Updated daily

Canadian Market Data,
Research Ready.

Backtest-ready OHLCV data for the TSX, TSXV, CSE, plus additional Canadian-listed symbols where available. 30+ years of daily history, intraday minute bars, metadata, and a broad ticker universe — packaged in Parquet and ready to drop into your pipeline.

0 Tickers
1993 – Present Daily History
0M+ bars Minute Data
3 Core Exchanges

Data you can inspect

Exports are validated, metadata is included, and the raw coverage stays broad for your own research filters.

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Daily OHLCV

Open, High, Low, Close, Volume for 5,300+ tickers. Adjusted for splits. History back to 1993.

Minute Bars

1-minute OHLCV for 4,499 Canadian tickers from Dec 2022 onward. Intraday backtesting, finally possible.

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Ticker Universe

Tracked Canadian tickers across TSX, TSXV, and CSE — with exchange metadata where available.

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Sector Metadata

Best-effort sector metadata from Yahoo Finance. Unknowns are kept explicit so you can decide how to handle them.

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Broad Raw Coverage

Exports include all available rows in our source tables, so you can apply your own research universe and liquidity filters.

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Parquet Format

Columnar, compressed, fast to load. Works with Python, R, DuckDB, Spark — anything your stack needs.

Sample: Daily OHLCV

ticker date open high low close volume
SHOP.TO2024-04-2297.3198.6095.8196.145,841,200
RY.TO2024-04-22141.80142.25140.90141.563,921,400
TD.TO2024-04-2280.6281.0580.3080.714,112,700
ENB.TO2024-04-2252.1852.4551.9052.326,780,300
CNR.TO2024-04-22176.40177.20175.60176.851,943,800
BAM.TO2024-04-2265.1065.8864.7565.422,108,500

Showing 6 of 13,957,117 rows · Parquet format · Split-adjusted

Core exchange coverage, plus extra listings where available.

TSX
Toronto Stock Exchange
3,410 tickers
Large & mid-cap Canadian equities
TSXV
TSX Venture Exchange
1,752 tickers
Early-stage and small-cap companies
CSE
Canadian Securities Exchange
809 tickers
Growth-focused & alternative listings
NEO / Cboe
Cboe Canada listings
Included where available
Additional Canadian-listed symbols already in our source tables

Simple, one-time pricing

No subscriptions. No API keys. Buy once, download the Parquet files, and stay current with daily incremental updates.

Sample
Free

Kick the tires. 30 liquid tickers, 1 year of daily data.

  • 30 curated tickers
  • 1 year daily OHLCV
  • Parquet format
  • Full ticker universe
  • Sector metadata
  • Minute-level data
  • US market data
Download Sample
Daily + Minute
$ 149 one-time

Everything in Daily, plus Canadian intraday minute bars.

  • Everything in Daily
  • 4,499 CA tickers × 1-min bars
  • Minute data from Dec 2022
  • Canadian-only export while US coverage is evaluated
  • Parquet format
  • Daily incremental updates
Buy Full Package

Questions

What format is the data in?

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.

How often is the data updated?

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.

Is the data adjusted for splits?

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.

What tickers are included?

We track 5,300+ Canadian tickers across TSX, TSXV, and CSE, plus additional Canadian-listed data where available. The export is intentionally broad and includes all available rows in our source tables so you can apply your own filters.

Can I use this for commercial purposes?

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.

How big are the downloads?

The Daily bundle is approximately 200 MB compressed. The Daily + Minute bundle is larger because it includes Canadian intraday bars. Parquet's columnar compression keeps file sizes manageable, and each export includes metadata with current row counts.

What if the data has errors?

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.

Who built this?

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.