Data

S&P/TSX Equity Index Products


Why Use S&P/TSX Equity Index Data?
  • The official record of Canadian equity index data
  • Algorithmic trading, analytics and basket trading
  • Portfolio benchmarking
  • Support investment products
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 Index3
  • 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 Preferred Share Laddered 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 Index1
  • S&P/TSX Equity Index Sectors (10 GICS sectors)1
  • S&P/TSX Equity 60 Index1
  • S&P/TSX Equity Completion Index1
  • S&P/TSX Equity SmallCap Index1
  • S&P/TSX Capped Equity Index1
  • 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 Industrials Index
  • S&P/TSX Equal Weight Diversified Banks Index
  • S&P/TSX 60 130/30 Strategy Index
  • S&P/TSX Composite High Beta Index
  • S&P/TSX Composite Low Volatility Index
  • S&P/TSX 60 VIX
  • S&P/TSX Venture Composite Index
  • S&P/TSX Venture Index2
  • S&P/TSX Venture Index (USD)2
  • S&P/TSX Venture Select Index
1Discontinued December 21, 2012; 2Discontinued February 15, 2013; 3Discontinued March 15, 2013.
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 Equal Weight 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 60 Daily Risk Control Index File
  • S&P/TSX 60 Daily Risk Control 5% Index
  • S&P/TSX 60 Daily Risk Control 8% Index
  • S&P/TSX 60 Daily Risk Control 10% Index
  • S&P/TSX 60 Daily Risk Control 12% Index
  • S&P/TSX 60 Daily Risk Control 15% Index
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 Proforma Index Files

Released in April 2013 as an improved index rebalance notification service which provides advance notice of index rebalancings, reflecting upcoming updates of shares outstanding, investable weight factors and changes in index constituents.

S&P/TSX Index Stock Files

Seven S&P/TSX Index Stock Files provide constituent data for all of the S&P/TSX indices. Each Index Stock File 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).
  • The remaining Index Stock Files provide index constituent data for the remaining S&P/TSX indices.

Complete details of Index Stock Files 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, sample S&P/TSX 60 Daily Risk Control Index 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.
  • S&P/TSX Global Index File.
  • S&P/TSX 60 Daily Risk Control Index File
Package 2
  • Any single S&P/TSX Index Stock File
Package 3
  • Any single S&P/TSX Index Stock File
  • S&P/TSX Notices
Package 4
  • S&P/TSX Index File
  • All S&P/TSX Index Stock Files
  • S&P/TSX Global Index File
  • S&P/TSX 60 Daily Risk Control 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.