Backtest-ready OHLCV data for the TSX, TSXV, and CSE. 30+ years of daily history, intraday minute bars, sector mappings, and a curated ticker universe — packaged in Parquet and ready to drop into your pipeline.
Every row validated. Splits repaired. Non-equity instruments filtered. Ready for your models.
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.
Every active ticker on TSX, TSXV, and CSE — classified by exchange, filtered for tradeability.
Sector classification for all tickers. Build sector-neutral strategies without manual lookups.
Money market funds, leveraged ETFs, halted stocks, warrants, and debentures — all excluded. Just tradeable equities.
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. Daily + minute Canadian data, plus full US market coverage.
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 5,300+ active tickers across TSX, TSXV, and CSE. We exclude non-equity instruments (warrants, debentures, rights, units), leveraged/inverse ETFs, money market funds, T-bill ETFs, and halted stocks. The goal is a clean universe of tradeable common equities.
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 Daily bundle is approximately 200 MB compressed. The full Daily + Minute bundle (including US data) is approximately 3–5 GB compressed. Parquet's columnar compression keeps file sizes manageable.
We run automated validation on every export — checking for missing dates, price anomalies, and split issues. 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.