The recent increase of trading volumes highlights the growing importance of the closing price as a benchmark. With this shift in mind, the newly updated TSX Market-On-Close Imbalance (MOCI) provides an opportunity for investors seeking to source liquidity and trade at the closing price, increasing accuracy in setting the closing price, and reducing volatility at market close. Contact us to learn more or to receive trial access.
Specifications
Delivery Format
- JSON
- Hive Tables
Delivery Channels
- API
- Cloud (TMX Investments Analytics Workbench)
- Google Workspace Marketplace (available Q1 2025)
Coverage
- All TSX listed stocks
Frequency
- Daily (T+1)
History
- 5 years
Use Cases
Historical MOCI data will help portfolio managers and quantitative strategists discover the trends and patterns in MOCI information with different time intervals. In addition, MOCI will enable clients to develop new analytics, and design and backtest quantitative strategies.
TMX is the definitive source for equities closing prices in Canada. End-of-day valuations determined via the TSX MOC serve the industry in many important ways, including:
- Net Asset Value (NAV) calculations for the fund management industry
- Portfolio and index balancing valuations
- Benchmarks for index related securities, swaps and options trades
- Daily reference prices for retail investors, advisors, and media outlets
Resources
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We offer substantial expertise to help you meet your Analytics data needs. Contact a member of our TMX Analytics team to see how we can help.