Toronto Stock Exchange Project
The Toronto Stock Exchange has chosen to partner with the Data Science Laboratory at Ryerson University and to provide access to most of its proprietary intraday trading data. This raw data contains information about trades, quotes and brokers occurring on a nanosecond time scale. Today, there is a real demand from customers not just to buy the raw data, but to buy analytics products that provide insights into the raw data. The end product of this project will be a proof of concept showing the conversion of raw intraday trading data from the Toronto Stock Exchange into analytics insights of trading strategies using intelligent algorithms. Ultimately, the Toronto Stock Exchange will be in a position to provide analytics products to market participants and market regulators.