News, Insight and Events

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.

26 April, 2023

Data & Analytics: The building blocks for differentiation

In the recent Data & Analytics Race webinar moderated by The TRADE, we explored how historical data helps firms gain deeper insights across the trade lifecycle to deploy more sophisticated strategies and gain a trading advantage.

17 April, 2023

Where does price formation truly happen?

Using BMLL Data, Euronext uses a range of metrics such as EBBO Setting percentage, Liquidity and Spreads to compare its venues' performance with its competitors across French blue-chip equities.

6 April, 2023

BMLL delivers on its strategic growth plans for geographic expansion and presence in the USA

Meet the Team: Rob Laible, Head of Americas; Jenny Chen, Head of Sales, Americas; Tom Jardine, Customer-Facing Data Scientist - Americas; Erik McBain, Director of Growth - Americas

5 April, 2023

Dr Elliot Banks discusses Level 3 Data with Fintech Finance News at the 2023 FIX EMEA Trading Conference

Our CPO, Dr Elliot Banks, talks with Fintech Finance News about recent developments at BMLL and the launch of the no-code visualisation tool, BMLL Vantage.

5 April, 2023

Cboe Europe demonstrates big gains in liquidity and price formation

Selin Duz Tan, Head of Execution Consulting, Cboe Europe, discusses the exchange's recent market share growth and uses BMLL Data to demonstrate Cboe Europe's price quality and stability levels across French stocks.

3 April, 2023

FIX EMEA Trading Conference 2023 insights and how BMLL's analytics powers the SIX Swiss Exchange EBBO Service

Marc Berthoud, Executive Director, Head of Exchange Data Strategy at SIX, discusses the long-standing collaboration between SIX Swiss Exchange and BMLL.

3 April, 2023

BMLL Expands Data Coverage to APAC

Adds Level 3 Equities and ETF data from CBOE Japan, Japannext and Singapore Exchange in first phase of APAC coverage expansion

31 March, 2023

Rolling with the punches | How granular insights enable participants to reduce the cost of trading during the roll

To explore the impact of the roll period, we use the BMLL Data Lab to analyse 45 pairs of WTI outright futures contracts across four years. By comparing Level 1 with Level 3 metrics, we demonstrate how Level 3 metrics provide earlier warnings when rolling occurs in the order book.