Navigation and Service

Content

BMLL Classified Trades Europe and US Consistent view of daily traded volume across the fragmented trading landscape

About BMLL

  • BMLL is a leading, independent provider of historical data and analytics
  • As a historical data specialist, BMLL’s data and analytics span global equities, ETFs and futures and options from more than 100 trading venues
  • The BMLL Classified Trades give a clear view of daily trading volumes across complex and fragmented markets

Benefits

  • BMLL Daily Classified Trades enable market participants to quickly and easily identify the evolution of market dynamics by providing a normalised view of daily trading volumes across European equity markets. 
  • The datasets map trading volume data across every trade type across all execution venues and trading mechanisms into a single consistent dataset, including on- and off-exchange, lit, and dark liquidity sources (e.g., OTC, SIs, Request-for-Quote, and Dark). 

BMLL Daily Classified Trades - Europe 

Use Cases:

  • Identify trading opportunities by exploring the evolution of liquidity in response to market events (including index rebalancing, corporate events, regulatory changes, etc.).  
  • Daaddressable liquidity resides.
  • Enhance trading-related workflows by accessing a complete view of historical trading volumes (e.g., compliance, surveillance and data strategy).

Data Coverage:

  • Coverage across all major European Equity Venues (including all Primary Venues, MTFs and APAs).
  • The datasets include all trade types across 22 trading mechanisms across European and UK execution venues.
  • The dataset contains the execution venue, classification name, daily traded volume, notional and trade count.

BMLL Daily Classified Trades – US

Benefits:

  • BMLL Daily Classified Trades US enables market participants to quickly and easily identify the evolution of market dynamics by providing a normalised view of daily trading volumes across European equity markets. 
  • The dataset maps trading volume data across every trade type across all execution venues and trading mechanisms into a single consistent dataset, including on- and off-exchange, lit, and dark liquidity sources (including all FINRA-reported trades).

Use Cases:

  • Identify trading opportunities by exploring the evolution of liquidity in response to market events (including index rebalancing, corporate events, regulatory changes, etc.).
  • Improve execution performance by identifying where addressable vs non-addressable liquidity resides.
  • Enhance trading-related workflows by accessing a complete view of historical trading volumes (e.g., compliance, surveillance and data strategy). 

Data Coverage:

  • Coverage across all US Equity Venues (inc., US SIP and FINRA data).
  • The dataset contains each instrument's daily traded volume, notional and counts, broken down and grouped by execution venue and classification name.