • MX Options Trading Summary
  • MX Futures Trading Summary (includes Options on Futures)

Trading data includes bid/ask size, bid/ask close price, volume, number of trades, number of trades cancelled, last trade time, last price, close price, net price change, open/high/low/settlement prices, and open interest.

Instrument reference data includes derivatives symbol, underlying symbol, strike price, symbol date, expiry date, call/put code, instrument type, market segment, and strategy details (if applicable, including: number of legs, leg derivatives symbol, leg buy/sell indicator, leg ratio).

Features

  • Futures include both Futures and Options on Futures
  • Coverage includes Strategy derivatives

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 Trading Summary, daily$CDN
Monthly subscription 275
Ad hoc purchase daily file 35
One-time purchase / 1 month history 140
One-time purchase / 1 year history 1,650
One-time purchase / 2 years history 2,900
One-time purchase / 3 years history 4,125
One-time purchase / each additional year 825
MX Futures Trading Summary, daily$CDN
Monthly subscription 275
Ad hoc purchase daily file 35
One-time purchase / 1 month history 140
One-time purchase / 1 year history 1,650
One-time purchase / 2 years history 2,900
One-time purchase / 3 years history 4,125
One-time purchase / each additional year 825

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

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