TMX Analytics

TMX Analytics is the source for a precise set of all Canadian and U.S. listed equity analytics. Providing information and market insight derived from TMX and other sources, TMX Analytics aids listed issuers, broker dealers, investment managers and proprietary trading firms in their investment and trading activities.

Market Structure Analytics

TMX Analytics offers a wide range of real-time and historic market analytics, including:

  • Market Dynamics
    • market liquidity and price discovery insights
  • Routing
    • analysis of routing decisions in a multiple market environment
  • Pre-trade Models
    • assess expected impact of trading due to HFT, fragmentation and market dynamics
  • Post-trade Analysis
    • trading strategy analysis and attributed implementation performance
  • Order Flow Analysis
    • trading tactics guided by types of flow in the marketplace
  • Transaction Cost Analysis
    • measure trade implementation performance

Key Benefits

  • Provides a significantly lower total cost of ownership, as compared with maintaining an in-house solution.
  • Leverage market structure expertise of TMX Analytics
  • Suite of pre-defined analytics that characterize market structure issues including routing, HFT and dark pools.
  • Focus on your business tasks rather than on maintaining database infrastructure

Asset Classes

TMX Analytics leverages multi-asset class content from all TMX business lines including:

  • Listed equities and derivatives
  • Indices
  • Fixed Income
  • Energy
  • FX

Client Access

TMX Analytics will be accessed through existing TMX and new delivery channels including:

  • TMX real time feeds (Level 1, Level 2)
  • standard file delivery
  • Web APIs
  • Visual Dashboards

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