BMLL Data Feed | Stock Market Historical Market Data API | Level 1, 2…
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BMLL DATA FEED

The BMLL Data Feed provides access to a broad range of high-quality Level 3, 2 and 1 historical market datasets and analytics with global coverage from 100+ Equity and ETF venues across 10+ years.

High Quality Data

BMLL Data and Analytics undergo rigorous automated data quality checks, ensuring the most accurate insights.

Flexible Delivery

BMLL Data and Analytics are available via a broad range of delivery mechanisms that feed directly into users' workflows.

Granular Insights

BMLL Data and Analytics are derived from the raw exchange data, providing the most granular market view.

Broad Coverage

BMLL Data and Analytics covers 100+ global exchanges across Equities, ETFs and Futures.

  • Asset Class
  • Data Type
  • Region
  • Delivery Mechanism
Level 1 Quotes BBO prices, quantity of shares and number of orders on a tick-by-tick basis. View Product
Level 2 Quotes The top 10 bid and offer price levels, quantity of shares and number of orders on a tick-by-tick basis. View Product
Level 3 Every insert, modify, execute or delete order book message, available at a T+1 basis at tick level granularity. View Product
Trades Trade by trade dataset, normalised across all venues. View Product
Daily Classified Trades Daily traded volume per symbol, split by trade classification (e.g., Open Auction, Closing Auction, Off Book) and execution venue. View Product
Millisecond CBBO Top 10 bid and offer price levels, quantity of shares and number of orders on a millisecond basis, consolidated across all lit markets. View Product
Daily Analytics Analytics derived directly from Level 3 Data, delivered as a daily metric. View Product
Intraday Analytics Analytics derived directly from level 3 data, delivered daily with metrics provided on a 30 and 1 minute basis. View Product
OPRA US Equity Options Tick history covering all OPRA historical data. 1-second conflated NBBO, trades and trade statistics messages or the raw market data. View Product
Contact us Understand how BMLL can generate tailored insights which address clients' specific use cases.