About BMLL Fact Sheet pdf

7 December, 2023

About BMLL Fact Sheet

BMLL Overview Fact Sheet

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Quants Fact Sheet pdf

7 December, 2023

Quants Fact Sheet

BMLL Quants Fact Sheet

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BMLL ETF Issuers Fact Sheet pdf

7 December, 2023

BMLL ETF Issuers Fact Sheet

BMLL ETF Issuers Fact Sheet

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BMLL Futures Fact Sheet pdf

7 December, 2023

BMLL Futures Fact Sheet

BMLL Futures Fact Sheet

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BMLL Daily Classified Trades Fact Sheet pdf

7 December, 2023

BMLL Daily Classified Trades Fact Sheet

BMLL Daily Classified Trades Fact Sheet

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Quantitative Buy-Side Fact Sheet pdf

7 December, 2023

Quantitative Buy-Side Fact Sheet

BMLL Quantitative Buy-Side Fact Sheet

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BMLL Level 2 Data Fact Sheet pdf

7 December, 2023

BMLL Level 2 Data Fact Sheet

BMLL Level 2 Data Fact Sheet

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BMLL Vantage Fact Sheet pdf

7 December, 2023

BMLL Vantage Fact Sheet

BMLL Vantage - The no code visualisation tool for non-quants

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The Data and Analytics Race: How to win in a future determined by historic data

7 December, 2023

The Data and Analytics Race: How to win in a future determined by historic data

In this webinar moderated by The TRADE, we welcomed industry leaders from Berenberg, Redburn, SIX, Newton Investment Management Group and BMLL to discuss the strategies the sell side is deploying, and how the buy side is developing its approach.

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NYU Courant Mathematical Finance & Financial Data Science Seminar

7 December, 2023

NYU Courant Mathematical Finance & Financial Data Science Seminar

In this Seminar, Dr Elliot Banks, Chief Product Officer, BMLL, joins Petter Kolm, NYU Courant Professor, and his team at the NYU Courant Institute of Mathematical Sciences to discuss data science and machine learning in finance.

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CloudQuant Alpha Webinar Series: BMLL Level 3 Data

7 December, 2023

CloudQuant Alpha Webinar Series: BMLL Level 3 Data

BMLL has partnered with CloudQuant to make our historical Level 3 Market Data available via the CloudQuant Platform.

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BMLL Data Lab

7 December, 2023

BMLL Data Lab

BMLL Data Lab Intro Video

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BMLL Vantage Product Video

7 December, 2023

BMLL Vantage Product Video

BMLL Vantage Intro Video

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FINRA Data

7 December, 2023

FINRA Data

BMLL FINRA Data

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European Liquidity Maps - Introduction Video

7 December, 2023

European Liquidity Maps - Introduction Video

This report offers a comprehensive view of European trading across various venues and mechanisms over the past year.

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US Liquidity Maps - Introduction Video

7 December, 2023

US Liquidity Maps - Introduction Video

This report offers a comprehensive view of US trading across various venues and mechanisms over the past year.

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Case Study - Data engineering for early-stage hedge funds: how data science infrastructure as a service can create a competitive advantage

7 December, 2023

Case Study - Data engineering for early-stage hedge funds: how data science infrastructure as a service can create a competitive advantage

Magma Capital Funds is a start-up Hedge Fund that delivers cutting-edge product and technology offerings to empower RIAs. Gershie Vann, CEO and Founder speaks to BMLL about the complexities and challenges of setting up a new systematic hedge fund, and how Magma Capital Funds was able to overcome these challenges.

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Case Study - The Swiss Stock Exchange INITIATIVE FOR DELIVERING THE SWISS EBBO SERVICE

7 December, 2023

Case Study - The Swiss Stock Exchange INITIATIVE FOR DELIVERING THE SWISS EBBO SERVICE

BMLL worked with SIX to provide customised order book analytics for Swiss EBBO. These analytics combine anonymised orderbook data from SIX with BMLL's unique harmonised Level 3 Data.

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Case Study - Berenberg’s TIA, The Next Frontier in Execution Analysis

7 December, 2023

Case Study - Berenberg’s TIA, The Next Frontier in Execution Analysis

Jason Rand, Global Head of Electronic Trading, Berenberg, discusses how democratising access to quantitative execution analytics and data visualisations leads to better trading outcomes for participants.

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How to compete in a complex landscape: Unleashing the power of big data for start-up hedge funds

7 December, 2023

How to compete in a complex landscape: Unleashing the power of big data for start-up hedge funds

In order to develop effective investment and trading strategies, quantitative or systematic hedge funds require robust infrastructure to carry out extensive research and run complex computation and continuous model calibrations. Our CPO Elliot Banks looks at how hedge funds can level the playing field.

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Granular tick data combined with cloud sharing allow for optimized execution analysis

7 December, 2023

Granular tick data combined with cloud sharing allow for optimized execution analysis

Data is considered to be the new oil. In Capital Markets there is an increasing use of rich granular data to drive sophisticated execution analysis and point of execution, yet deeper levels of data haven’t been easy to obtain. FactSet recently partnered with BMLL to offer granular Level 2 content derived from Level 3 data.

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What is Level 3 Data?

Level 3 Data is historical data, containing every message sent to an exchange or trading venue. Examples include order IDs, market state and trade condition codes, and matching engine timestamps. Level 3 Data provides the most complete historical view of the market.

How does BMLL collect its data?

BMLL takes the most granular data directly from the exchange or captured in colocation.

When is the data available?

BMLL collects the data at the end of each trading day. It is processed overnight so that clients can consume the data on a T+1 basis.

Are exchange licences required to access the data?

No, BMLL provides all exchange licences and fully manages the relationship with the exchange(s).

What is BMLL's coverage?

Full BMLL data coverage can be viewed here: https://www.bmlltech.com/data/...

How precise are the timestamps that BMLL provides?

BMLL takes all available timestamps where appropriate (packet and exchange timestamps) and displays these both in a normalised and raw format.

How easy is it to explore BMLL Data across different exchanges/securities?

Proprietary reference schema enables users to search, query and analyse any security within the BMLL universe, with a few lines of code. This allows BMLL clients to rapidly trial and explore new asset classes.

What product support does BMLL provide?

All BMLL products are fully documented. The BMLL Customer Facing Data Science Team works with clients to ensure they extract maximum value from our products.