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BMLL Order Placement Statistics EuroStoxx 600

BMLL Order Placement Statistics EuroStoxx 600 by BMLL Technologies

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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.