Data Resources

ETF Indicative Values
ETF symbols (VOO, SPY, for example) typically are "listed" on NYSE ARCA which we include in our NYSE Equities feed and their quote data correspond...
Thu, 11 Apr, 2019 at 9:52 PM
TSX and TSXV Depth Data - Market-By-Price vs MarketBook
TSX and TSXV Market-By-Price: Provides access to all orders from each broker at a given price level are combined and shown as a single record. ...
Fri, 25 Nov, 2016 at 7:52 AM
Unusual Bid / Ask Prices in Pre-Market
Sometimes you will see unusual bid / ask prices in Pre-Market like a bid price of 0.01 and an ask price of 1999999.99. This is expected behavior as a pa...
Fri, 23 Dec, 2016 at 11:08 AM
Survivor Bias Free Historical Data and Recycled Symbols
While our database is not specifically designed to exclude survivorship bias, QuoteMedia never deletes end of day data (effective end of 2012).  To explain...
Sun, 26 Feb, 2017 at 9:08 PM
Key Ratio Calculations for Financials
These are the calculations of ratios for quarterly and annually reportus listing the input parameters, calculation, calculation condition, and exception rul...
Tue, 25 Apr, 2017 at 11:13 AM
Canadian Consolidated Quotes (CCQ) Data
General Overview of Canadian Consolidated Quote (CCQ) data:  Price data included in the Canadian Consolidated Quotes (CCQ) products: Price data from t...
Wed, 21 Aug, 2019 at 3:36 PM
Canadian Consolidated Quotes: Unusual Bid / Ask Prices
The TSX CBBO feed disseminates market data from each market place during their regular trading session. The bid/ask data that is published in the TSX CBBO f...
Mon, 8 May, 2017 at 3:00 PM
Flags
IsLotsOf (0x0001) IsAllOrNone (0x0002) IsMinimumFillVolume (0x0004) IsNonResident (0x0008) IsCashSettlement (0x0010) IsCashTodaySettlement (0x002...
Fri, 15 Mar, 2019 at 9:50 AM
OPRA Options Data Coverage and Updates to Options Chain
With respect to OPRA Options data, QuoteMedia currently has available: - Level 1 NBBO Options price and quotes (bid/ask price/size) - Level 1 Regional ...
Wed, 11 Jul, 2018 at 11:55 AM
Spot Metal Markets Data
QuoteMedia Spot Metal Markets (excode SPMTL) data is derived from continuous spot selling prices at banks in countries where spot markets exist, aka from re...
Thu, 30 Nov, 2017 at 2:06 PM