BMLL

BMLL’s Head of Americas, Rob Laible, will take part in the TabbFORUM in New York on November 2nd. Want to discuss how firms can use independent, granular market data to demonstrate execution quality with confidence? Connect with Rob or send him a message.

Anyone measuring the overnight market from TAQ alone is missing its busiest hours. Find out what TAQ leaves out of the overnight session, and how to measure all of it: hubs.li/Q04CKvnN0

Thank you to everyone who joined the webinar on SEC amended Rule 605 disclosures, and to the panelists who led the conversation. Did you miss the webinar? Watch the recording here: hubs.li/Q04CyP-l0

The BMLL team is heading to Chicago for FIA Expo from 2–4 November. Meet us to see how BMLL provides harmonised Level 3 order book data and analytics across major global futures venues, ready for quantitative research and analysis.

BMLL will be at the FIX Americas Trading Conference in New York on October 29th. Get in touch to connect with the team on the day: hubs.li/Q04C6xjq0

The October edition of BMLL Market Lens: US Liquidity Maps is out now. Explore 13 months of liquidity trends across the top 500 US stocks: hubs.li/Q04B_xBh0

At this year's STA Annual Market Structure Conference, Rob Laible, Alexa Koike, and Mike Hosford met with market participants to discuss how high quality historical data supports research.  Thank you to the STA for hosting this critical forum.

What do the amended SEC Rule 605 disclosures mean for market participants?  Join the webinar on October 21st, at 3:00 PM BST / 10:00 AM EDT, to learn what these changes mean for you.  Don’t miss your chance to register: hubs.li/Q04Bx75W0

Thank you to everyone who visited the BMLL team at WFIC! It was a pleasure to meet so many data buyers and to discuss how clean, harmonised, nanosecond-precision order book data that increases speed of strategy development and lowers total cost of ownership.

Why does level 11 on the Tokyo Stock Exchange draw more new orders than level 10? BMLL Level 3 data records every order at every price, so you can analyse what a 10-level feed does not show. Read the full analysis: hubs.li/Q04BfysR0

In this edition of European Liquidity Maps, we can see periodic auctions were flat over a year in which the European market grew 30%. Read the full analysis: hubs.li/Q04B723M0

Over recent weeks, Optiver has published a series of charts drawing on BMLL data. Each shows what becomes possible when analysis starts from granular, trusted market data.

BMLL is pleased to announce the availability of historical order book data for BIVA. Explore our Data Coverage: hubs.li/Q04zT1pc0

In this month's issue of The View From The Feed, equity liquidity thins, volatility rises, and US bucks trend. Explore the data here: hubs.li/Q04zBLsf0

The BMLL team is in Washington, DC for the STA 93rd Annual Market Structure Conference. Meet us there to discuss the advantages of using high quality historical data that is structured, consistent, and ready for research.

Data engineering is often the biggest obstacle to alpha generation. Cleaning, normalising, and stitching together fragmented venue data consumes valuable research time, and delays strategy development. The team will be at WFIC Booth #28. Stop by to find out more about our data.

At the Snowflake World Tour, Dr. Elliot Banks, Chief Product Officer at BMLL, shared how fragmentation, growing data volumes and the cost of trading have previously left firms with a difficult choice: commit significant in-house resources or rely on a black box.

Going to STAC Summit London tomorrow? Join Etienne Mercuriali, Director of Research, and Paul H., Senior Sales Director, to talk about how consistent, high-quality historical market data helps firms run research faster and with greater confidence in the results.

BMLL has expanded its US equities data coverage with the addition of Bruce ATS, a new venue trading only through the overnight session, from 8pm to 4am ET. Explore our full market data coverage here: hubs.li/Q04z0GVF0

The amended disclosures for SEC Rule 605 have widened the reporting scope. Added order types will require materially more granular execution-quality metrics.  Register to secure your spot today: hubs.li/Q04z0bdg0