Where do you store the data? In Canada or in the US?

All data is stored in the US. The actual email will be queued in the US, so it will temporarily be sitting on a disk in the US. Furthermore, if they have quarantine enabled, the actual email will be stored there for up to 1 week. Usually the queued message will only be there for a few seconds... but it could be there longer if the recipient's mail server is not able to accept the message immediately.