Comprehensive Canadian Derivatives Analytics Dataset Package
Montreal Exchange (MX) Daily Stats
Contains daily statistics on Montreal Exchange (MX) data such as Roll Volume, Put Call Ratio, Implied Volatility, Delta, Gamma, Rho, Vega, Theta, Reference Price, Last Price, Last Bid, Last Ask, Open Interest, Trade Count, Trade Volume, and Trade Value.
Specifications
Delivery Format
- JSON
- Hive Tables
Delivery Channels
- API
- Cloud (TMX Investments Analytics Workbench)
- Google Workspace Marketplace (available Q1 2025)
Coverage
- 3,000+ derivative instruments
Frequency
- Daily (T+1)
History
- 5 years
Resources
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