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TMX Preps Pan-Canadian Datafeed

The Consolidated Data Feed is scheduled to go into live production at the end of August, and will comprise multiple multicast channels allowing users to subscribe to data from the Toronto Stock Exchange, Pure Trading, the Omega ATS and Chi-X Canada. TMX has also invited contributions to the feed from the Alpha ATS, which will go live next month.

The data will be normalized into the TSX's TL2 data format, which will be familiar to all Canadian market participants, making it easier for firms to

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