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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
Addressable Liquidity
Aggressive Order
Alternative Trading System (ATS)
Approved Publication Arrangement (APA)
Auction Imbalance
Auction on Demand (AoD)
B
Block Trade
BMLL Data Feed
BMLL Data Lab
bmll library
BMLL Vantage
BMLL Workspace
bmll2 library
Bootstrap
C
CEN code
Circuit Breaker
Classification of Financial Instruments (CFI)
Cluster
Consolidated Best Bid Offer (CBBO)
Consolidated Tape Association (CTA)
Coordinated Universal Time (UTC)
CUSIP Number
E
Enhanced Order Book Interface (EOBI)
Entitlements (BMLL Instrument Type)
Equity
Equity (BMLL Instrument Type)
European Best Bid Offer (EBBO)
Exchange
Exchange-Traded Commodity (ETC)
Exchange-Traded Fund (ETF)
Exchange-Traded Note (ETN)
Exchange-Traded Product (ETP)
Expiry
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)
FIX Protocol
Free Float
Fund (BMLL Instrument Type)
Fungible security
Futures Strip
G
Generator (Python)
Git
Good For Day (GFD) / Day Order
Good ‘Til Canceled (GTC) order
Good ‘Til Date (GTD) order
Group Ticker Plant (GTP)
H
Hadoop YARN
Harmonised Security
I
Iceberg Order
Implied Order
Incremental Book
Index
Initial Public Offering (IPO)
Instrument
Instrument Id
Intentional (Regular) Cross
Internal Cross
International Securities Identification Number (ISIN)
ITCH Protocol
J
Jobs / Scheduled Tasks
Jupyter
Jupyter Lab
K
Kernel (Python Kernel)
L
Large In Scale (LIS)
Legs
Level 1 Order Book (L1)
Level 2 Order Book (L2)
Level 3 Order Book (L3)
Levels of the Order Book
Limit Order Book
Listing
Listing Id
Lit
Local (storage/directory)
M
Market
Market at Close (MaC)
Market Capitalisation (Market Cap)
Market Identifier Code (MIC)
Market Impact
Market Model Typology (MMT)
Market on Close (MoC)
Market Order
Market Order with Protection
Market Participant Identifier (MPID)
Market Segment MIC
Markouts
Matching Engine
Midpoint
MiFID
Minimum Execution Size (MES) / Minimum Quantity
Multilateral Trading Facility (MTF)
N
National Best Bid Offer (NBBO)
Non-Addressable Liquidity
Non-Fungible Security
Normalised
Notebooks (Python Notebooks)
Notional value
O
Odd Lots
Off Book
Off Book On Exchange
Open Interest
Operating MIC
Options
Options Price Reporting Authority (OPRA)
Organisation (Storage/Directory)
Original Place of Listing (OPOL)
Over The Counter (OTC) trade
P
Packet Capture (PCAP)
Pandas
Parquet
Passive Order
Pegged Order
POSIX time stamps
Primary (Exchange)
Primary Best Bid Offer (PBBO)
Principal Trade
Printable
Protected Best Bid Offer (PBBO)
PySpark
Q
Quote on Demand (QOD)
R
Reference Price / Indicative Price
Reg NMS
Request for Quote (RFQ)
Resilient Distributed Dataset (RDD)
Retail Traders
Round Lots
S
S3 bucket
Securities Information Processor (SIP)
Security
Sequence Number
SFTP
Shares Outstanding
Simulation
Snapshots
Snowflake
Special Price
Spread
Spread Trade
SQL
Stop Limit Order
Stop Order with Protection
Systematic Internalisers (SI)
T
T+1
Threads / Cores
Tick by Tick
Tick Size
Ticker
Time Weighted Average Price (TWAP)
Time Zone Offset (TZOffset )
Trade At Last (TAL)
Trade Reporting Facility (TRF)
Traded Through
Transaction Cost Analysis (TCA)
U
Uncrossing
Underlying
Universe
Unlisted Trading Privileges (UTP)
User (Storage/Directory)
V
Venue
Virtual Private Cloud (VPC)
Volatility
Volatility Interruption
Volume Weighted Average (VWA)
Volume Weighted Average Price (VWAP)
Volume-Weighted Best Bid and Offer (VBBO)
VSCode
VWAP Cross
W
Warrants
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