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bmll_granular_trades_classification

bmll_granular_trades_classification by BMLL Technologies

Dataset Name: bmll_granular_trades_classification


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 Granular Trades Classification

Until now, market participants could only navigate fragmented markets by using a variety of complex mechanisms. European trades have multiple regimes and ways to trade with no consistent way to report. Complexities such as periodic auctions and transparency waivers must be considered. Off book trade reporting can be slow, delayed or difficult to aggregate.

BMLL provides a granular, historical consolidated tape of all European liquidity. Market participants can query individual stocks, indices or the entire portfolio to map every execution venue and every trading mechanism.

The BMLL Data Feed Trade Classification: Granular Trades is a new product that provides trade information across all equity exchanges, MTFs and Approved Publication Arrangements (APAs) in a simple, normalised format aggregated on a daily basis per symbol.

Data points include;

  • Full coverage across all EU trade reports, APAs, MTFs and equity venues.
  • Built from raw granular data - taken directly from source PCAPs and Exchanges. A normalised single, consistent view of all trades from all venues across EU equities.
  • Corrections, amendments and cancellations are incorporated.
  • You always see the true view. Simple query function - highly performant query across instruments, over time.
  • Ease of use and integration with other products.
  • Query on individual symbols to multiple stocks to get a detailed breakdown by execution venue, trade mechanisms.
  • Data available 4+ years of history in Europe
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    Important Dataset Notes

    This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. 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.