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
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.
|S&P/TSX Index File||
|1Discontinued December 21, 2012; 2Discontinued February 15, 2013; 3Discontinued March 15, 2013.|
|S&P/TSX Global Index File||
|S&P/TSX 60 Daily Risk Control Index File||
S&P/TSX Index Notices
Receive critical and timely information on our indices with S&P/TSX Index Notices.
|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||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|
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.
- 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).
Clients can select one of the S&P/TSX equity index product packages described below to get the data that best fits their needs.
Call: (416) 947-4778, toll free at (888) 873-8392 ext 4778