General Overview of Canadian Consolidated Quote (CCQ) data: 


QuoteMedia's Canadian Consolidated Quotes (CCQ) provides consolidated price, quotes, and volume for TSX, TSXV, CSE, and CBOE Canada listed securities and aggregates data from all contributing marketplaces to capture all of the available trade activity including: TSX, TSXV, NEO-L, NEO-N, NEO-D, CSE2, Alpha, Omega, Nasdaq CXC, Nasdaq CX2, Nasdaq CXD, MatchNow, Liquidnet, Instinet and Lynx.


Price data included in the Canadian Consolidated Quotes (CCQ) products:

  • Price data from the root exchange.
  • Last price from the most recent trade on across all Canadian markets.
  • Best Bid and Ask price data across all Canadian markets.
  • Closing price as the last valid trade across all Canadian markets.
  • Consolidated volume from trades across all Canadian markets.


The following information lists the active marketplaces for each exchange listed security:


CCQ for TSX Listed Securities

  • Includes price data for equities listed on the TSX exchange, which may be traded on any of the following Canadian markets: TSX, NEO-L, NEO-N, NEO-D, CSE2 , Alpha, Alpha-X, Alpha-DRK, Omega, Nasdaq CXC, Nasdaq CX2, Nasdaq CXD, MatchNow, Liquidnet, Instinet and Lynx.


CCQ for TSXV Listed Securities

  • Includes price data for equities listed on the TSXV exchange, which may also be traded on any of the following Canadian markets: TSXV, NEO-L, NEO-N, NEO-D, CSE2, Alpha, Alpha-X, Alpha-DRK, Omega, Nasdaq CXC, Nasdaq CX2, Nasdaq CXD, MatchNow, Liquidnet, Instinet and Lynx.


CCQ for TSX and TSXV Securities

  • Includes price data for equities listed on the TSX and the TSXV exchanges, which may also be traded on any of the following Canadian markets: TSX, TSXV, NEO-L, NEO-N, NEO-D, CSE2, Alpha, Alpha-X, Alpha-DRK, Omega, Nasdaq CXC, Nasdaq CX2, Nasdaq CXD, MatchNow, Liquidnet, Instinet and Lynx.


CCQ for CSE Listed Securities

  • Includes price data for equities listed on the CSE exchange, which may also be traded on any of the following Canadian markets: CSE, CSE2, NEO-L, NEO-N, NEO-D, Omega, Nasdaq CXC, Nasdaq CX2, Nasdaq CXD, TriAct, and Instinet.


CCQ for CBOE Canada Listed Securities

  • Includes price data for equities listed on the Cboe Canada exchange, which may also be traded on any of the following Canadian markets: NEO-L, NEO-N, NEO-D, MatchNow, Nasdaq CXC, Nasdaq CX2


 Symbology

  • Our Canadian Consolidated Quotes symbology requires that we add the :CC suffix rather than :CA to the end of any symbols in order to display the consolidated price values. As examples - RY:CC, TD:CC, HALO:CC, TGIF:CC.
  • Data directly from a single marketplace requires that market's symbol suffix.  As examples - TSX = :CA, TSXV = :CA,  Alpha = :APH, Alpha-X = :ALX, Alpha-DRK = :ALX, Pure = :PUR, Omega = :OMG, Nasdaq CXC (Chi-X) = :CHI, Nasdaq CX2 = :CX2, Nasdaq CXD = :CXD,  MatchNow  = :TCM, Liquidnet = :LQN, Instinet = :ICX , NEO-L = :AQL, NEO-N = :AQN, NEO-D = :AQD, CSE = :CNX, Lynx = :LYX.
  •  For QMCI symbology, we have implemented a "locale" equals Canadian Consolidated so that our symbol of RY:CC will be converted to RY (referred to as CCQ symbology for QMod and QS)


Level 2 Data

  • There is no consolidated market book price per se, however, clients entitled to Level 2 market data for the Canadian market places will receive a composite display of market book data in our Level 2 applications when using symbol suffix :CC.  CCQ Level 2 data requires that CCQ level 1 data is also entitled.
  • Client may also display market book data for a specified exchange by using that market's symbol suffix:
  • Level 2 data is available for the following Canadian markets: TSX, TSXV, CSE, Cboe Canada, Pure, Omega, Alpha, Alpha-X, Alpha-DRK, Nasdaq CXC, Nasdaq CX2 and Lynx.



Additional Notes

  • "Dark Pools" data from TriAct and Liquidnet is "dark" because it provides only last price and volume data. Instinet Canada "dark pool" data only quotes the VWAP, so Last Price is not provided but quote (bid/ask) data is received along with volume.
  • The best Ask is the lowest Ask price at the same time and the best Bid is the highest Bid price at any given time.
  • The CCQ closing price is the last valid trade on any Canadian marketplace participating in the CCQ. Therefore, it should be understood that the consolidated close will often not match the TSX close by definition. The consolidated close will be the last trade on any marketplace, whereas the :CA closing price is the last trade on the TSX/TSXV.
  • Historical consolidated price data will become effective from the project inception date for this dataproduct (summer 2011). Backfilled historical data will not be consolidated.
  • All “other” data such as News, Fundamentals, Financials, Dividends etc…are attached to the ATS symbols as this data is being mapped from the “parent” symbol. 
  • Charts and historical data exist for only the period of time that Quotemedia has been receiving data for the ATS marketplaces. All “other” data such as News, Fundamentals, Financials, etc…are attached to the ATS symbols as this data is being mapped from the “parent” symbol.