TMX Group Launches Canadian Implied Volatility And Greeks Analytics Feed
TMX Group today announced the launch of a new analytics feed for options traded on Montréal Exchange Inc. (MX), a wholly-owned subsidiary of TMX Group Limited and Canada's derivatives exchange. TMX Datalinx, the information services division of TMX Group, will make the new feed available to the options trading community through the TMX Atrium global network and other content distributors.
The Canadian implied volatility and Greeks analytics feed, is a low latency, real-time market data feed designed to provide clients with the necessary analytics to effectively evaluate potential trading opportunities and assess portfolio risk.
"The new real-time Canadian implied volatility and Greeks feed is a valuable tool for our clients to make efficient and informed trading decisions." said Claude Cyr, Senior Vice President of Financial Markets at Montréal Exchange. "This new TMX Datalinx offering will complement MX's strong core offering in the Canadian derivatives market."
Hanweck Associates, who will power the delivery platform, is a leading provider of real-time options analytic feeds that specializes in risk management and trading solutions for institutional investors.
"Hanweck Associates is pleased to partner with TMX Datalinx to create the premier data feed for Canadian equity options analytics. The Canadian Implied Volatility and Greeks Feed is a significant expansion of our Volera™ real-time, low-latency derivatives analytics business within North America," said Gerald Hanweck, CEO of Hanweck Associates.