Knowledge hub

All terms

A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

A B C D E F G H I J K L M

N O P Q R S T U V W X Y Z

A

Addressable Liquidity

Aggressive Order

Alternative Trading System (ATS)

Approved Publication Arrangement (APA)

Auction Imbalance

Auction on Demand (AoD)

B

C

Circuit Breaker

Classification of Financial Instruments (CFI)

Consolidated Best Bid Offer (CBBO)

Consolidated Tape Association (CTA)

Coordinated Universal Time (UTC)

E

Enhanced Order Book Interface (EOBI)

Entitlements (BMLL Instrument Type)

Equity (BMLL Instrument Type)

European Best Bid Offer (EBBO)

Exchange-Traded Commodity (ETC)

Exchange-Traded Fund (ETF)

Exchange-Traded Note (ETN)

Exchange-Traded Product (ETP)

F

Fill and Kill order (FAK order)

Fill or Kill order (FAK order)

Financial Calendar (Swaps Monitor)

Financial Industry Regulatory Authority (FINRA)

Financial Instrument Global Identifier (FIGI)

Fund (BMLL Instrument Type)

Fungible security

G

Generator (Python)

Good For Day (GFD) / Day Order

Good ‘Til Canceled (GTC) order

Good ‘Til Date (GTD) order

Group Ticker Plant (GTP)

H

Harmonised Security

I

Incremental Book

Initial Public Offering (IPO)

Intentional (Regular) Cross

International Securities Identification Number (ISIN)

J

Jobs / Scheduled Tasks

K

Kernel (Python Kernel)

L

Large In Scale (LIS)

Level 1 Order Book (L1)

Level 2 Order Book (L2)

Level 3 Order Book (L3)

Levels of the Order Book

Limit Order Book

Local (storage/directory)

M

Market at Close (MaC)

Market Capitalisation (Market Cap)

Market Identifier Code (MIC)

Market Model Typology (MMT)

Market on Close (MoC)

Market Order with Protection

Market Participant Identifier (MPID)

Market Segment MIC

Matching Engine

Minimum Execution Size (MES) / Minimum Quantity

Multilateral Trading Facility (MTF)

N

National Best Bid Offer (NBBO)

Non-Addressable Liquidity

Non-Fungible Security

Notebooks (Python Notebooks)

O

Off Book On Exchange

Options Price Reporting Authority (OPRA)

Organisation (Storage/Directory)

Original Place of Listing (OPOL)

Over The Counter (OTC) trade

P

Packet Capture (PCAP)

POSIX time stamps

Primary (Exchange)

Primary Best Bid Offer (PBBO)

Principal Trade

Protected Best Bid Offer (PBBO)

Q

Quote on Demand (QOD)

R

Reference Price / Indicative Price

Request for Quote (RFQ)

Resilient Distributed Dataset (RDD)

S

Securities Information Processor (SIP)

Sequence Number

Shares Outstanding

Stop Limit Order

Stop Order with Protection

Systematic Internalisers (SI)

T

Threads / Cores

Time Weighted Average Price (TWAP)

Time Zone Offset (TZOffset )

Trade At Last (TAL)

Trade Reporting Facility (TRF)

Transaction Cost Analysis (TCA)

U

Unlisted Trading Privileges (UTP)

User (Storage/Directory)

V

Virtual Private Cloud (VPC)

Volatility Interruption

Volume Weighted Average (VWA)

Volume Weighted Average Price (VWAP)

Volume-Weighted Best Bid and Offer (VBBO)

W

© 2026 BMLL
Terms
Privacy
Cookies