BMLL Classified Trades
BMLL Classified Trades
BMLL Classified Trades
The Daily Classified Trades dataset maps every trade type across all equity exchanges, secondary markets and trade reporting facilities into a consistent daily traded volume dataset segmented by distinct industry-relevant trade classifications.
A normalized view of all trades across every venue, aggregated daily by venue and trading mechanism. Corrections, amendments and cancellations incorporated. Over 22 trading mechanisms across global markets.
Category:
Pre-Trade Analytics
Type:
historical
Workspace:
EDGE
Dataset Id:
CLASSIFIED_TRADES
Region:
US
History:
1 Year
Records:
89,620,546
Newest Record:
10/26/2026
Oldest Record:
01/02/2024
Updated At:
10/27/2026
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Use Cases
- Buy-side - understand addressable liquidity to better navigate trading conditions.
- Sell-side - analyze market structure to improve execution performance and optimize smart order routers.
- Exchanges - track regulatory changes, monitor peers and analyze market share across multiple execution venues and trading mechanisms.
Highlights
- Trades classified into 22 classes (Lit, Dark, OTC etc)
- Trade Date – time-aligned reporting
- TradeVolume, TradeCount, TradeNotional (Local, USD, EUR)
- MIC and Execution Venue
- Ticker, ListingId, InstrumentId – unique identifiers across listings
Provider
Published ByBMLL
Methods
https://api.blueskyapi.com/v1/data/EDGE/CLASSIFIED_TRADEShttps://api.blueskyapi.com/v1/data/EDGE/CLASSIFIED_TRADES/:tickerhttps://api.blueskyapi.com/v1/data/EDGE/CLASSIFIED_TRADES/:ticker/::executionVenue- https://api.blueskyapi.com/v1/data/edge/CLASSIFIED_TRADES/aapl
Example API Request URL
Time Series Query Parameters
You can use any time series query parameters with this dataset.
View the full documentation →
Response Attributes
| Key | Type | Description |
|---|---|---|
| classificationName | string | The classification of the trade (See Table Bellow) |
| currencyCode | string, null | The currency of the order book information; as provided by the exchange |
executionVenue* subkey | string | The MIC code of the underlying venue where the trade has been executed. This can be different from the MIC code, either for reporting venues (e.g. BOTC), or where there are multiple trading mechanisms for a single MIC code (e.g. JapanNext) |
| fileLoadedAt | string, null | Timestamp marking when the data was loaded.. |
| instrumentId | number, null | BMLL identifier represents the instrument to which the listing belongs. BMLL Instrument IDs are different if the primary identifier is different, the currency or the region is different |
| listingId | integer, null | The BMLL identifier represents the listing |
| mic | string, null | The Market Identifier Code (MIC) is used to uniquely identify the exchange for which the trade is reported |
| opol | string, null | Original Place Of Listing for the Instrument. |
| publicationDate | string, null | The date the trade was reported, This can be different to the Date |
ticker* key | string | The ticker as provided by the exchange |
| tradeCount | integer, null | The number of trades or executions reported. Note that in the case of auctions where a single uncross message is received, this will be counted as a single atomic trade |
tradeDate* date | string | The specific date on which a trade was executed |
| tradeNotional | number, null | The notional value traded in the local currency |
| tradeNotionalEur | number, null | The notional traded in EUR |
| tradeNotionalUsd | number, null | The notional traded in USD |
| tradeVolume | integer, null | The number of shares traded |
* required
Classifications:
| key | description |
|---|---|
| LIT_CONTINUOUS | Standard on-book continuous trading with pre-trade transparency (includes icebergs with visible parts) |
| LIT_OPENING_AUCTION | Trade occurring during the lit opening auction |
| LIT_INTRADAY_AUCTION | Trade occurring during a scheduled intraday auction |
| LIT_UNSCHEDULED_AUCTION | Trade occurring during an unscheduled intraday auction |
| LIT_CLOSING_AUCTION | Trade occurring during the closing auction |
| AUCTION_ON_DEMAND | Trade on a periodic auction |
| CLOSING_PRICE | Trade occurring on a venue using a mechanism that fixes to the official close price |
| POST_TRADE_UNCROSSING | Auction occurring after the close (e.g CBOE 3C) |
| DARK_BELOW_LIS | Trade occurring on a dark venue or fully hidden order with a size smaller than LIS |
| DARK_ABOVE_LIS | Trade occurring on a dark venue or fully hidden order with a size larger than LIS |
| DARK_CONDITIONAL_BELOW_LIS | Trade occurring on a request for quote venue with a size smaller than LIS |
| REQUEST_FOR_QUOTE_ABOVE_LIS | Trade occurring on a request for quote venue with a size larger than LIS |
| OFF_BOOK_ON_EXCHANGE | Off book trades occurring on the exchange under exchange rules |
| SI_ADDRESSABLE_BELOW_LIS | Any trade executed on a systematic internaliser where liquidity was classified addressable and size was below LIS |
| SI_ADDRESSABLE_ABOVE_LIS | Any trade executed on a systematic internaliser where liquidity was classified addressable and size was above LIS |
| SI_NON_ADDRESSABLE_BELOW_LIS | OTC trades with a MMT BENC flag set on, or that occur fixed with a benchmark price |
| SPECIAL_PRICE | OTC trade classified as SPECIAL_PRICE in BMLL Normalization (non-price forming trades, dividends, physical delivery…) |
| OTC | Vanilla OTC trades |
Attribution
Please include the following somewhere on your site or application, Source: BMLL. https://www.bmlltech.com
HTTP REQUEST
GET/v1/data/EDGE/CLASSIFIED_TRADES?last=1
HTTP RESPONSE
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