Fixed Income Data

Overview Benefits Datasets Delivery Contact Us

Overview

TMX’s Fixed Income offerings provide essential data on trading, valuation, terms and conditions, and reference data for all Canadian fixed income securities and associated derivatives to support market analysis, valuation and risk assessment. We provide primary-sourced fixed income data as TMX is the exclusive distributor of The Canadian Depository for Securities (CDS) data and Montreal Exchange (MX) data.

Key Benefits

Primary Sourced Data

Source your fixed income data with confidence. Our data is sourced directly from CDS (The Canadian Depository for Securities) for cash products and Montreal Exchange for derivatives, therefore details are rigorously validated to provide more accurate and reliable data.

Granular Detail

Gain access to in-depth information, including terms and conditions, pricing, volume, and specific instrument type reporting, enabling precise analysis and evaluation of fixed income securities.

Streamlined Integration

Integrate our data feeds seamlessly into your existing workflows and systems through flexible delivery options and standardized formats.

Enhanced Transparency

Gain a clear and comprehensive view of the Canadian fixed income market with our detailed data, facilitating informed analysis and supporting sound business decisions.

Your Direct Source for Canadian Fixed Income Data

Fixed Income Terms and Conditions (FITC)

TMX FITC is the primary Canadian source for fixed income reference data. Details cover all securities eligible to be cleared in Canada, across instrument types, currencies, and feature type. Our offering combines security information available in the CDSXⓇ Security Master File Data Feed along with expanded fixed income data fields such as feature types, cash flow details, and associated issuance documentation ensuring you have full visibility into the Canadian investable fixed income universe.

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Fixed Income Trading Data (FITD)

TMX FITD offers comprehensive trading data, providing granular, per-security details for Canadian fixed income instruments across Cash, Repo, and Futures markets. Coverage includes all cleared fixed income transactions, delivering daily aggregated data and derived calculations to support in-depth investment research, risk management, market sizing, and trade execution strategies.

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Fixed Income Pricing Service (FIPS)

TMX FIPS provides coverage of all fixed income transactions settled via The Canadian Depository for Securities (CDS). Covering federal, provincial, municipal, corporate, and structured securities, our FIPS product provides end-of-day trading coverage for your evaluation and risk management requirements.

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Strip Bond Reporting

TMX Strip Bond Reporting provides full coverage and characteristic breakdown of stripped securities in Canada, including outstanding amounts, reconstitutions, and quantity changes and summary statistics.

Delivery & Format

Data is in XML format, available daily, and delivered online through SFTP or via API. A minimum of 5 years of historical data is also available.

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We offer substantial expertise to help you meet your fixed income data needs. Contact a member of our TMX Fixed Income team to see how we can help.