Dataset Name: bmll_order_message_and_placement_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 Order Message and Placement Statistics
Use the most granular Level 3 historical ‘market dynamic’ datasets available to identify critical market characteristics during venue selection processes.
Data points include:
- Resting time of orders per venue
- Granular order fill rates and partial fill rates per venue
- Cross market
- Insert/Delete/Executed/Modify/Replace message statistics