BMLL DATA
BMLL collects raw data from global exchanges, trading venues and trade reporting facilities. As a historical data specialist, it ensures that all raw exchange data it collects, processes and curates is accurate, complete and reliable. BMLL acts as Vendor of Record - clients need no additional data licences to access all its data offerings.
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 and Futures from 100+ trading venues, and are used by banks and brokers, asset managers, global exchange groups, hedge funds, 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.
WHAT IS LEVEL 3 DATA?
BMLL historic data brings together full depth Level 3 Data from over 100 venues, in 3 asset classes, in 1 harmonised format. BMLL Level 3 Data captures every insert, modify, execute or delete order book message, available at a T+1 basis at tick level granularity.
BMLL clients harness the power of nano-second, message-by-message data, with unlimited cloud computing power and a full suite of analytics libraries. This fullest picture of market quality, liquidity and order book dynamics empowers clients to make better informed decisions on the markets they trade and the venues they run. They drive increased flow to their traders, back-test and launch new products, and generate alpha more predictably.
LEVEL 1 VS LEVEL 3
BMLL Level 3 Data provides full transparency of the order book, derived from every single insert, modify, execute or delete order message across every venue, available at daily and intra-day resolution. The behaviour of each individual order is available, including order fill probability, order resting time, order queue dynamics and predictive capabilities.
DATA SCIENCE AS A SERVICE
We provide packet capture Level 3 Data from 100+ venues across Equities, ETFs & Futures with no need for additional licences.
Our cloud engineering dramatically improves research and analysis performance, and enhances speed to output. There is no information loss due to a single harmonised data schema across all venues and asset classes, and our simple Python low-code environment means you can easily access the data and derive meaningful analytics.
The data engineering is done, so you can focus on your business.
100+ VENUES FROM 21 EXCHANGE GROUPS: EQUITIES, ETFS AND FUTURES
BMLL collects raw data from global exchanges, trading venues and trade reporting facilities covering Equities, Futures and ETFs. We harmonise this data into a consistent information-rich format consistent across all these and other venues.
HARMONISATION VS NORMALISATION
BMLL data delivers consistency, including all venue specific fields which are kept within the schema. All information is captured and harmonised into a single format. Quants are freed to spend 100% of their time on deriving actionable insights.
EQUITIES
BMLL Equities data captures the fullest picture of market quality, liquidity and order book dynamics. Create data packages to suit your needs or select analytics packages.
Suggested equities analytics bundles include Millisecond CBBO, Level 2 Quotes, Granular Trades, Daily Analytics and Intraday Analytics.
ETFs
With BMLL Level 3 Data, ETF issuers can better compete for asset allocation from investors and liquidity provision from market makers.
BMLL Level 3 Data provides key performance indicators of market makers, facilitates more flow to ETFs by highlighting performance vs peers, and helps identify venues where ETFs are trading well.
FUTURES
BMLL Futures data brings together full depth Level 3 Data from ICE, CME and Eurex in a harmonised format within a scalable compute environment.
BMLL Level 3 Futures data covers all 6 major futures asset classes: Equity indices, Fixed Income / Government Bonds, Short Term Interest Rates (STIRs), FX, Commodities and Digital Asset's.
Products
Scalable Python research sandbox
- 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)
Flexible delivery of data
- Data & analytics derived from Level 3 historical order books
- Delivered via API, SFTP, S3 and Snowflake to client production systems
- Clients focus on the decision-making, not the feature engineering
No-code data visualisation tool
- 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
