Cboe One Canada
The entire Canadian equities market in one feed
The Cboe One Canada Feed is a real-time market data product that provides complete coverage of the Canadian equities market.
The Cboe One Canada Feed is the only consolidated feed that includes all Canadian-listed securities that can be licensed through a single source. The Feed combines data from all four Cboe Canada markets. The Feed also includes exclusive coverage of 260+ listed and traded securities from Cboe Canada’s NEO Exchange.
Accessing the Data
Direct Feed
Connect directly through Cboe’s primary or secondary data centers in New Jersey or Chicago.
AccessibilityCloud
Connect to one of our Cboe Global Cloud access points around the globe via AWS PrivateLink, Internet Gateway, or VPN.
Cboe Global CloudTwo Versions for Additional Depth
Two versions of the Feed are offered, allowing recipients to select their preferred level of depth. Both versions — the Cboe One Canada Summary Feed and the Cboe One Canada Premium Feed — provide aggregated quote and trade updates. The Cboe One Premium Feed also includes five levels of aggregate depth information.
Feed | Best Quote | Depth Levels | Bandwidth |
---|---|---|---|
Cboe One Canada Summary Feed (Top + Last Sale) | Yes | 0 | 50 Mb |
Cboe One Canada Premium Feed (Top + Last Sale + 5 levels aggregate depth) | Yes | 5 | 125 Mb |
Flexible Licensing Options
Cboe offers licensing options to fit the needs of our various customers. These licensing options are available on the Cboe One Canada Summary Feed.
Try It Now
Want to test the data? Download a sample of a single day of the Cboe One Canada Feed historical data.
Accessibility Details
The Cboe One Canada Feed is offered from Cboe’s primary datacenter (Equinix’s NY5) and secondary datacenter (CenturyLink’s CH4), along with Cboe’s Points-of-Presence (PoP) in Equinix’s NY4 and CH1.
Recipients will have the ability to take the Cboe One Canada Feed via either TCP/IP or Multicast, and either delivery method can be used as a standalone product. The Cboe One Canada Feed will share the same Source and Rendezvous Points as the Cboe One U.S. Feed to further simplify access. The TCP/IP feed also can be used to augment the Multicast feed for recovery and start-up purposes as both delivery methods use the same binary protocol and sequencing to allow for easy arbitration.
Additionally, the Feed can be received in multiple locations worldwide through Cboe Global Cloud with various secure connectivity options. Cboe Global Cloud is available in regions globally including the U.S., Europe, and Asia-Pacific, and with the launch of the Cboe One Canada Feed, the service is now available in Canada.
Multicast Gap Recovery
Firms that elect to receive the Cboe One Canada Feed via Multicast may optionally request a Cboe One Gap Request Proxy (GRP) session to request retransmission of a missed message(s). Gap requests will be made via TCP/IP to the GRP server, and the requested messages will be retransmitted on designated gap response Multicast Addresses. Firms receiving the Cboe One Feed via Multicast are also advised to take the same version (Summary or Premium) of the Cboe One Feed via TCP/IP for the purpose of replaying messages out of range of the GRP server or obtaining a refresh of the current state of the Cboe books intraday.
Subscribe
To subscribe to the Cboe One Canada Feed, contact Cboe Market Data Services at [email protected].
Bundled pricing options are available for subscribers of Cboe One U.S. and Canada. Ask [email protected] for details.