BMLL Daily Classified Trades Europe and U.S.
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, 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 normalized 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 analyzing the evolution of liquidity in response to market events (including index rebalancing, corporate events, regulatory changes, etc.).
Improve execution performance by identifying where addressable and 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 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 value and trade count.
BMLL Daily Classified Trades – U.S.
Benefits:
BMLL Daily Classified Trades U.S. enable market participants to quickly and easily identify the evolution of market dynamics by providing a normalized 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 (such as 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 comprehensive 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.
Share this page