The BMLL Data Feed provides API and SFTP delivery of BMLL Datasets and Analytics. The BMLL Level 3, Level 2 and Level 1 data is delivered directly to client production systems, or via Snowflake Marketplace, to inform better decisions. With BMLL Data Feed, market participants can focus on decision-making, not the data engineering processes.

No need to fix incomplete datasets, we’ve already done it.

The problem:

  • Poor-quality market data is a drag on your business, costing you time and money. Quants typically spend 80% of their time cleansing poor-quality market data from the incumbents

The solution:

When you choose historical Level 1 and Level 2 data from a Level 3 specialist, you gain data that is complete and in a consistent format:

  • BMLL high-quality datasets increase speed to insights, accuracy of results and workflow efficiency

  • BMLL performs 400 million automated daily data checks and conducts robust data quality processes

  • With BMLL, quants dedicate 100% of their time extracting insights and engaging in value-add activities

Focus on analysis, leave the data engineering to us. Now you can:

  • Examine the most granular view of the market using additional fields such as trade classifications and flags

  • Explore market microstructure statistics based on the Level 3 order book

  • Access global Equity and ETF coverage - BMLL market datasets include a normalised view of trade information such as trade classification, MMT trade flags, every amendment and cancellation

Explore BMLL Market Datasets and Analytics: