Access granular Canadian equity data from all twelve exchanges and alternative trading systems. The Alpha Book™ provides a one-stop consolidated portal for full level 2 data, including every single limit order flowing through each trading venue in our SnapTime formats, as well as packaged level 1 data which includes all trades and best quotes.
The ideal portal for exchanges, regulators, asset managers, trade surveillance teams, risk departments, institutional traders, and retail traders, the Alpha Book™ provides end of day data for all participants to properly gain insight from the markets. High-value metrics are provided out-of-the-box to users for convenience. Alternatively, users can programmatically extract data and calculate proprietary insights securely within their systems.
Query response times are optimal, leveraging low-level code and state-of-the-art data engineering expertise for fast data returns. Data can be delivered programmatically via intuitive APIs or by point-and-click from the portal.
The Alpha Book™ provides a simple and affordable user license model for you to begin your data journey.
FROM THE NEWSROOM
Research Spotlight | The Flash Crash: High-Frequency Trading in an Electronic Market
Research from Kirilenko et al. in the Journal of Finance in 2017 has indicated that while high-frequency trading shops (HFTs) did not initiate the well-known U.S. May 6, 2010 flash crash, the sell-off event was [...]
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