Data Resources

Nasdaq Depth Data - Level 2 TotalView
Nasdaq Level 2 Totalview - Provides data on all orders made on Nasdaq, NYSE, ARCA & NYSE American issues tradthrough the Nasdaq exchange.  Views...
Fri, 23 Aug, 2024 at 12:40 PM
ETF Indicative Values
ETF symbols (VOO, SPY, for example) typically are "listed" on NYSE ARCA which we include in our NYSE Equities feed and their quote data correspond...
Tue, 19 Mar, 2024 at 3:00 PM
TSX and TSXV Depth Data - Market-By-Price vs MarketBook
TSX and TSXV Market-By-Price: Provides access to all orders from each broker at a given price level are combined and shown as a single record. Orde...
Fri, 26 Nov, 2021 at 2:30 PM
TMX (TSX, TSXV, Alpha) Last Sale Data
TMX Last Sale provides reliable and accurate real-time intraday trade data for all securities traded on Toronto Stock Exchange (TSX), TSX Venture Exchange (...
Fri, 25 Sep, 2020 at 4:10 PM
Unusual Bid / Ask Prices in Pre-Market
Sometimes you will see unusual bid / ask prices in Pre-Market like a bid price of 0.01 and an ask price of 1999999.99. This is expected behavior as a pa...
Fri, 23 Dec, 2016 at 11:08 AM
Survivor Bias Free Historical Data and Recycled Symbols
While our database is not specifically designed to exclude survivorship bias, QuoteMedia never deletes end of day data (effective end of 2012).  To explain...
Tue, 30 Aug, 2022 at 12:04 PM
Key Ratio Calculations for Financials
These are the calculations of ratios for quarterly and annually reportus listing the input parameters, calculation, calculation condition, and exception rul...
Tue, 25 Apr, 2017 at 11:13 AM
Canadian Consolidated Quotes (CCQ) Data
General Overview of Canadian Consolidated Quote (CCQ) data:  QuoteMedia's Canadian Consolidated Quotes (CCQ) provides consolidated price, quotes, an...
Wed, 29 May, 2024 at 1:38 PM
Canadian Consolidated Quotes: Unusual Bid / Ask Prices
The TSX CBBO feed disseminates market data from each market place during their regular trading session. The bid/ask data that is published in the TSX CBBO f...
Wed, 18 Dec, 2019 at 12:55 PM
Flags
IsLotsOf (0x0001) IsAllOrNone (0x0002) IsMinimumFillVolume (0x0004) IsNonResident (0x0008) IsCashSettlement (0x0010) IsCashTodaySettlement (0x002...
Fri, 15 Mar, 2019 at 9:50 AM