Fast and easy access to daily and intraday tick data on the Canadian equities market.
This article was last reviewed and updated on 9/12/2022
Applies to: TMX Logicly
Our Grapevine Tick tool provides you with a quick and simple way to view data on Spreads, Volumes, and Trades on Equities in the Canadian market.
Using the Tool
1. You can access the Grapevine Tick tool by clicking the icon under Market Data on the homepage, or from the dropdown list on the left side of the platform under Market Data.
2. Search for any Canadian listed ticker via the Ticker Search bar at the top of the page. You can utilize the full name of the fund or just the ticker symbol. Select your desired ticker(s) from the dropdown list and they will appear in the dotted-outline box next to the Ticker Search.
3. Select the desired data views that you would like to see below the Ticker Search by checking or unchecking the boxes next to the view names. The data outputs you will see after running the analysis are determined by your selections here.
- Daily Spreads
- Daily Volumes
- Intraday Spreads
- Intraday Volumes
- Trades by Venue
4. Adjust your desired lookback period for the tick analysis by either:
- Selecting specific dates under the Start Date and End Date boxes.
OR
- Selecting one of the preset lookback period options. (1W, 1M, 3M, 6M, 1Y)
5. Once your desired tickers, data points, and timeframe have been selected, you can begin the analysis by clicking the Apply button in the top right corner of the page.
Exploring the Data & Analytics
After running the Grapevine Tick analysis, you can find the following datasets which can be exported to PDF or Excel files.
Daily Spreads
Displayed both graphically & nominally.
Daily Volumes
Displayed both graphically & nominally.
Intraday Spreads
Calculated using the median of 1-minute spread bars for the selected tickers in your given range.
Intraday Volumes
Calculated using the median 1-minute volume bars for the selected tickers in your given range.
Trades by Venue
The sum of volume bars for all selected tickers in the given range. As well as volumes for all tickers combined.