Capture the fullest picture of market quality, liquidity and order book dynamics. BMLL metrics are derived from every single insert, modify, execute or delete order message across every venue, available at daily and intra-day resolution. Available directly, or via BMLL partner channels.
Pre-Trade Insights
BOOK DEPTH ANALYTICS
VENUE QUALITY
ORDER MESSAGE & PLACEMENT STATISTICS
LIQUIDITY ANALYTICS
AUCTION & PRICE STATISTICS