Daily time series analytics derived from BMLL Level 3 Data. The BMLL Data Feed provides the most granular view of the market, without having to capture and process full-depth order books.
Market quality - compare venue quality across fragmented markets to optimise smart order routers and assess regulatory change
Venue performance - understand venue liquidity over time to develop compliance models, execution algorithms or to benchmark and compare exchanges
Market microstructure - understand how the market truly behaves to develop market surveillance models or generate new sources of alpha
Coverage across Europe, the Americas and Asia
Analytics available from 2016 (venue dependent)
All daily analytics are deliverable via API/SFTP
Also available via the following BMLL partners:
Users can select over 300 analytics from 14 metric groups, or choose from our most popular metric bundles.