Equities & ETFs

Equities & ETFs Market Data Level 1 Quotes BBO prices, quantity of shares and number of orders on a tick-by-tick basis.
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Equities & ETFs Market Data Level 2 Quotes (Market-by-Price) The top 10 bid and offer price levels, quantity of shares and number of orders on a tick-by-tick basis.
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Equities & ETFs Market Data Level 3 (Market-by-Order) Every insert, modify, execute or delete order book message, available at a T+1 basis at tick level granularity.
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Equities & ETFs Market Data BMLL Trades Plus Enriched historical dataset that goes beyond raw trade records to deliver deep execution insights. By combining granular trade data with BMLL’s level 3 insights and analytics, Trades Plus saves you coding effort and computation time with data you can use immediately to accelerate your research.
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Equities & ETFs Market Data Trades Trade by trade dataset, normalised across all venues.
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Equities & ETFs Market Data Auction Imbalance Easy analysis of price formation during the auction period.
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Equities & ETFs Market Data Market State The current trading status and the exchange's rules determine the specific value of the market trading phase, which is represented by a normalised numerical value with 14 possible options.
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Equities & ETFs Market Data Daily Reference Comprehensive list of reference data for all instruments available within the BMLL universe. It is updated daily and allows users to easily identify specific securities in other BMLL Data Feed products.
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