About BMLL Fact Sheet pdf

13 October, 2023

About BMLL Fact Sheet

Download

Quants Fact Sheet pdf

13 October, 2023

Quants Fact Sheet

Download

BMLL ETF Issuers Fact Sheet pdf

17 October, 2023

BMLL ETF Issuers Fact Sheet

Download

BMLL Futures Fact Sheet pdf

17 October, 2023

BMLL Futures Fact Sheet

Download

BMLL Daily Classified Trades Fact Sheet pdf

17 October, 2023

BMLL Daily Classified Trades Fact Sheet

Download

Quantitative Buy-Side Fact Sheet pdf

1 November, 2023

Quantitative Buy-Side Fact Sheet

Download

BMLL Level 2 Data Fact Sheet pdf

1 November, 2023

BMLL Level 2 Data Fact Sheet

Download

BMLL Vantage Fact Sheet pdf

17 October, 2023

BMLL Vantage Fact Sheet

Download

Millisecond CBBO Fact Sheet pdf

17 January, 2024

Millisecond CBBO Fact Sheet

Download

BMLL Daily Analytics Fact Sheet pdf

17 January, 2024

BMLL Daily Analytics Fact Sheet

Download

BMLL Intraday Analytics Fact Sheet pdf

17 January, 2024

BMLL Intraday Analytics Fact Sheet

Download

BMLL Data Lab Fact Sheet pdf

6 February, 2024

BMLL Data Lab Fact Sheet

Download

BMLL Retail Brokers Fact Sheet pdf

28 March, 2024

BMLL Retail Brokers Fact Sheet

Download

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

17 October, 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.

Watch now

NYU Courant Mathematical Finance & Financial Data Science Seminar

24 October, 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.

Watch now

CloudQuant Alpha Webinar Series: BMLL Level 3 Data

17 October, 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.

Watch now

BMLL Data Lab

17 October, 2023

BMLL Data Lab

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

Watch now

BMLL Vantage Product Video

17 October, 2023

BMLL Vantage Product Video

An intuitive no-code visual application, bringing exceptional granular insight to all market participants by providing over 500 metrics derived from BMLL Level 3 Data, covering EMEA, the Americas and APAC Equity and ETF venues.

Watch now

What is in your VWAP?

25 April, 2024

What is in your VWAP?

Watch now

FINRA Data

17 October, 2023

FINRA Data

BMLL has added FINRA data to its US suite of venues which already includes all major Exchange Groups in the US. Our visualization tool, BMLL Vantage, allows you to break out the FINRA Data and easily navigate the depths of liquidity across the entire US spectrum.

Watch now

European Liquidity Maps - Introduction Video

17 November, 2023

European Liquidity Maps - Introduction Video

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

Watch now

US Liquidity Maps - Introduction Video

30 November, 2023

US Liquidity Maps - Introduction Video

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

Watch now

BMLL Vantage Video Series - Index Level Analytics

19 December, 2023

BMLL Vantage Video Series - Index Level Analytics

BMLL’s pre-computed index-level analytics make it quick and easy to analyse regions, countries and sectors. Track liquidity, fragmentation and market quality trends across long dated time horizons in seconds.

Watch now

BMLL datasets available via Snowflake Marketplace

14 February, 2024

BMLL datasets available via Snowflake Marketplace

BMLL European and US equities, and ETF datasets now available via Snowflake Marketplace

Watch now

Harmonisation vs Normalisation

16 April, 2024

Harmonisation vs Normalisation

BMLL data delivers consistency, including all venue specific fields which are kept within the schema. All information is captured and harmonised into a single format. Quants are freed to spend 100% of their time on deriving actionable insights.

Watch now

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

17 October, 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.

Read more

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

17 October, 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.

Read more

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

17 October, 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.

Read more

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

17 October, 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.

Read more

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

17 October, 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.

Read more

Data-Led Insights Help Stock Exchanges Expand Market Share And Enter Untapped Markets pdf

14 December, 2023

Data-Led Insights Help Stock Exchanges Expand Market Share And Enter Untapped Markets

Exberry enables its matching engine customers to access BMLL’s granular venue analytics to understand how their venue compares to its peers. With requirements to retain revenues and ideally increase them, exchanges are having to make efforts to increase market share and expand into new markets. But how can trading venues safeguard the success of these efforts? Read the full paper by Exberry

Download

€STR Wars: Attack of the Clones pdf

20 February, 2024

€STR Wars: Attack of the Clones

As €STR continues to grow and gain market share, understanding the liquidity profile of competing €STR futures on ICE, CME and Eurex will be critical for market participants to trade better.

Download

Stamping it out: Understanding the impact of recent stamp duty changes on the Chinese equity market pdf

20 February, 2024

Stamping it out: Understanding the impact of recent stamp duty changes on the Chinese equity market

This article explores how the recent reduction in stamp duty in China has affected market behaviour.

Download

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 market data 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.

Whats the difference between Harmonisation and Normalisation?
What is Data Science as a Service (DSaaS)?

Our cloud engineering dramatically improves research and analysis performance, and enhances speed to output. There is no information loss due to a single harmonised data schema across all venues and asset classes, and our simple Python low-code environment means you can easily access the data and derive meaningful analytics.

The data engineering is done, so you can focus on your business.