News, Insight and Events

10 September, 2024

Normalisation: a dirty word or a differentiator for success?

Trading practitioners and quants need access to high quality data that captures all information, but importantly is also consistent and easy to use. Dr Elliot Banks takes a deeper look at what good data normalisation really means, and why it matters.

4 September, 2024

How to Become a ‘Quant’ Overnight

In the Capital Markets world, it is generally accepted that it is necessary to have Python proficiency and access to certain third-party terminals to construct, identify and articulate vital deep market microstructure insights. But will this still be the case in the future?

20 August, 2024

The Great Sell-Off: A Deeper Look at Wall Street’s Dramatic Fall

This August, America’s leading share indices tumbled in volatile trading just weeks after they scaled record highs, bringing about Wall Street’s worst day in almost two years. Nazed Mannan looked at what really took place.

13 August, 2024

Looking into the Dark: Are you missing liquidity that’s addressable to you?

Optimising intraday trading - uncovering Dark and Addressable liquidity trends. For trading practitioners, it is essential to access both normalised Market States, and Trade Type fields, including categories such as Lit, Dark, and OTC to easily identify addressable versus non-addressable liquidity.

6 June, 2024

View From The Feed - Futures June24

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.

31 May, 2024

Bringing Transparency to the Post Trade Landscape - FCA Changes One Month Later

The UK regulator (FCA) made a number of changes to post trade reporting requirements. We take a look at the impact this has had on liquidity discovery, and in particular, overall addressable liquidity.

1 May, 2024

Tick Size: To Change Or Not To Change?

Tick size is critical to the price formation and liquidity provision process and rarely changes. But when it does, granular Level 3 data can shed light on the impact of tick size changes and what it means for market participants.

3 April, 2024

€STR Wars: Attack of the Clones Part 2

As €STR continues to grow and gain market share, understanding the liquidity profile of competing €STR futures on ICE, CME and Eurex will be critical for market participants to trade better.
This article identifies the trends in trading volume for €STR futures in Q1 2024.

20 March, 2024

Mind the Gap: Should you buy historical data from a real time data vendor?

In this article, Ben Collins, our Head of Sales (EMEA & APAC), explains why firms no longer need to compromise on a lower-quality historical data service with incomplete data.