Systematic trading firms rely on BMLL for historical market…

Systematic trading firms rely on BMLL for historical market data

BMLL’s high-quality datasets remove the cost and labour-intensive burden of data collection, management, storage, and analytics generation, enabling firms to focus on value-additive tasks such as generating trading strategies, optimising executions, and market structure research.

How BMLL Datasets Enhance Your Workflows

Develop and optimise trading strategies: Full-depth order book data containing trade information, including trade flags, classification, and market state information, enable traders to generate new or improve existing trading ideas.
Independently validate market data feeds: Coverage across Global Equities, ETFs, Futures, and Options combined with a harmonised data schema enables quant research teams to independently validate their internal market data feeds.
Conduct insightful market microstructure research: Granular market datasets and analytics combined with a rich documentation library and robust research tooling enable researchers to conduct insightful research efficiently.
Enhance execution analysis: A normalised view of all trades across venues and mechanisms with trade IDs enables traders to benchmark trade performance effectively.
Improve surveillance workflows: A harmonised view of market activity and a record of every order, with order IDs, enables surveillance teams to contextualise spurious orders with prevailing market conditions.

Systematic trading firms rely on BMLL for historical market data

How BMLL Datasets Enhance Your Workflows

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Find out more about how high quality historical market data can revolutionise your trading strategies