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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

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