BME Flow Analytics
BME Flow Analytics
BME Flow Analytics
BME Flow Analytics (BFA) provides flow-oriented analytics for BME equities, such as activity intensity, directional flow signals, and time-of-day behavior derived from trading and quoting patterns. Useful for, liquidity profiling, execution analytics and research. SIX Market Signal delivers the product as a historical dataset with a daily update cadence (T+1).
Free Historical Trial Data
Prospective clients may benefit from a free trial of BME Flow Analytics historical data before onboarding the T+1 product. The historical trial dataset is refreshed quarterly on a rolling basis and maintains a minimum three-month delay from the current date. For complimentary access to the historical trial dataset, please contact marketsignal@six-group.com.
Product Guide
Ordering the trial data or T+1 Products
- Signed SIX Analytics Agreement: For the trial data and/or the Analytics T+1 Product the signed Analytics Agreement is required.
- SIX Analytics General Terms and Conditions
- Order Form: Filled out order form
- Affiliate List: Subsidiaries, and any holding company of the User and any Subsidiary of such holding company. For the purpose of this definition, a subsidiary means a company in which the Distributor owns directly or indirectly more than 50% (fifty percent).
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Use Cases
- Flow composition and microstructure analysis on BME
- Participant and customer vs. non-customer monitoring
- Aggressive vs. passive and auction flow profiling
- Order-imbalance research
- Quantitative research on Spanish equity trading
Highlights
Pairs naturally with BME_HHI_Insight_EQ.
Provider
Methods
https://api.marketsignal.six-group.com/v1/data/CORE/BME_FLOW_ANALYTICS_EQ?token=<your token>https://api.marketsignal.six-group.com/v1/data/CORE/BME_FLOW_ANALYTICS_EQ/isin?token=<your token>https://api.marketsignal.six-group.com/v1/data/CORE/BME_FLOW_ANALYTICS_EQ/isin/mic?token=<your token>- https://api.marketsignal.six-group.com/v1/data/CORE/BME_FLOW_ANALYTICS_EQ/CH0038863350
- https://api.marketsignal.six-group.com/v1/data/CORE/BME_FLOW_ANALYTICS_EQ/CH0038863350?from=2026-07-01&to=2026-07-31&format=csv
Time Series Query Parameters
You can use any time series query parameters with this dataset.
View the full documentation →
Response Attributes
| Key | Type | Description |
|---|---|---|
isin* key | string | ISO 6166 International Securities Identification Number of the instrument. |
date* index | string | Trading date the metrics are computed for (YYYY-MM-DD). |
currency* subkey | string | Trading currency of the instrument (ISO 4217). |
| trade_volume | integer | Total executed volume for the instrument on the day. |
| aggressive_trade_volume | integer | Executed aggressive (liquidity-taking) volume. |
| passive_trade_volume | integer | Executed passive (liquidity-providing) volume. |
| grupoval | string | BME instrument group code (grupo de valores). |
| nomcompleto | string | Full instrument name (nombre completo). |
| nomred | string | Short instrument name (nombre reducido). |
| ticker | string | Ticker symbol of the instrument. |
| tipoproducto | string | Product type classification (tipo de producto). |
| trade_value | float64 | Total executed value (turnover) for the instrument on the day. |
| trade_volume_customer | integer | Executed volume attributed to customer (client) flow. |
| trade_volume_non_customer | integer | Executed volume attributed to non-customer (proprietary) flow. |
| trade_imbalance_customer | integer | Net buy/sell trade imbalance attributed to customer (client) flow. |
| trade_imbalance_non_customer | integer | Net buy/sell trade imbalance attributed to non-customer (proprietary) flow. |
| aggressive_trade_buy_value | float64 | Executed aggressive (liquidity-taking) buy-side value (turnover). |
| aggressive_trade_buy_volume | integer | Executed aggressive (liquidity-taking) buy-side volume. |
| aggressive_trade_sell_value | float64 | Executed aggressive (liquidity-taking) sell-side value (turnover). |
| aggressive_trade_sell_volume | integer | Executed aggressive (liquidity-taking) sell-side volume. |
| aggressive_trade_value | float64 | Executed aggressive (liquidity-taking) value (turnover). |
| aggressive_trade_volume_customer | integer | Executed aggressive (liquidity-taking) volume attributed to customer (client) flow. |
| aggressive_trade_volume_non_customer | integer | Executed aggressive (liquidity-taking) volume attributed to non-customer (proprietary) flow. |
| aggressive_trade_imbalance_customer | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to customer (client) flow. |
| aggressive_trade_imbalance_non_customer | integer | Net buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to non-customer (proprietary) flow. |
| passive_trade_buy_value | float64 | Executed passive (liquidity-providing) buy-side value (turnover). |
| passive_trade_buy_volume | integer | Executed passive (liquidity-providing) buy-side volume. |
| passive_trade_sell_value | float64 | Executed passive (liquidity-providing) sell-side value (turnover). |
| passive_trade_sell_volume | integer | Executed passive (liquidity-providing) sell-side volume. |
| passive_trade_value | float64 | Executed passive (liquidity-providing) value (turnover). |
| passive_trade_volume_customer | integer | Executed passive (liquidity-providing) volume attributed to customer (client) flow. |
| passive_trade_volume_non_customer | integer | Executed passive (liquidity-providing) volume attributed to non-customer (proprietary) flow. |
| passive_trade_imbalance_customer | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to customer (client) flow. |
| passive_trade_imbalance_non_customer | integer | Net buy/sell trade imbalance for passive (liquidity-providing) trades attributed to non-customer (proprietary) flow. |
| auction_trade_value | float64 | Executed auction-phase value (turnover). |
| auction_trade_volume | integer | Executed auction-phase volume. |
| auction_trade_volume_customer | integer | Executed auction-phase volume attributed to customer (client) flow. |
| auction_trade_volume_non_customer | integer | Executed auction-phase volume attributed to non-customer (proprietary) flow. |
| auction_trade_imbalance_customer | integer | Net buy/sell trade imbalance for auction-phase trades attributed to customer (client) flow. |
| auction_trade_imbalance_non_customer | integer | Net buy/sell trade imbalance for auction-phase trades attributed to non-customer (proprietary) flow. |
| auction_trade_open_value | float64 | Executed auction-phase opening-auction value (turnover). |
| auction_trade_open_volume | integer | Executed auction-phase opening-auction volume. |
| auction_trade_close_value | float64 | Executed auction-phase closing-auction value (turnover). |
| auction_trade_close_volume | integer | Executed auction-phase closing-auction volume. |
| auction_trade_volatility_value | float64 | Executed auction-phase volatility-auction value (turnover). |
| auction_trade_volatility_volume | integer | Executed auction-phase volatility-auction volume. |
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