BMLL Retail Trades

The BMLL Retail Trades product provides daily retail trading volumes on a per-instrument basis across multiple mechanisms. The dataset combines Level 3 flags and heuristic models, enabling users to quickly and easily understand the evolution of retail trading volumes across US equity markets.

See the Retail Flow Behind the Tape: Go beyond top-line volume and uncover: Retail share of market volume, venue fragmentation patterns and shifts in behavior by instrument and region.

Category:

Pre-Trade Analytics

Type:

historical

Workspace:

EDGE

Dataset Id:

RETAIL_TRADES

Region:

History:

1 Year

Records:

7,883,105

Newest Record:

10/26/2026

Oldest Record:

01/02/2024

Updated At:

10/27/2026

Use Cases

Buy-Side: Optimize strategy to capture retail alpha and enhance liquidity interaction.
Sell-Side: Monitor evolving retail flow patterns and adjust internalization strategies.
Market Analysts & Strategists: Quantify retail impact and sentiment-driven activity at the instrument level

Highlights

Notional traded volume
Count of orders and shares
Avg trade size (notional and shares)
Daily granularity by instrument, region & mechanism

Provider

Published ByBMLL

Visit Provider Website

Methods

https://api.blueskyapi.com/v1/data/EDGE/RETAIL_TRADES
https://api.blueskyapi.com/v1/data/EDGE/RETAIL_TRADES/:ticker
https://api.blueskyapi.com/v1/data/EDGE/RETAIL_TRADES/:ticker/::opol
https://api.blueskyapi.com/v1/data/edge/RETAIL_TRADES/aapl

Example API Request URL

/v1/data/EDGE/RETAIL_TRADES?last=1

Time Series Query Parameters

You can use any time series query parameters with this dataset.
View the full documentation →

Response Attributes

Key	Type	Description
currencyCode	string, null	Currency associated with the listing.
instrumentId	number, null	The BMLL identifier of the BMLL instrument. BMLL instruments are designed to connect listings of a designated underlying asset when they are issued with a similar condition (i.e. same quoting currency, geographical, legislation region, primary reference venue).
listingId	number, null	The BMLL ListingId is used to identify a specific instrument on a market venue (trading venue or reporting venue). BMLL listings identify uniquely every ticker on the venue and remain attached to the instrument even when a ticker change occurs - though changes of primary instrument identifier (such as ISIN changes) can cause new listing_id to be issued.
mic	string, null	The Market Identifier Code (MIC) is used to uniquely identify the exchange for which the trade is reported
opol* `subkey`	string	Original Place Of Listing for the Instrument.
retailTradesCount	number, null	Daily value which is the sum of retail trade count.
retailTradesNotionalEur	number, null	Daily value which is the sum of retail trade notional in EUR.
retailTradesNotionalLocal	number, null	Daily value which is the sum of retail trade notional in local currency.
retailTradesNotionalUsd	number, null	Daily value which is the sum of retail trade notional in USD.
retailTradesShares	number, null	Daily value which is the sum of retail trade volume.
ticker* `key`	string	The ticker as provided by the exchange
tradingDate* `date`	string	The specific date on which a trade was executed

* required

Attribution

Please include the following somewhere on your site or application, Source: BMLL. https://www.bmlltech.com