Time and sales
Published: Oct 17, 2022
Updated: Oct 20, 2022
Learn about how to use time and sales data, available with full level-1 streaming data, to track market activity in real-time.
Time and sales is a level-1 real-time market data feature that provides a view of recent trades for securities listed in Canadian and U.S stock markets. Each row in the time and sales window represents a buy or a sell transaction that is taking place in the market.
With time and sales, you will get insights on what's happening in the market for different securities.
Column | Description |
|---|---|
Time | Time of each transaction that took place |
Price | Price of the transaction |
Sz | Total amount of shares/contracts in the transaction. |
Exch | Name of the exchange used for the transaction. |
Condition | Differences between the current bid or ask price and the actual buy or sell price. Below bid – the security was bought or sold below the current bid price At bid – the security was bought or sold at the current bid price Between b/a – the security is bought or sold between the bid and the ask price At ask – the security is bought or sold at the ask price Above ask – the security is bought or sold higher than the ask price Unknown – a transaction took place with unknown information Locked - the bid and the ask price are identical resulting in a no bid-ask spread Crossed – the bid was higher than the best ask price |
Time and Sales streaming data are available in the free package for TSX and TSXV listings, but will not be available in CBOE One Summary real-time streaming data. To receive access to time and sales streaming data on these listings, you'll need to subscribe to any streaming data package. To learn more about our data packages and add-ons, click here.
