A trading advantage for the capital markets
BMLL Technologies is the leading, independent provider of Level 3 Historical Data and Analytics for the world’s most sophisticated Capital Markets participants.
Level 3 Data captures and displays the trading intentions of all market participants. BMLL clients access this deep data to derive predictable insight. Researchers and quants across global financial services are empowered to truly understand how markets behave.
Highest quality
data
Accelerated speed
to market
Lower TCO vs. in
house build
Integrates with
existing workflows
Trusted
partner
World class
support
Highest quality data
Accelerated speed to market
Lower TCO vs. in house build
Integrates with existing workflows
Trusted partner
World class support
What the industry is saying
“We looked at a number of historical data vendors, and soon realised BMLL is in a class of its own. Accessing BMLL data now enables our clients to do strategy back-testing on high-fidelity data and execute using our real-time data. What sets BMLL apart is the way the data is sourced, saved and curated."
David Taylor, CEO, Exegy
“BMLL allowed us to bypass the complex and costly process of obtaining data from exchanges. As a result, we could focus our efforts on conducting research to determine usefulness and relevance of data to our specific needs"
Gershie Vann, CEO and Founder, Aleto
"By partnering with the best content providers like BMLL, we empower firms to access the best, large scale content without the increasingly unnecessary headache of on-premise storage and costly data movement while enabling them to focus resources on value add initiatives.”
Harsha Kapre, Snowflake Ventures
High quality data
BMLL Level 3, 2 and 1 Data and Analytics are derived from the complete full-depth order book and harmonised into an information-rich format, consistent across all venues and asset classes.
BMLL data and analytics span global Equities, ETFs, Futures and Options from 100+ trading venues, and are used by hedge funds, asset managers, banks and brokers, global exchange groups, regulators and academics. BMLL clients make informed decisions to drive increased flow to their traders, back-test and launch new products, and generate alpha more predictably.
Access our data and analytics via our delivery mechanisms
High-quality Level 3, 2 and 1 historical market datasets and analytics with global coverage from 100+ Equity, ETF and Option venues across 10+ years.
- Data & analytics derived from Level 3 historical order books
- Delivered via API, SFTP, S3, Azure Storage and Snowflake to client production systems
- Clients focus on the decision-making, not the feature engineering
Access our data and analytics via our applications
Scalable python research sandbox combining L3 data & analytics and APIs within a cloud-based environment with workflow integration tooling
- Direct access to a harmonised data warehouse delivers actionable insight and alpha
- Delivered via fully customisable JupyterLab Python environment
- Scalable platform reduces client’s time to insight by 95% (versus an on-premise system)
- Direct access to a harmonised data warehouse delivers actionable insight and alpha
- Delivered via fully customisable JupyterLab Python environment
- Scalable platform reduces client’s time to insight by 95% (versus an on-premise system)
No-code visual application, bringing exceptional granular insight by providing over 500 metrics derived from BMLL Level 3 Data
- Easily access global order book data and analytics, covering global Equities and ETFs, without the need to code
- Powerful visualisations and chart tooling provides fully flexible insights
- Collaborative functionality enables analysis to be easily shared and exported
- Easily access global order book data and analytics, covering global Equities and ETFs, without the need to code
- Powerful visualisations and chart tooling provides fully flexible insights
- Collaborative functionality enables analysis to be easily shared and exported
Want to find out more about our data or become a BMLL partner?
Resource centre
pdf
Fact Sheet
25 February, 2025
Systematic Trading Fact Sheet
BMLL provides the systematic hedge funds with easy access to research tools and harmonised historical market data & analytics to derive rapid insights.Download
Product Video
4 February, 2025
Query large historical data sets across multiple venues and time periods - in seconds
Now you can query large historical data sets across multiple venues and time periods - in seconds in BMLL Data LabRead more
White Paper / Article / Insight
19 February, 2025
There is a clear trend towards 24/7 Equity Trading. But how much liquidity is available for participants during overnight trading?
A deep dive into the recent tech sector drop, the impact of the DeepSeek news, and how this affects the US Open.Read more
pdf
How To' Guide / Infographic
4 September, 2024
A Guide for Historical Market Data Buyers
By analysing historical data, traders can identify patterns, predict market movements, and optimise their strategies for better trading performance. However, it's critical to choose the right historical datasets and the right provider to meet your organisation’s needs.Download
FAQs
Level 3 Data is historical data, containing every message sent to an exchange or trading venue. Examples include order IDs, market state and trade condition codes, and matching engine timestamps. Level 3 Data provides the most complete historical view of the market.
BMLL takes the most granular data directly from the exchange or captured in colocation.
BMLL collects the data at the end of each trading day. It is processed overnight so that clients can consume the data on a T+1 basis.
No, BMLL provides all exchange licences and fully manages the relationship with the exchange(s).
Full BMLL data coverage can be viewed here: https://www.bmlltech.com/data/...
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