BMLL Data Feed

Understand the true impact of large and hidden trades on the order book and how they affects venue participant behaviour.

Leverage this insight to test, implement & validate policy decisions as well as scrutinise trading actions.

Sample use cases:

OMS/EMS Providers:

— Provide end clients and competitive venues with more detailed trading insight based on number of orders, true liquidity positioning and cost to liquidate a given size
— Change market participant behaviour by optimising compensation structures by analysing granular order dynamics

Asset Managers:

— Leverage the trading insight data bundles to better understand market conditions surrounding trades across venues
— H
ave more context to understand decisions brokers make when routing trades

Typical metrics: Order imbalance, Trade prices, Volatility, Order Fill behaviour, BMLL Platometrics liquidity, Liquidation cost, Trade quality, Spread metrics.

The data sets are available both as data feeds via API/SFTP or via dashboards, below some visual outputs on trading volumes & auction percentages from our Data API.

Data feed screenshot

Data feed screenshot