Real-time feeds provide data for all trading activity on the CSE: CSE listed and other listed securities.  Our market data feed services listed below deliver the data in a sequence of messages derived from order and trade activity directly from the CSE Trading System to a customer’s receiving data application.

Data Feed Services:

Level 1 Market Data Feed

The Level 1 data feed is a real-time broadcast feed service that includes all trades and bid/offer information for securities traded on the CSE.  The feed also contains bulletins, market summaries and statistics.

Level 2 Market Data Feed

The Level 2 data feed is a real-time broadcast feed service that includes committed orders and trades for securities traded on the CSE. Vendors may create a number of different market book displays using the Level 2 feed, including market-by-order, market-by-broker and market-by-price services.

  • The Level 1 and 2 data feed is available between the hours of 4:30 AM ET and 6:00 PM ET
  • The current recommended bandwidth is 3 Mb/s for Level 1 and 9 Mb/s for Level 2
  • No charge to receive data feed

For technical specifications, please email marketinfo@thecse.com or call 416-572-2000.