-
Asset Class
-
Data Type
-
Region
-
Delivery Mechanism
Intraday Analytics
Time series analytics, at 30-minute and 1-minute frequencies, are derived from BMLL Level 3 Data. Intraday Analytics provide the most granular market analytics without capturing and processing full-depth order book data.
Product Overview:
- Intraday analytics are calculated and derived from BMLL Quotes and Trades data.
- Users can analyse and assess price, liquidity and order book characteristics across markets, exchanges and instruments.
Use Cases:
- Buy-side - understand market behaviour to develop new trading strategies and conduct execution analysis.
- Sell-side - compare venue quality across fragmented markets to optimise smart order routers and assess regulatory change.
- Exchanges - understand venue liquidity over time to benchmark and compare exchanges.
Product Description:
- Asset Classes: Equities and ETFs
- Coverage: EMEA, North America and APAC
- Data available from: 2016
- Delivery mechanism: API / SFTP
- Delivery partners: CloudQuant