Blockhouse
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      • Data Schemas & Execution Formats
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  1. Asset Classes
  2. Fixed Income

Venues and Datasets

Supported Trading Venues

We execute across a range of venues, each offering different liquidity characteristics:

  • CLOB (Central Limit Order Book) – Standard exchange-style order book where participants submit limit and market orders.

  • MATCH – Internal crossing network for optimizing execution efficiency.

  • DWEB (Dealer Web) – Dealer-based trading platform for RFQ (Request for Quote) and negotiated transactions.

Historical & Real-Time Datasets

Our analytics and execution models leverage a variety of datasets:

  • Order Book Data – Real-time market depth from CLOB.

  • Trade Data – Executed trade records from MATCH and DWEB.

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

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

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Last updated 2 months ago