Level 1 Quotes
Derived directly from BMLL’s Level 3 Data, BMLL Level 1 Quotes is a market-leading Level 1 dataset.
BMLL conducts industry-leading normalisation and harmonisation processes, ensuring the cleanest order book data for traders, quants and researchers across the capital markets.
Buy-side - accelerate your research, backtesting, and transaction cost analysis (TCA) by using the highest quality consolidated data feed
Sell-side - backtest your execution algos and smart order routers. Demonstrate best execution to clients using historical data based on the top of the order book
Exchanges - contextualise the trading venue landscape by using a Level 1 feed
Highly granular Level 1 tick history data for 75+ equity venues
Top of order book, aggregated by price, available tick-by-tick
Bid and ask prices, sizes and number of orders included
Nanosecond or microsecond precision timestamps, based on order matching engines
Data available from 2013 (venue dependent)
Delivered by Flat File