TMX QuantumFeed® (QF) L1 is a real-time data transmission service that provides all Toronto Stock Exchange data.
The TMX QuantumFeed Level 1 (TQL1) includes: Equity Quotes & Trades, Equity Trade Cancellations & Symbol and Stock Status messages.
CL1 is a real-time data transmission service that provides the last sale, quote, dividends for junior equities from the TSX Venture Exchange and NEX.
The feed includes: Quotes, Trades, Trade Cancellations, Symbol & Stock Status message.
Intrinio makes securing the best financial data easier and more affordable than ever. Take your pick from hundreds of high-quality international and domestic feeds, many of which can be redistributed without penalty or additional fees. Let us clean up the messy parts of data collection and standardization so you can spend more time working on what matters.
As an example of the data you receive in this feed, go to our python SDK here: https://github.com/intrinio/intrinio-realtime-python-sdk. Scroll down under "Quote Data Format", and take a look at the "Quote Message" and "Trade Message" listed under there. It includes field descriptions as well.
Ticker limit refers to the number of securities, or tickers, you can stream at one time through the websocket. The basic plan listed on our product page allows you to stream a max of 50 securities at once, with the ability to switch the securities you're streaming an unlimited number of times per day.
Connection limit refers to the actual number of websocket connections you can have open at one time. You are allowed 1 connection to the websocket, with the ability to stream a certain number of securities through that 1 connection depending on your plan.
The non-pro and pro classifications are determined by TMX, and impact the exchange fee TMX charges for you to view and access the data. To view what TMX classifies as a non-pro, click "limit" under either plan listed on the product page.
If you need to stream more than 50 securities at one time, you would need to subscribe to one of the add-on plans, found here: https://intrinio.com/data/quodd-add-ons. You would first subscribe to the basic plan to start your access, then once approved, subscribe to the add-on plan you need.
It usually takes 24 hours to review your agreement. Once approved, you will receive an email from Intrinio stating that your access is live.