API and FTP delivery of the data

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.

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.