News, Insight and Events

12 June, 2025

Aggregated metrics to better understand the market

A selection of 7 aggregated metrics to better understand the market, including Volatility, TWA Spread, Quote to Trade, Mean Resting Time, Notional Liquidity Around BBO, Fill Probability and Auction Dislocation.

5 June, 2025

View From The Feed - Futures

Using BMLL’s granular Level 3 Data, explore the micro-structure for a variety of future assets. The metrics used to describe the market state include Liquidity, Volatility, Iceberg order (CME produce only), and more. You can access the full picture of an individual future product, in a six month time span.

3 June, 2025

BMLL and Saudi Tadawul Group partner on launch of cloud-based analytics tools

Through the partnership institutional investors, quants and analysts will be able to access deep historical order book data and run advanced models in a Python-native environment.

2 June, 2025

Wamid partners with BMLL to bring advanced analytics tools to the Saudi capital markets

Wamid partners with BMLL to bring advanced analytics tools to the Saudi capital markets. The partnership will deliver the Saudi market’s first white-labelled cloud analytics tools to quants, analysts and institutional investors.

29 May, 2025

BMLL Market Lens: US Liquidity Maps

BMLL Market Lens: US Liquidity Maps provide insight into the US equity markets with a view of the top 500 US stocks across the major trading and execution venues over a 13-month period.

27 May, 2025

Unlocking the Value of Data as a Differentiator

Data access is no longer the challenge—it’s how well organizations manage and use it to create value. This requires a mindset shift: treating data as a product that is discoverable, trusted, and fit for purpose.

22 May, 2025

BMLL Market Lens: European Liquidity Maps

BMLL Market Lens: European Liquidity Maps provides insight into the fragmentation of European equity markets via a view of all Cboe Europe All Companies index constituents across the major European trading and execution venues over a 12-month period.

21 May, 2025

Life is a beach … if your data is clean

6 things buy-side traders need to know. Historical data quality is no longer a "nice-to-have" - it is foundational to effective trading.

14 May, 2025

BMLL’s Big Data Dream: Turning Market Noise Into Market Insight, One Packet at a Time

Paul Humphrey, Chief Executive Officer, BMLL, sat down with John Lothian News at the FIA Boca50 conference. Hear the interview.