BMLL Data Feed

Understand the real cost of trading your portfolio in a given market, and what the true liquidity picture looks like.  Pre-trade analytics tracking portfolio liquidation risks and impacts as well as portfolio wide trade quality. 

Risk Teams:

— Improve risk measures to take into account true addressable liquidity for a stock
— Understand the liquidation cost of securities to build better risk models

Asset Managers:

— Determine the liquidity of their portfolio
— Have a full understanding of the impact of trading on their portfolio
— Improve order routing decisions through enhanced liquidity profiling

Typical metrics: Trade prices, Trade quality, Liquidation cost, Execution market impact, Volatility.

The data sets are available both as data feeds via API/ SFTP or via dashboards. The dashboards below are taken from our Portfolio Viewer and Platometrics dashboards and showcase how volatility and auction dislocation can be viewed by market and portfolio.

 

Portfolio liquidity analyser screenshot

Data feed screenshot