Venue is a digital platform or physical location in which financial trading occurs, for example, exchanges like NYSE, ICE, Nasdaq.
Venue is a Market Data term. In Beeks Analytics feed definitions, a Venue sits in the hierarchy as follows:
Venues
Markets
Feeds
Channels
Side
Beeks Analytics for Markets aggregates by Feeds, Channels and Side. The Venue and Market information is captured in the External Group.