Is there a website that offers free download or API where I can get an up-to-date list of all securities listed on the TSX along with their sector/industry? I could scrape individual screens for each stock on the web, but I'd like to find a single source of data for all stocks...Thanks!
I have been using Yahoo-ticker-downloader.py to download tickers from Yahoo! It returns MOST tickers from international exchanges and returns Ticker, Company Name, Exchange, Sector, and Category Number. Here are 1,500+ tickers form the Toronto & TSX Venture Exchanges: You're Welcome
The Toronto Stock Exchange has an API that returns all of the listed tickers in JSON format. Unfortunately it does not contain the industry/sector data.
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You can use the stock screener provided by the exchange. You can specify your criteria (Exchange = Toronto) and once you get the results, you can click on "Edit columns" and add the Sector.
The results are limited to 400 per run, but you can easily split your search into chunks by your choice of filter. For example you can filter by Market Cap 0-100M, then 100M-200M, and so on. Takes a few minutes but gets you the full list in the end.
Wikipedia has a simple table. https://en.wikipedia.org/wiki/S%26P/TSX_Composite_Index
There is a database from Quandl that shows EOD prices for stocks traded in the TSX and if you go to the documentation part of the database here https://www.quandl.com/data/XTSE/documentation/documentation, you can click on the link where it says "A full list of all stocks in this database, along with their ticker symbols, can be downloaded here." This lets you ownload the list of over 4000 companies trading stocks in the TSX. I don't think it shows the sector or industry of each company though...