High Quality Real-Time Trading Data
The Aequitas NEO Exchange real-time market data feed consists of the full depth of book from both the Lit Book and the NEO Book™, as well as real-time publication of trade information from all trading books including the Crossing Facility. Supported by our Designated Market Maker program we can provide high quality, real-time trading market data across virtually all traded securities, including those listed on TSX and TSX Venture Exchange.
Real-Time Trading Data
The market data feed from the Lit Book consists of full market-by-order information. I.e. each individual order in the book is published on the data feed with price, volume and dealer number (or anonymous).
The market data feed from the NEO Book™ consists of full market-by-price information. I.e. each individual price level is published on the data feed with price and aggregated volume of all orders at that price. No information about the individual orders are published from this book.
All trades that occur in the Lit Book, the NEO Book™, and the Crossing Facility are published in real time on the data feed with price, volume and dealer numbers (or anonymous). The data feed can be consumed by connecting directly to the Aequitas NEO Exchange or through our network of data distributors.