News, Insight and Events

18 April, 2024

BMLL Market Lens: European Liquidity Maps

BMLL Market Lens: European Liquidity Maps provides insight into the fragmentation of European equity markets via a view of all Cboe Europe All Companies index constituents across the major European trading and execution venues over a 12-month period.

18 April, 2024

QuantHouse selects BMLL to complement real-time data services with historical order book data

QuantHouse division has entered into a global partnership with BMLL, a leading, independent provider of harmonised, Level 3, 2 and 1 historical data and analytics for the global equity and futures markets.

16 April, 2024

BMLL launches India trading data offering as part of continued APAC expansion

Equities data from the National Stock Exchange of India (NSE India) and the Bombay Stock Exchange will now be available to BMLL clients via BMLL Data Lab.

11 April, 2024

Aggregated metrics to better understand the market

A selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.

8 April, 2024

BMLL Wins ‘Best Alliance or Partnership’ for Snowflake Collaboration at Waters Tech Sell-Side Technology Awards

These awards recognise market-leading technologies developed specifically for use by sell-side firms, as well as innovation and addressing the sell-side's most pressing business, regulatory, operational and technology needs.

4 April, 2024

View From The Feed - Futures

Using BMLL’s granular Level 3 Data, explore the micro-structure for a variety of future assets. The metrics used to describe the market state include Liquidity, Volatility, Iceberg order (CME produce only), and more. You can access the full picture of an individual future product, in a six month time span.

4 April, 2024

Block Trading at the JSE

Block trading has introduced efficiencies and reduced the market impact associated with the process of arranging and executing orders of significant sizes.

3 April, 2024

€STR Wars: Attack of the Clones Part 2

As €STR continues to grow and gain market share, understanding the liquidity profile of competing €STR futures on ICE, CME and Eurex will be critical for market participants to trade better.
This article identifies the trends in trading volume for €STR futures in Q1 2024.

28 March, 2024

BMLL Market Lens: US Liquidity Maps

BMLL Market Lens: US Liquidity Maps provide insight into the US equity markets with a view of the top 500 US stocks across the major trading and execution venues over a 13-month period.