About

This site is designed to provide unique market data peak information to IT professionals in the hope that it will enable them to solve - with even greater insight - their organizations' throughput and capacity planning issues.

The message data rates presented on this site are processed and updated through Exegy Ticker Plant appliances residing in colocation facilities in Canada. Data rates are measured at these separate facilities and aggregated to represent the busiest single minute during the Canadian trading day. Messages carry trade, quote and order book information as well as routine maintenance messages published by the trading venues.

The rates shown are updated every minute and show the actual one-second peak within that minute.

If using this data in a published report, please cite Exegy, the TMX Group, and the Financial Information Forum as the source.

Data is believed reliable but not guaranteed. This service is provided on a best effort basis; the companies providing this service do not guarantee availability or accuracy of the information at all times.

The data rates are aggregated from the following feeds:


Feed    Exchange / Source
Aequitas NEO NITCH Lit Bookaeqnitch
Aequitas NEO NITCH Test Environmentaeqnitch
TMX QRTMD L1 Alphacanl1
TMX Alpha Level 2 (AL2)canl2
TSX Alpha Quantum L1 Feedqmf
TSX Alpha Quantum L2 Feedqmf
CDF Aequitas Lit and Neo Level 2cdf
TMX CDF Alphacdf
TMX CDF Best Bid and Offer Service Acdf
TMX CDF Best Bid and Offer Service Bcdf
TMX CDF Consolidated Depth of Bookcdf
TMX CDF Chi-Xcdf
TMX CDF Consolidated Last Sale Service Acdf
TMX CDF Consolidated Last Sale Service Bcdf
TMX CDF CX2cdf
TMX CDF Instinet Canada Crosscdf
TMX CDF LiquidNetcdf
TMX CDF Lynxcdf
TMX CDF Omegacdf
TMX CDF Purecdf
TMX CDF TriAct MatchNowcdf
TMX CDF TSXcdf
TMX CDF Venturecdf
Chi-X Canada ATS CX2 Multicastchixmc
Chi-X Canada ATS CHIXMD Multicastchixmc
TSX Venture Exchange Level 1 (CL1)canl1
TSX Venture Exchange Level 2 (CL2)canl2
Internal Exegy Feednone
Omega ATS ITCHomega32
Pure Trading Level 1 (PL1)canpl1
CNSX - Pure Trading Level 2 (PL2)canl2
Toronto Exchange Level 1 (TL1)canl1
Toronto Exchange Level 2 (TL2)canl2
TSX Quantum L1 Feedqmf
TSX Quantum L2 Feedqmf
TSX Quantum Venture L1 Feedqmf
TSX Quantum Venture L2 Feedqmf