OpenBB TMX Provider

This extension integrates TMX Group data into the OpenBB Platform.

Every dataset is read from public endpoints. No API key or account is required.

This extension is unofficial. It is not affiliated with, endorsed by, or authorized by TMX Group Limited.

Installation

Install from PyPI:

pip install openbb-tmx

Or from the source tree:

uv pip install -e openbb_platform/providers/tmx

Then rebuild the Python interface:

import openbb

openbb.build()

Optional extras

Two surfaces need a package no dataset requires, so each is declared as an extra:

pip install 'openbb-tmx[all]'

Coverage

TMX publishes far more than Canadian equities. This extension covers the TMX Money quote feed, the Montreal Exchange derivatives universe, and the CIRO debt trade reporting facility.

Symbology

A bare symbol is a Canadian listing; .TO and .TSX suffixes are accepted and stripped. A prefix or exchange suffix selects something else:

Thirty-six exchange suffixes are addressable, spanning Europe, Asia, Latin America, and the Middle East. Price history reaches back to each listing's start - IBM:US to 1990, $USDCAD to 1996, the European venues to 2006.

Cryptocurrency pairs carry the :US suffix and quote against the US dollar. An option contract is addressed by the padded symbol the chain publishes as contract_symbol, so a contract is quoted and charted like any other listing.

Notes on the data

Options cover both sides of the border. A bare symbol resolves to the Montreal Exchange listing; suffix :US for the OPRA-listed contracts. Both carry implied volatility and the full greeks on every expiry. Historical end-of-day chains are available from the Montreal Exchange back to 2009.

The instrument directory is swept, not listed. The symbology has no enumeration endpoint, so the directory is built by sweeping symbol prefixes and de-duplicating on the vendor's symbol id. A prefix that saturates the row cap is re-swept one character deeper, so a dense letter cannot silently truncate the result. The Canadian sweep yields roughly 120,000 instruments, most of them mutual funds.

Fixed income comes from CIRO, behind Cloudflare. The bond master is about 195,000 securities and 70MB, so it is fetched through a browser-impersonating session and held on disk as parquet for the day rather than in the HTTP cache. The edge refuses individual requests at random rather than blocking the session — a warmup that is itself refused is routinely followed by a request that succeeds — so every call rides out a refusal by retrying, backing off between attempts. Trade history is capped at ninety days per query, so a longer range is bracketed into consecutive windows; an unbounded request starts at the bond's original issue date. A window still refused after every attempt is reported rather than read as a window with no trades, so a partial answer is never returned as a whole one. Trades carry the CIRO record id and the submission date, which is later than the execution date when a trade is reported late or amended.

The file viewers serve the documents, not links to them. A browser cannot fetch either publisher's PDFs from a Workspace page, so a selected document is downloaded and handed over whole. QuoteMedia serves the SEDAR filings to any client; S&P refuses every server-side request for its index factsheets and methodologies, so those are still passed through as URLs for the browser to load.

Most futures do not trade every session. The exchange's intra-session summary reports a last price only for contracts that have traded, which on a given day is a handful of the roughly three hundred it lists. Every screened contract therefore also carries the settlement price the exchange publishes for it, read from that product's quotes page - a request per product root, held for an hour, and made only for the products in the rows being returned. A contract reported at the root level, as share and ETF futures are, carries its front month's settlement.

Insider trading does not use the standard model shape. The values returned are aggregate shares traded over the previous three, six, and twelve months.

Price history intervals. Daily, weekly, monthly, and intraday at any number of minutes. Weekly and monthly bars are for the period beginning. Intraday history is a rolling window of roughly one year, whatever start date is asked for. Split-adjusted, split-and-dividend-adjusted, and unadjusted prices are available for daily intervals only; other intervals are split-adjusted. The feed leaves the high and low empty on a handful of historical foreign bars, so both are optional.

Responses are cached on disk. A SQLite-backed HTTP cache holds responses with a TTL per endpoint family - sixty seconds for quotes and movers, up to a day for statements and reference data - and GraphQL operations carry their own TTL table. Any request can bypass it with use_cache=False.

TradingView charting

The extension serves TradingView's Universal Data Feed at /tmx/udf, so the historical price widgets are declared as advanced_charting and render as interactive charts over the same universe the provider addresses. The feed implements config, search, symbols, history, and time, at every resolution from one minute to monthly.

Standalone usage

The extension registers its own router, so installing openbb-tmx alone still exposes every dataset under /tmx. Each namespace registers its model-backed commands only when the OpenBB extension that normally owns those standard models is absent; when openbb-equity is installed, for example, the equity models are served through it instead and the TMX routes step aside.

The fetchers can also be used directly, independent of the Python and API interfaces:

from openbb_tmx import tmx_provider

tmx_provider.fetcher_dict

OpenBB Workspace

A bundled dashboard is served at /api/v1/tmx/apps.json. Start the API and add it as a Workspace backend:

openbb-api

The app carries tabs for the market overview, the screener, company detail, financials, options, futures and FX, fixed income, ETFs, indices, and news. Clicking a row in a search, mover, or directory table drives the linked widgets in that tab.

Development

uv pip install -e '.[all]'
uv pip install --group dev
pytest tests --cov=openbb_tmx --cov-report=term-missing --cov-fail-under=100

The suite exercises both extras, so the unit run needs .[all] installed.

The unit suite runs entirely offline - no cassettes and no network - and is held at one hundred percent coverage. Integration tests hit the live endpoints and are excluded by default. The API half calls http://0.0.0.0:8000, so start the API first:

openbb-api &
pytest integration -m integration

OpenBB Documentation

OpenBB Platform documentation is available here.

OpenBB Workspace documentation is available here.