News, Insight and Events

11 October, 2022

BMLL Launches Data Visualisation Tool for Equities & ETFs

BMLL Vantage democratises access to Level 3 order book data and analytics through an intuitive visualisation tool, thereby removing the need to code in order to derive meaningful insights.

6 October, 2022

What Makes Other Countries’ Trading Tick?

Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, examines how the system of round lots and 1-cent ticks in the U.S. creates inefficiency as stock prices rise and fall.

15 September, 2022

Comparing AAPLs and Apples

Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, analyses 'Average Spread at Notional Depth' when comparing Nasdaq and NYSE market quality.

13 September, 2022

SIX Infosnack 11: Crumble in the Jungle

Using BMLL data, SIX highlights the trade-off between fill probability and adverse selection utilising Order Book Imbalance (OBI) state and a Crumbling Quote Signal (CQS).

12 September, 2022

Euronext confirms resilient market quality for equity trading

Using BMLL Data, Euronext runs cross-venue market quality analyses to demonstrate how its venues perform compared to its peers.

14 July, 2022

BME Trading Focus - Find the liquidity you need. When you need it.

This study - using BMLL data - aims to provide an insight into the structure of the main order books in which Spanish securities are traded. Some metrics such as ‘fill probability’ represent the interaction between aggressive and passive orders.

17 May, 2022

Kepler Cheuvreux and BMLL partner on order book analytics and algo development

Kepler Cheuvreux works with BMLL to boost its order book analytics and improve algo performance. The collaboration will free up Kepler’s quant researchers to spend more time on research and less time on data management.

10 May, 2022

Is the equity market becoming more resilient to global turmoil?

Using BMLL Data, Euronext provides analysis comparing the market quality metrics in 2020 during the first wave of the Covid-19 outbreak and the recent market turmoil in 2022 caused by the Ukraine-Russia crisis.

3 May, 2022

SIX Infosnack 10: Order routing: analyzing the optimization problem with the “rule of three”

Read about the core factors that trading participants take into consideration when routing orders.