Here's information for you and further research on engine oil only. This does not have anything to do with the hydraulic/transmission oil/differential/wet brake fluids.
Granted API is the American Petroleum Institute and you’re in the Great White North but hopefully you can use the linked document to make an educated decision. Maybe you get the exact same oils in Canada as we do in the States, I just don’t know.
The first think you need to do though is determine what viscosity oil is recommended by the manufacturer. For that turn to the owner’s manual (if you don't have one, I'd get one, OEM manuals are worth the money). Keep in mind your climate and what seasons you'll be using the tractor when selecting the proper viscosity. I’m sure the weather varies widely throughout Canada.
Secondly, refer to the linked document. Since you're running a diesel you’ll want a "C" rated oil. "S" oils are for gassers. What is noteworthy and you find when reading the document is some oils are "C" and "S" rated. Example "SJ/CF”. Since the "S" is listed first, the oil is designed as gasoline engine oil. A "C" listed first means it was designed for diesels (“CF/SJ”). This is important because diesels generate soot. Long story short, look for a "C" rated oil or one with the "C" rating listed first.
Armed with that information, hit the internet and research various brands of oil in the specific viscosity you’ll be using. In my case, I wanted to run to run a monograde oil. I'll just use an oil pan heater in the rare event I use the tractor when it's cold. Yes, Shell Rotella T1 SAE 30 is rated by the API as "CF-2" (obsolete by API Standards) but good luck finding a diesel rated monograde engine oil with a higher API rating. If I found one, I'd have got that instead. Mobil/Exxon, Castrol, and Valvoline either did not offer a monograde diesel oil or was rated less than "CF-2". I surfed Wal-Mart's website, checked the API ratings and did not find any Super Tech branded engine oils (Wal-Mart's store brand) that were diesel specific or gas/diesel rated.
Hopefully you’re able to use the internet to bridge the US/Canadian oil retail gap. Containers may very well be labeled the same (but maybe there is a Canadian API equivalent), to find the suitable oil for your specific scenario.
I've found with the forums that engine oils, hydraulic fluids, transmission fluids, and cylinder cavitation prevention (coolant additives) are the hot button topics and stoke folk’s coals.
That being said, on topics like this I do audit what people have to say but also conduct research on my own. This is why I provided you with information from an industry recognized source. At the end of the day the decision falls on you so I'd want to find accurate information from unquestionably valid sources, such as the API. If something fails, it's your money fixing it. I only personally know one person on the YT forums and would take his advice with great respect, but I also know his credentials back up his advice. Everyone else, I proceed with heightened awareness. No one here is out to set you up for failure though.
For mechanical things peoples experiences are great, but removing a clutch for example is tangible. As far as lubricants and fluids the difference is in the chemistry. All I can do is read the label and research further into what the label says and what it means.
API Classification Markings