TSX market by price
The Market By Price (MBP) service presents the entire TSX order book in real time,
aggregating the order book at each price level with volume and number of orders provided at each bid and ask price level.
TCP and RTD interfaces are provided.
The TCP interface provides a low latency, low bandwidth connection to the MBP service.
A reference Java GUI client is provided (source code included) that displays
the MBP book in real time for any TSX/CVE symbol using the TCP interface.
MBP Reference Java Client
A Windows DLL is provided for the Excel RTD interface, allowing volume,
number of orders and price at each bid and ask price level,
to be accessed in an Excel spreadsheet.
An additional pair of MBP PMs provide redundant access to the MBP service
and are designed to handle a single failure and still deliver uninterupted
MBP data to the client applications.
Additional MBP PMs can be added to support more connections.