S&P/TSX Equity Index Products


Why Use S&P/TSX Equity Index Data?
  • End-of-day index files are the official record of Canadian equity index data
  • To support investment products such as index mutual funds, exchange traded funds, index portfolios and index futures and options
  • For a view of investor sentiment
  • For portfolio benchmarking
  • Incorporate in algorithmic trading, analytics and basket trading
Product Description

TMX Datalinx is pleased to offer a comprehensive suite of S&P/TSX Index product packages which provide investable indices for the Canadian equity markets and international global mining markets.

Index data provided includes comprehensive index level files, index constituent data files and index notices (upcoming changes). Clients may choose from three product packages offered.

S&P/TSX Index Data Files

Includes stock price index value, total return index value, index volume and value, base value, adjusted market capitalization, earnings adjusted to index, dividends adjusted to index, P/E and dividend yield.

 
File Contents
S&P/TSX Index File
  • S&P/TSX Composite Index
  • S&P/TSX Composite Index Sectors (all GICS® sectors)
  • S&P/TSX 60 Index
  • S&P/TSX 60 Index NTR
  • S&P/TSX MegaCap Index
  • S&P/TSX Completion Index
  • S&P/TSX SmallCap Index
  • S&P/TSX Canadian Dividend Aristocrats Index
  • S&P/TSX Composite Dividend Index
  • S&P/TSX Preferred Share Index
  • S&P/TSX Capped Composite Index
  • S&P/TSX 60 Capped Index
  • S&P/TSX Capped Sector Indices (12 indices)
  • S&P/TSX Income Trust Index
  • S&P/TSX Equity Income Index
  • S&P/TSX Clean Technology Index
  • S&P/TSX Capped REIT Index
  • S&P/TSX Equity Index
  • S&P/TSX Equity Index Sectors (10 GICS® sectors)
  • S&P/TSX Equity 60 Index
  • S&P/TSX Equity Completion Index
  • S&P/TSX Equity SmallCap Index
  • S&P/TSX Capped Equity Index
  • S&P/TSX 60 Shariah Index
  • S&P/TSX Composite Equal Weight Index
  • S&P/TSX 60 Equal Weight Index
  • S&P/TSX Equal Weight Oil & Gas Index
  • S&P/TSX Equal Weight Diversified Banks Index
  • S&P/TSX 60 130/30 Strategy Index
  • S&P/TSX 60 VIX
  • S&P/TSX Venture Composite index
  • S&P/TSX Venture 30 Index
  • S&P/TSX Venture 30 Index (USD)
  • S&P/TSX Venture Select Index
S&P/TSX Global Index File
  • S&P/TSX Global Base Metals Index
  • S&P/TSX Global Base Metals Index (USD)
  • S&P/TSX Equal Weight Global Base Metals Index
  • S&P/TSX Equal Weight Global Base Metals CAD Hedged Index
  • S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD)
  • S&P/TSX North American Preferred Stock Index (Net Total Return) (USD)
  • S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged)
  • S&P/TSX Global Gold Index
  • S&P/TSX Global Gold Index (USD)
  • S&P/TSX Global Mining Index
  • S&P/TSX Global Mining Index (USD)
  • S&P/TSX North American Preferred Stock Index (Price Return) (CAD)
  • S&P/TSX North American Preferred Stock Index (Price Return) (USD)
  • S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged)
S&P/TSX Index Notices

Receive critical and timely information on our indices with S&P/TSX Index Notices.

 
Notice Type Frequency Format Description
Index email Notice End-of-day* MS Word Advance notice of index changes, via email
Index email Notice End-of-day* HTML 12 month history of above Index Notices on TSXdatalinx.com
Index Report Monthly PDF Index statistics, including index changes, via email
Quarterly Changes Quarterly MS Word Summary of index changes, via email
Quarterly Constituents Update Quarterly MS Excel Summary of index constituent changes, via email
* issued only if index changes announced
S&P/TSX Index Stock Files

Eight S&P/TSX Index Stock Files (1 - 8) provide constituent data for all of the S&P/TSX indices. Each Index Stock File (1 - 8) provides constituent data for a specific group of indices, including stock symbol, open, high, low, close, volume, value, float or adjusted shares, quoted market value, price/earnings ratio, dividend yield and relative weights.

For example:
  • Index Stock File 1 provides index constituents for the S&P/TSX Composite Index and S&P/TSX Composite Index Sectors (all GICS® sectors).
  • Index Stock Files 2 through 8 provide index constituent data for the remaining S&P/TSX indices.

Complete details of Index Stock Files (1-8) are provided in the index file specifications.

Delivery
  • S&P/TSX Index Data Files: Daily/monthly by FTP, email and end of day data feed
  • S&P/TSX Index Stock Files: Daily (pre-market open & end-of-day)/monthly by FTP, email and end of day feed
  • S&P/TSX Index Notices: Daily/monthly/quarterly by email
Product Sheet, Specifications and/or Sample

You can access the product sheet and specifications in PDF format or view a sample S&P/TSX Index Data File, S&P/TSX Index Stock File or sample S&P/TSX Index Notices (Index Notice sample 1, Index Notice sample 2, Quarterly Update (MS Excel), Quarterly Update (MS Word) and Index Report).

Product Packages

Clients can select one of the S&P/TSX equity index product packages described below to get the data that best fits their needs.

 
Package 1
  • S&P/TSX Index File. Displays index data for S&P/TSX indices.
  • S&P/TSX Global Index File. Displays index data for S&P/TSX global indices.
Package 2
  • Any single Index Stock File (1 - 8)
Package 3
  • Any single Index Stock File (1 - 8)
  • S&P/TSX Notices
Package 4
  • S&P/TSX Index File
  • All eight S&P/TSX Index Stock Files
  • S&P/TSX Global Index File
  • S&P/TSX Index Notices
To Order

Call: (416) 947-4778, toll free at (888) 873-8392 ext 4778
Email: indexservices@tmx.com.