Backtest-ready OHLCV data for TSX, TSXV, CSE, and Cboe Canada / NEO listings. 30+ years of daily history, intraday minute bars, metadata, and a broad ticker universe — packaged in Parquet and ready to drop into your pipeline.
Exports are validated, metadata is included, and the raw coverage stays broad for your own research filters.
Open, High, Low, Close, Volume for 5,300+ tickers. Adjusted for splits. History back to 1993.
1-minute OHLCV for 4,499 Canadian tickers from Dec 2022 onward. Intraday backtesting, finally possible.
Tracked Canadian tickers across TSX, TSXV, CSE, and Cboe Canada / NEO — with exchange metadata where available.
Best-effort sector metadata from Yahoo Finance. Unknowns are kept explicit so you can decide how to handle them.
Exports include all available rows in our source tables, so you can apply your own research universe and liquidity filters.
Columnar, compressed, fast to load. Works with Python, R, DuckDB, Spark — anything your stack needs.
| ticker | date | open | high | low | close | volume |
|---|---|---|---|---|---|---|
| SHOP.TO | 2024-04-22 | 97.31 | 98.60 | 95.81 | 96.14 | 5,841,200 |
| RY.TO | 2024-04-22 | 141.80 | 142.25 | 140.90 | 141.56 | 3,921,400 |
| TD.TO | 2024-04-22 | 80.62 | 81.05 | 80.30 | 80.71 | 4,112,700 |
| ENB.TO | 2024-04-22 | 52.18 | 52.45 | 51.90 | 52.32 | 6,780,300 |
| CNR.TO | 2024-04-22 | 176.40 | 177.20 | 175.60 | 176.85 | 1,943,800 |
| BAM.TO | 2024-04-22 | 65.10 | 65.88 | 64.75 | 65.42 | 2,108,500 |
Showing 6 of 13,957,117 rows · Parquet format · Split-adjusted
No subscriptions. No API keys. Buy once, download the Parquet files, and stay current with daily incremental updates.
Kick the tires. 30 liquid tickers, 1 year of daily data.
Full daily OHLCV history for every Canadian ticker since 1993.
Everything in Daily, plus Canadian intraday minute bars.
Apache Parquet — a columnar format that's fast to read and compact to store. It works natively with Python (pandas, polars), R (arrow), DuckDB, Spark, and most modern data tools. Each bundle is delivered as a .tar.gz archive containing Parquet files.
The dataset is regenerated daily. When you purchase, you receive the full historical snapshot. After that, you can download small daily delta files containing just the new data — append them to your local dataset to stay current. No need to re-download the full bundle. Your purchase includes a license key for the delta API.
Yes. All OHLCV data is split-adjusted. Our pipeline detects and repairs split events automatically, so you don't need to handle them in your backtesting code.
We track Canadian listings across TSX, TSXV, CSE, and Cboe Canada / NEO. The export is intentionally broad and includes all available rows in our source tables so you can apply your own filters.
Yes — for your own research, backtesting, and trading. The license does not permit redistribution or resale of the raw data. See our Terms of Service for details.
The current Daily bundle is about 211 MB compressed, and the Daily + Minute bundle is about 819 MB compressed. Each export includes metadata with current row counts.
We run automated validation on every export — checking row counts, duplicate keys, required fields, and obvious OHLCV anomalies. If you find a problem, email us and we'll investigate. The data is provided as-is, but we take quality seriously.
NorthTick is an indie project by a Canadian quant developer who got tired of fighting with broken free data sources for the Canadian markets. We built this dataset for our own trading systems and decided to share it.