No, I'm not really sure what gave you that idea..
Why would you be afraid of legal action if you aren't a national of the US? I highly doubt Canada would extradite you like that, if push came to shove.
I mean, assuming you haven't gotten passwords to the NYSE admin accounts or something. If you did that I would bow.
I don't care if it's Canadian, American, or European data - releasing it without the company's knowledge is wrong, both legally and ethically.
And for what it's worth, I've already talked to investigators about the situation. The company in question is taking this very seriously.