BMLL Daily Classified Trades - US

BMLL Daily Classified Trades gives the clearest view of daily trading volumes across complex, fragmented markets.

<p><br/></p>

BMLL Daily Classified Trades contains traded volume grouped by trade classifications (e.g. Opening Auction, Off-Book Trades, etc.) and execution venue, available per symbol. The dataset combines multiple trading venues (across all exchanges and FINRA-reported trades) and their mechanisms. This ensures a complete view of daily traded volumes across the US equity markets.

<p><br/></p>

**Use Cases:**

- Sell-side - analyse market structure, improve execution performance and optimise smart order routers
- Exchanges - track regulatory changes, monitor peers and analyse market share
- Buy-side - understand addressable liquidity for alpha generation and TCA

<p><br/></p>

**What’s Included:**

- Daily traded volume, notional and trade count per symbol grouped by mechanism and venue
- Separate reference data table available
- Corrections, amendments and cancellations are provided
- Coverage includes all equity venues reporting to the US SIP
- Market data available from 2018

<p><br/></p>

**Sample Dataset:**

The 50 largest US equities by market cap across January 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]