The Bourse de Montréal has introduced a new real-time order feed to give clients more detail on all derivatives products traded on the exchange. The real-time binary MX Order Book Feed includes enriched data and new functionality that provides improved transparency to the Canadian options and futures markets.
In addition to organization by market order and a full-depth order book, the feed includes timestamp granularity to the millisecond, a tick table message with product increment details for every instrument and inclusion of the original trade identification in the trade cancel message, which makes it easier to trace the initial trade.
