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Market Insight

Stay ahead of evolving market dynamics with expert perspectives, research and analysis from BMLL.

Our Market Insights bring together observations from across the capital markets ecosystem, helping firms better understand market behaviour, optimise execution strategies and uncover opportunities through high-quality historical data and analytics.

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BMLL Market Lens: European Liquidity Maps

23 July, 2026

BMLL Market Lens: European Liquidity Maps

European Real economic interest ADV up 53% YoY

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A game-changing year for BMLL

11 February, 2025

A game-changing year for BMLL

2024 has been nothing short of revolutionary for BMLL. We have redefined industry standards, setting a new benchmark for data quality across the market.

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BMLL Expands Global Reach with Unified Market Data and Advanced Analytics

30 January, 2025

BMLL Expands Global Reach with Unified Market Data and Advanced Analytics

BMLL’s Rob Laible spoke with John Lothian News at FIX EXPO Chicago. They discussed fintech investment drivers, and how easily accessible high quality historical data hel...

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Now is the time to get your event-driven trading strategies ready for India’s Budget Day on 1 February

23 January, 2025

Now is the time to get your event-driven trading strategies ready for India’s Budget Day on 1 February

India’s Budget Day may significantly impact trading volatility and volumes, to the point that India’s stock exchanges are keeping markets open on Saturday 1 February, to ...

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The Rise of Retail Trading - The European Perspective

3 December, 2024

The Rise of Retail Trading - The European Perspective

Following our previous article on retail trading where we examined the US markets, we now look at the European retail trading landscape, using Level 3 order book data to ...

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The Rise of Retail Trading - The US Perspective

21 November, 2024

The Rise of Retail Trading - The US Perspective

The article explores the growing influence of retail investors in U.S. equity markets, particularly how their trading behavior differs from institutional investors. By le...

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EDGA Equities Exchange migrates to Maker-Taker Model: the impact on market microstructure

30 October, 2024

EDGA Equities Exchange migrates to Maker-Taker Model: the impact on market microstructure

From November 1, 2024, CBOE’s EDGA® Equities Exchange will shift from an "inverted" marketplace to a "maker-taker" (m-t) model.

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Plotting at the Triple Witching Hour: how the Closing Auction has changed

18 September, 2024

Plotting at the Triple Witching Hour: how the Closing Auction has changed

In this article, Daniel Friensener, Quant Analyst, compares the closing auction for 2023 and 2024 across global markets, and examines the changes when it comes to a Trip...

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Empowering Efficient Trading Strategies - A Guide for Historical Market Data Buyers

12 September, 2024

Empowering Efficient Trading Strategies - A Guide for Historical Market Data Buyers

High quality historical data can significantly enhance trading strategies by providing insights into market trends, liquidity, and volatility. By analysing historical dat...

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€STR Wars Part III:  Return of the €STR

11 September, 2024

€STR Wars Part III: Return of the €STR

Analysis of futures linked to the Euro short-term rate (€STR) contract, and the importance of understanding this liquidity in order to minimise the cost of trade, find li...

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Normalisation: a dirty word or a differentiator for success?

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 take...

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How to Become a ‘Quant’ Overnight

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 ...

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

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 y...

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