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 feed are *not* necessarily representative of the the consolidated best bid/offer outside of regular market hours.


Expected behavior for CBBO is as follows (all times are Eastern Time):

 06:10  TSX/ALP/CSE OrderBook messages - should show a best bid and offer

 06:30 (approx.) all sources are disabled - all prices revert to 0.000 x 0.000

 Market open: as source is enabled (and as/when pre-market orders come through from the venue - best bid and offer prices are reflected in CBBO)

 4:00 pm TSX Sources are once again disabled causing prices to revert back to 0.000 x 0.000