Thanks for the link.

I contacted the Investment Industry Regulatory Organization of Canada (IIROC) and they tell me that the brokerages can send the order to the marketplace of their choice, ie Alpha, Chi-x, Pure etc to facilitate the trade. Further to the discussion, the transactions that are done at these other marketplaces do not show up in the final daily numbers published by the Tsx. So the highs, lows and volumes published by the Tsx may or may not be fully correct.

Seems strange to me that the individual investor would have to check their stock(s) at each of marketplaces to add up all the volume and see what the trading range is. I hope I am wrong or miss informed on this.