API and FTP delivery of the data
BMLL Data Feed

Pre-Trade Insights

Analyse, monitor and compare liquidity & execution profiles across all venues.

Buy-side — Analyse and monitor the execution & liquidity profile inherent in any given stock or portfolio through a complete set of tick data derived analytics / order book analytics

Sell-side — Manage the liquidity & execution profile for any watchlist or client order through a complete set of order book analytics

Exchanges — With in-depth tick-data derived analytics, fully understand liquidity provision in your order book to attract more flow


What’s Included:

  • Market impact and volatility analytics
  • Absolute spread metrics
  • Volume weighted and time weighted spread metrics
  • Liquidity metrics

 

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.