API and FTP delivery of the data
BMLL Data Feed

Liquidity Analytics

Understand and view addressable single & multi-instrument liquidity analytics and performance across all lit markets, dark pools and OTC venues.

Buy-side — enhance trading outcomes by maximising order placement and order timing by analysing the true liquidity landscape available to you

Sell-side — enhance liquidity discovery and analysis for your clients with robust execution performance metrics across multiple venues

Exchanges — understand market participants' behaviour and venue selection with robust order book analysis and peer comparison


What’s Included:

  • Addressable vs non-addressable liquidity statistics and classifications
  • Intraday liquidity profiles up to 50bps from BBO
  • Intraday granular volume statistics
  • Volumes by shares & notional traded and trade count, broken into lit, dark, bilateral addressable & non-addressable volumes

 

BMLL metrics are derived from every single insert, modify, execute or delete order message across every venue, available at daily and intraday resolution.

Contact us to produce custom Level 3 data bundles to fit your specific needs.