Scalable Python Research Sandbox
The BMLL Data Lab takes the most granular order book data available and combines it with easy-to-use APIs and analytics libraries in a secure cloud environment. Perform scalable research without the burden of data sourcing, data curation or data engineering.
HIGHLY GRANULAR DATA & ANALYTICS
Market data: Easily conduct detailed analysis using Level 3 order book data
Reference and complementary datasets: Easily find securities across multiple reference and complementary datasets
Analytics: 500+ pre-computed analytics derived from the Level 3 order book at daily, 30 min and 1 min frequencies
EASY TO USE API LIBRARIES
Quickly derive insight by utilising a fully customisable environment containing easy-to-use APIs explicitly designed for analysing the order book.
Cloud-Native Environment
Augment your existing workflow by utilising the scalability of The BMLL Data Lab, a cloud-native solution. When conducting market microstructure analysis, quickly access and modify the compute resource you require, from 16 to 1024 GB workspaces. For the most compute-intensive research, BMLL provides pre-configured Cluster tooling.
PRODUCTION TOOLING
Significantly reduce the time to turn research into production.
Run analysis at any time you require using scheduled tasks.
Easily feed the results into your production system and integrate proprietary data sets through through the SFTP servers.
Ensure repeatable and robust analysis through a fully version-controlled environment.
Retain peace of mind when conducting critical intensive compute-intensive calculations due to resilient clusters.
SUPPORT AS A SERVICE
BMLL provides dedicated quant support, pre-configured notebooks and robust documentation on every feature of the BMLL Data Lab.
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Explore the full order book and derive insights that provide the clearest view of the market.
