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Notice of interest to Canadian subscribers.
Equity/Index options that trade on Montreal Exchange are now
available in real time from some US data feeds. I have them running
from MyTrack so I assume they should also be available from eSignal.
The symbol format follows the same rules as US options with the
addition of the exchange code. All base symbols are available from
Montreal Exchange's website here:
http://www.m-x.ca/cotes_liste_en.php
Here are the symbols for MyTrack feed:
Stock: WJA-T (WestJet Airlines Ltd)
Options: WJA-T__May-15-Calls
primary symbol: WJA=O EC
auxiliary symbol: WJA-T EC
"O" is the letter "ou" and not "zero" and there is a single space
between the two parts of the symbol.
For options that trade on multiple exchanges MyTrack symbols are as
follows:
Stock (Barrick Gold Corp):
ABX-T - TSX
ABX - NYSE
Options: ABX__April-20-Calls
ABX=O DD - Montreal Exchange (primary symbol)
ABX-T DD - Montreal Exchange (auxiliary symbol)
ABX DD - best US bid/ask (from all US exchanges)
ABX=K DD - International Securities Exchange (USA)
ABX=H DD - CBOE
ABX=A DD - AMEX
ABX=X DD - Philadelphia
ABX=P DD - Pacific
ABX=B DD - Boston
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