Dataset Name: bmll_auction_and_price_statistics
Vendor: BMLL Technologies
Data Starts at: 42370
Data Currently Ends at: ongoing, contact sales for full data set.
Symbol Set: US and European Equities
Asset Class: Equity
Data Update Frequency: day
BMLL Auction and Price StatisticsUnderstand the relationship between Closing Auction and Continuous Trading across the venues that matter to you.
Data points include;
- Open, high, low close datasets
- Daily & intraday TWAP & VWAP metrics
- Auction imbalance and auction dislocation analytics