Tick Data’s historical intraday Toronto Stock Exchange (TSX) equity data includes:

Data for all equities listed on the Toronto Stock Exchange (TSX) since Jan-1-2001
Tick-by-tick level 1 quotes (bid & ask price with size)
Tick-by-tick trades (last price with volume)
Minute trades (open, high, low, close & volume for each min interval)
Time stamped to the second (HH:MM:SS)
Trades filtered at the tick level to flag suspect ticks for you
Includes corporate actions (splits, dividends) and Ticker Mapping® (symbol changes, mergers, delistings, etc.)
Store raw ticks locally in your infrastructure OR we can host them for you in the cloud
Order data for all symbols or specific symbols & dates
Data delivered in delimited text files for easy integration (e.g. R, MATLAB®, MongoDB®, Kdb+, etc.)
Build custom time series via TickWrite® GUI or TickAPI®
Updates available to keep your data current

Source of Toronto Equities Data

We source our Toronto equity data from the Toronto Stock Exchange’s official archive. This archive includes all trading of listed equities on the Toronto Stock Exchange. Overnight, the exchange makes the data from the day that just ended available, and our server downloads and begins processing these raw files.
Choices of Granularity

We offer several choices of data granularities so that you may order the exact data you need for your research, and keep the cost of your data down. Choose from:

Tick-by-Tick Level 1 Quotes & Trades
Tick-by-Tick Trades Only
One-Minute Trades Only

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