Dataset Name: bmll_liquidity_analytics
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 Liquidity Analytics
Understand and view addressable single & multi-instrument liquidity analytics and performance across all lit markets, dark pools and OTC venues.
Data points Include:
- Addressable vs non-addressable liquidity statistics and classifications
- Intraday liquidity profiles up to 50bps from BBO
- Intraday granular volume statistics
- Volumes by shares & notional traded and trade count, broken into lit, dark, bilateral addressable & non-addressable volumes