API and FTP delivery of the data

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.

Derived from BMLL's harmonised Level 3 Data Warehouse, this analytics bundle includes many more metrics on top of the short selection above. Get in touch to find out more about producing a custom Level 3 data bundle for your specific needs.

Experience the benefits of true Level 3 data.