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bmll_auction_and_price_statistics by BMLL Technologies

Dataset Name: bmll_auction_and_price_statistics

Group: market_data
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 Statistics

Understand 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

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.