Blockhouse
    • Home
    • Quickstart
    • Tutorial Videos
      • SDK Walkthrough
      • Algorithm Products Walkthrough
  • Core Product
    • Blockhouse Architecture
    • Sending Data
    • Accessing Dashboards
    • Transaction Cost Analysis (TCA) Reports
    • Blockhouse Execution Algo
  • Asset Classes
    • Fixed Income
      • Schemas and Data Format
      • Standards and Conventions
      • Venues and datasets
    • Equities
      • Schemas and Data Format
      • Standards and Conventions
      • Venues and datasets
    • Crypto
      • Schemas and Data Format
      • Standards and Conventions
      • Venues and datasets
  • API Reference
    • Execution API
      • Introduction & Installation
      • Managing Orders
      • Full SDK Example & Notes
  • FIX API
    • About FIX API
Powered by GitBook
On this page
  • Supported Trading Venues
  • Historical & Real-Time Datasets
  1. Asset Classes
  2. Equities

Venues and datasets

Supported Trading Venues

We execute across a range of venues, each offering different liquidity characteristics. The specific trading venues are under evaluation and will be determined based on market conditions and execution efficiency.

Our primary sources for historical and real-time data are NYSE and NASDAQ.

Historical & Real-Time Datasets

Our analytics and execution models leverage a variety of datasets:

  • Order Book Data – Real-time market depth from NYSE and NASDAQ.

  • Trade Data – Executed trade records from NYSE and NASDAQ.

  • Liquidity Metrics – Spreads, impact costs, and order flow imbalances.

  • Execution Performance Data – Used for pre-trade analysis, execution optimization, and transaction cost analysis (TCA).

PreviousStandards and ConventionsNextCrypto

Last updated 1 month ago