BMLL Daily Classified Trades - Europe

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

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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 Primary Exchanges, MTFs and APAs) and their mechanisms, including Request For Quote, Periodic Auctions and Conditional Trading. This ensures a consistent view of daily traded volumes across the fragmented European trading landscape.

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**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

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**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
- 22 trading mechanisms across 97 execution venues covering 250,000+ listings
- Coverage includes all BMLL European equity venues (including Primary Exchanges, MTFs and APAs)
- Market data available from 2017 (venue dependent)

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**Sample Dataset:**

The 50 largest European (inc U.K.) equities by market cap across January 2023. All sample fields are featured in the data dictionary.

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**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]