News, Insight and Events

8 June, 2023

Who Is Really Creating Market Quality in Nasdaq Nordic-listed Stocks

Using BMLL Data, Phil Mackintosh, Chief Economist, Nasdaq, examines two dimensions of the Nasdaq Nordic markets: price formation and implicit trading costs and compares the findings to Nasdaq's regional competitors.

8 June, 2023

Portfolio Margining drives improved markets in Eris SOFR

Using BMLL Data, Eris Innovations demonstrates that Eris SOFR swap futures order book liquidity has grown tighter and deeper due to capital efficiency improvements from CME’s introduction of Portfolio Margining.

2 June, 2023

BMLL Market Lens: The View From The Feed | Sector Metrics Edition

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.

1 June, 2023

BMLL adds Cboe Europe Indices to Product Suite

Cboe Europe Indices now available via BMLL Data Lab, BMLL Data Feed and BMLL Vantage

30 May, 2023

How Level 3 Content Provides User with Insight into Market Dynamic and Direction

In this webinar, the panellists will discuss the importance of Level 3 historic data and derived metrics to understand market microstructure dynamics in order to identify alpha and achieve better investment and trading outcomes. They will explore the ways in which market participants can gain a trading advantage, the tools and data sets the buy side is demanding for easier accessibility, and what the data and platform providers need to deliver now.

22 May, 2023

Paul Humphrey, BMLL CEO, speaks with Streets Consulting at TradeTech 2023

Paul Humphrey shares the latest updates from BMLL, the expansion of our team into the US and our datasets globally, as well as what is coming down the track for the business and the industry.

18 May, 2023

Live Webcast: Optimize Execution Analysis With Comprehensive Tick Data

Trade execution analysis relies on comprehensive, high-quality tick data for liquidity analytics. However, most industry offerings strip out vital information from standard data feeds.
FactSet and BMLL Technologies have partnered to bring a best-in-class tick data service to market. Join the webcast to hear about how the new cloud-based historical tick data offering can help you.

16 May, 2023

Dr Elliot Banks, Chief Product Officer, BMLL, talks with Streets Consulting at TradeTech 2023

He discusses key themes at the event, from understanding market quality, order routing and trading decisions.

3 May, 2023

Do you know where your VWAP curve is? A glimpse of the shifting volume profiles in the US before and after the pandemic

During the lockdown period of the pandemic, from March 2020 to February 2022, Investors were more dependent on the morning trading hours, including the open and the hour following. In this article, we looked at the changing landscape of volume curves in the top 500 stocks by market capitalization in the US markets for three periods.