BMLL Trades - Europe

BMLL Trades provides a complete trade-by-trade view of the market, capturing every trade across multiple execution venues and trading mechanisms (including OTC, dark, and continuous trading). By incorporating trade amendments, using the highest-granularity exchange timestamps, and providing consistent trade condition codes, the BMLL Trades product provides the most detailed view of historical trading activity available. <p><br/></p> **Use cases:** - Buy-side - backtest strategies, generate alpha and perform TCA and execution analysis - Sell-side - backtest execution algorithms, improve smart order routers and demonstrate best execution - Exchanges - analyse market share across fragmented venues and mechanisms <p><br/></p> **What’s Included:** - A normalised view of trade information across all major European equity venues - MMT flags (where available) and exchange trade condition codes included - Nanosecond or microsecond precision timestamps, based on order-matching engines. Both time of trade and publication are included for delayed trade reporting - Amended or cancelled trades included - Aggressor side identified for lit trading using BMLL’s Level 3 order book data - Coverage includes all European primary and secondary markets plus trade reporting facilities, including off-book, conditional and periodic auction mechanisms <p><br/></p> **Sample Dataset:** - Trainline PLC (TRN) across January 03 2023. All sample fields are featured in the data dictionary. <p><br/></p> **Custom Datasets:** - Custom BMLL market datasets are also available (based on instrument, MIC, or region). To create your own custom BMLL market dataset, contact [e-mail]

搜集汇总

背景与挑战

背景概述

BMLL Trades - Europe 数据集提供欧洲市场逐笔交易的完整视图，覆盖多种交易场所和机制，支持买方和卖方的策略回测、执行分析等应用。该数据集包含标准化交易信息、高精度时间戳以及交易修正数据，适用于市场活动深度分析。