31223Data Features for Market Abuse Detection: A Requirement of MiFID II Legislation from Financial RegulatorsClosedCollaborative R&DInnovate UKBMLL Technologies is a company that has spun-out of the research labs at Cambridge University. BMLL's product is a unique platform as a service offering, allowing financial services companies that are active in this field to undertake quantitative research, data analysis and algorithm development. The BMLL product is a web-based platform that enables analysis of the most granular financial data in the world and seamlessly couples this data with the latest advances in big-data and machine learning. The data BMLL works with is commonly described as "big-data", being in excess of 10PB in size. The platform works whereby a user calls data for a range of securities from global trading venues and then applies that data to large clusters of computers in the cloud, combining the data and the computational resource with novel toolbox analytics to solve problems relating to how markets are regulated and policed in a fair fashion. BMLL's customers include the likes of global tier one investment banks, the world's leading hedge funds and asset managers, as well as financial regulators, central banks and academic research groups. Market data and analytics is a high value field, second only to payroll costs in the financial services sector, estimated at $28 billion in 2017 with Bloomberg and Reuters accounting for 60% of that market. BMLL's offering is proving highly-disruptive in the field enabling users to experience significant cost savings as well opening the market to a whole new range of users who previously were unable to access this data. BMLL boasts world leading scientists such Maureen O'Hara who sits on the SEC Equity Market Structure Advisory Board and Doyne Farmer who is Professor of Mathematics at Oxford University. Over 75% of the BMLL staff hold PhD qualifications in hard sciences from leading universities. The InnovateUK project funding enables BMLL to offer a data features market abuse toolbox to enterprise users. This toolbox catagorizes the "statistical signatures" of abuse. This is the first commercial offering of such a product with existing users of abuse detection building and maintaing them in-house. Abuse detection meets the requirement of several pieces of new financial legislation including MiFID II and regAT. This legislation requires companies to be able to detect abusive behaviour in their algorithms both pre and post trade, ensuring the makets are fair and efficent for all participants.