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bmll_order_message_and_placement_statistics

bmll_order_message_and_placement_statistics by BMLL Technologies

Dataset Name: bmll_order_message_and_placement_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 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




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.