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bmll_order_placement_statistics_eu by BMLL Technologies

Name: bmll_order_placement_statistics_eu
Brand: BMLL Technologies
SKU: BM-00105
Price: 9999.99 USD
Availability: InStock

Category: altdata , main_tax_category , technical ,

Product Type: market_data

Region: Europe ,

Industry: Consumer Discretionary , Consumer Staples , Energy , Financials , Health Care , Industrials , Information Technology , Materials , Real Estate , Telecommunication Services , Utilities ,

Asset Classes: Equity ,

Data Frequency: day

Quantity must be 1 or more

Dataset Name: bmll_order_placement_statistics_eu

Group: market_data
Vendor: BMLL Technologies
Data Starts at: 2016-01-01 00:00:00
Data Currently Ends at: ongoing, contact sales for full data set.
Symbol Set: European Equities
Asset Class: Equity
Data Update Frequency: day

BMLL Order Placement Statistics EuroStoxx 600

About BMLL

BMLL is the leading, independent provider of harmonised, historical Level 3 data and analytics across global equity and futures markets.

BMLL provides historical Level 3 data and analytics to the world’s most sophisticated capital market participants. BMLL clients, including banks, brokers, asset managers, hedge funds and global exchanges, can access BMLL’s order book data and analytics enabling them to derive predictive insights, backtest strategies to generate alpha and gain an understanding of how markets behave.

Data Contained in this Dataset

Column	Type	Description
_seq	uint	Internal sequence number used to keep data rows in order
timestamp	string	Timestamp of the Data - America/New York Time.
muts	uint64	Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. (underlying field is nc_publish_date_actual)
symbol	string	Trading Symbol or Ticker
Date	string	Date of calculated values.
MIC	string	ISO Market Identifier Code for the Exchange. ISO 10383, ISO 20022. ie XXXX, XNYS, PINX, XNAS, Null, XLON, XBOM, NEOE, XFRA, XPAR, XTKS, BVMF, XTSX, XTSE, XKRX, XKLS, XASX, XMIC, XCNQ, XJSE,
ISIN	string	International Securities Identification Number. An international code which identifies a securities issue
FIGI	string	FIGI ID. The FIGI code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country.
DisplayName	string	Display Name for BMLL object.
ListingId	string	BMLL identifier for a listing. This corresponds to an order book on a given day.
InstrumentId	string	BMLL identifier for an instrument. This corresponds to a group of listings that trade for the same fungible instrument.
CurrencyCode	string	ISO Currency Code
IsAlive	string	Boolean flag indicating whether a particular listing is active or delisted.
DeleteCount\|Ask	double	The number of ask orders that were deleted.
DeleteVolume\|Ask	double	The total volume of deleted ask orders.
DeleteCount\|Bid	double	The number of bid orders that were deleted.
DeleteVolume\|Bid	double	The total volume of deleted bid orders.
ExecutedCount\|Ask	double	The number of ask orders that were executed.
ExecutedVolume\|Ask	double	The total volume of executed ask orders.
ExecutedCount\|Bid	double	The number of bid orders that were executed.
ExecutedVolume\|Bid	double	The total volume of executed bid orders.
InsertCount\|Ask	double	The number of ask orders that were inserted.
InsertVolume\|Ask	double	The total volume of inserted ask orders.
InsertCount\|Bid	double	The total volume of executed bid orders.
InsertVolume\|Bid	double	The number of bid orders that were inserted.
ModifyCount\|Ask	double	The number of ask orders that were modified.
ModifyVolumeDelta\|Ask	double	The total change in volume of ask orders due to orders being modified.
ModifyVolumeNew\|Ask	double	The total volume of modified ask orders, after being modified.
ModifyVolumeOld\|Ask	double	The total volume of modified ask orders, prior to being modified.
ModifyCount\|Bid	double	The number of bid orders that were modified.
ModifyVolumeDelta\|Bid	double	The total change in volume of bid orders due to orders being modified.
ModifyVolumeNew\|Bid	double	The total volume of modified bid orders, after being modified.
ModifyVolumeOld\|Bid	double	The total volume of modified bid orders, prior to being modified.
ReplaceCount\|Ask	double	The number of ask orders that were replaced.
ReplaceVolumeDelta\|Ask	double	The total change in volume of ask orders due to orders being replaced.
ReplaceVolumeNew\|Ask	double	The total volume of replaced ask orders, after being replaced.
ReplaceVolumeOld\|Ask	double	The total volume of replaced ask orders, prior to being replaced.
ReplaceCount\|Bid	double	The number of bid orders that were replaced.
ReplaceVolumeDelta\|Bid	double	The total change in volume of bid orders due to orders being replaced.
ReplaceVolumeNew\|Bid	double	The total volume of replaced bid orders, after being replaced.
ReplaceVolumeOld\|Bid	double	The total volume of replaced bid orders, prior to being replaced.

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.