BMLL Market Lens: Liquidity Maps provides insight into the fragmentation of European equity markets via a view of 600 European stocks across the major European trading and execution
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. 
How traders can find the best liquidity throughout the complex:  the phasing out of LIBOR is having a major impact on futures contracts previously referenced to that rate. We are taking a closer look at how this affects Eurodollar futures.
Market conditions remain highly volatile. This is to be expected during such unprecedented market conditions, but different asset classes are affected in different ways. Here we examine what is happening in the order book for CME wheat futures.
This article examines the potential impact of recent SEC proposals through the use of Level 3 market data, which provides deep and important insights into the way markets and specific securities are trading across venues.
Using the BMLL Data Lab, academics at Goethe University Frankfurt examined the effects of market fragmentation on trading and market quality of small and medium enterprise (SME) stocks.
Understanding the key differences in fragmentation, regulation and market microstructure between the US and European equities & ETFs markets improves decision making for global market participants.
Arnaud Bossard, Data Scientist, analyses Italian stock Banco BPM (Ticker BAMI), trading on Borsa Italiana (XMIL), and finds looking at the depth of the order book and Level 3 Data is necessary to truly understand market behaviour.
BMLL, BondCliQ, IPC, Quant Insight and OpenFin discuss democratising app distribution in finance.
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