{
const queryString = new URLSearchParams(new FormData($refs.filter_form)).toString();
if (queryString != ''){
location.replace('/products/bmll-data-feed?' + queryString);
} else {
location.replace('/products/bmll-data-feed');
}
})"
>
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Asset Class
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Data Type
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Region
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Delivery Mechanism
Level 1 Quotes
BMLL Level 1 Quotes dataset provides a tick-by-tick view of the Best Bid Offer. Users gain a clear view of historical top-of-the-order book market activity across global exchanges and asset classes for more informed trading decisions.
Product Overview:
Harmonised view of market activity.
Top of order book, aggregated by price, available tick-by-tick.
Bid and ask prices, sizes and number of orders.
Nanosecond or microsecond precision timestamps, based on order-matching engines.
Use Cases:
- Buy-side - accelerate research, backtesting, and transaction cost analysis (TCA) by using the highest quality consolidated data feed.
- Sell-side - backtest 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.
Product Description:
- Asset classes: Equities and ETFs
- Coverage: EMEA, Americas and APAC
- Data available from: 2013
- Delivery mechanism: S3 / SFTP / Snowflake
Access documentation and sample datasets