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

Category:
Analytics
Type:
historical
Workspace:
BME
Dataset Id:
BME_FLOW_ANALYTICS_EQ
Region:
Spain
Records:
306,239
Newest Record:
10/26/2026
Oldest Record:
01/02/2018
Updated At:
10/26/2026

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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

BME Logo
Published ByBME

Methods

Time Series Query Parameters

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

Response Attributes

KeyType
Description
isin* keystringISO 6166 International Securities Identification Number of the instrument.
date* indexstringTrading date the metrics are computed for (YYYY-MM-DD).
currency* subkeystringTrading currency of the instrument (ISO 4217).
trade_volumeintegerTotal executed volume for the instrument on the day.
aggressive_trade_volumeintegerExecuted aggressive (liquidity-taking) volume.
passive_trade_volumeintegerExecuted passive (liquidity-providing) volume.
grupovalstringBME instrument group code (grupo de valores).
nomcompletostringFull instrument name (nombre completo).
nomredstringShort instrument name (nombre reducido).
tickerstringTicker symbol of the instrument.
tipoproductostringProduct type classification (tipo de producto).
trade_valuefloat64Total executed value (turnover) for the instrument on the day.
trade_volume_customerintegerExecuted volume attributed to customer (client) flow.
trade_volume_non_customerintegerExecuted volume attributed to non-customer (proprietary) flow.
trade_imbalance_customerintegerNet buy/sell trade imbalance attributed to customer (client) flow.
trade_imbalance_non_customerintegerNet buy/sell trade imbalance attributed to non-customer (proprietary) flow.
aggressive_trade_buy_valuefloat64Executed aggressive (liquidity-taking) buy-side value (turnover).
aggressive_trade_buy_volumeintegerExecuted aggressive (liquidity-taking) buy-side volume.
aggressive_trade_sell_valuefloat64Executed aggressive (liquidity-taking) sell-side value (turnover).
aggressive_trade_sell_volumeintegerExecuted aggressive (liquidity-taking) sell-side volume.
aggressive_trade_valuefloat64Executed aggressive (liquidity-taking) value (turnover).
aggressive_trade_volume_customerintegerExecuted aggressive (liquidity-taking) volume attributed to customer (client) flow.
aggressive_trade_volume_non_customerintegerExecuted aggressive (liquidity-taking) volume attributed to non-customer (proprietary) flow.
aggressive_trade_imbalance_customerintegerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to customer (client) flow.
aggressive_trade_imbalance_non_customerintegerNet buy/sell trade imbalance for aggressive (liquidity-taking) trades attributed to non-customer (proprietary) flow.
passive_trade_buy_valuefloat64Executed passive (liquidity-providing) buy-side value (turnover).
passive_trade_buy_volumeintegerExecuted passive (liquidity-providing) buy-side volume.
passive_trade_sell_valuefloat64Executed passive (liquidity-providing) sell-side value (turnover).
passive_trade_sell_volumeintegerExecuted passive (liquidity-providing) sell-side volume.
passive_trade_valuefloat64Executed passive (liquidity-providing) value (turnover).
passive_trade_volume_customerintegerExecuted passive (liquidity-providing) volume attributed to customer (client) flow.
passive_trade_volume_non_customerintegerExecuted passive (liquidity-providing) volume attributed to non-customer (proprietary) flow.
passive_trade_imbalance_customerintegerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to customer (client) flow.
passive_trade_imbalance_non_customerintegerNet buy/sell trade imbalance for passive (liquidity-providing) trades attributed to non-customer (proprietary) flow.
auction_trade_valuefloat64Executed auction-phase value (turnover).
auction_trade_volumeintegerExecuted auction-phase volume.
auction_trade_volume_customerintegerExecuted auction-phase volume attributed to customer (client) flow.
auction_trade_volume_non_customerintegerExecuted auction-phase volume attributed to non-customer (proprietary) flow.
auction_trade_imbalance_customerintegerNet buy/sell trade imbalance for auction-phase trades attributed to customer (client) flow.
auction_trade_imbalance_non_customerintegerNet buy/sell trade imbalance for auction-phase trades attributed to non-customer (proprietary) flow.
auction_trade_open_valuefloat64Executed auction-phase opening-auction value (turnover).
auction_trade_open_volumeintegerExecuted auction-phase opening-auction volume.
auction_trade_close_valuefloat64Executed auction-phase closing-auction value (turnover).
auction_trade_close_volumeintegerExecuted auction-phase closing-auction volume.
auction_trade_volatility_valuefloat64Executed auction-phase volatility-auction value (turnover).
auction_trade_volatility_volumeintegerExecuted auction-phase volatility-auction volume.

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