I'm facing the same limitation, paris. Pershing via comsec trades NYSE-listed shares.
The only easy compromise I can think of is to find out if your TSX shares of choice are also listed on the NYSE.
I have heard of Interactive Brokers, but didn't get around to researching about them: https://www.interactivebrokers.com.au/en/index.php?f=1562
Alternatively, open an account with a Canadian bank that has share trading platform. My cousin uses Scotia Bank. The fee is remarkably cheap at C$10.00 per transaction irrespective of volume or value. But you get what you pay for, meaning that those used to comsec will find Scotia's platform rather inadequate.
Cheers, R.
