CanDeal’s market data is sourced directly from our dealer network, including all of Canada’s primary dealers. Our market data has become the benchmark for institutional investors from around the globe, who leverage this information to make their trading decisions on a daily basis.
In addition to our composite pricing screens, CanDeal offers the following market data options to help provide insight into the Canadian market. Market data options include:
- CanDeal Spreadsheet Add-in: a spreadsheet plug-in that delivers real-time prices directly to your desktop.
- CanDeal Pricing Feed: route data to internal systems using a real-time proprietary data feed.
- CanDeal Daily Pricing File: a snapshot view of daily CanDeal prices.
- CanDeal Trading File: a file containing details on your firm’s executed trades of the day.
- CanDeal Compliance File (buy-side only): a detailed list of every RFQ submitted by your firm.
- CanDeal Historical Data: customized historical data sets - more than 10 years of historical data is available.
CanDeal’s market data can be purchased directly from us, or through our vendor partners as follows:
- ACTIV Financial
- ICE (Interactive Data)
- Thomson Reuters
CanPX - Canadian Debt Market Transparency Provider
The CanPX service combines digital-based feeds from participating inter-dealer brokers to provide a composite display of real-time bid and offer quotations, in price and yield terms, and of trade price/yield and volume information with respect to the bond and treasury bill issues identified on the site.
The current release CanPX service covers the Government of Canada Bonds, Government of Canada TBills and Provincial Bonds traded in the inter-dealer broker market.