BMLL Technologies

Unlocking the predictive power of pricing data

Understand how markets truly behave through access to the full depth order book and the tools to analyse it
BMLL Analytics capabilities support clients across the capital markets solve their analytical pain points
  • Traders & Quants

  • Exchanges & Trading venues

  • ISV/ Fintech

  • Market data redistributors

  • Compliance & Risk analysts

  • Regulators

Level 3 data gives you the relevant information you need to understand how the market truly behaves

Level 1

Best bid & offer plus trades

Aggregated volumes
Only 1 price level

Trade behaviour

  • Midpoint price
  • Addressable traded volume
  • Average spread

Level 2

Order book aggregated by price

Aggregated volumes
Up to 10 price levels

Orderbook behaviour

  • Volume imbalance
  • Average execution cost
  • Average liquidity away from midpoint

Level 3

Full order book with all individual orders

Individual orders with place in queue

Individual order behaviour

  • Order fill probability
  • Order resting time
  • Order queue dynamics
  • Predictive capabilities

Level 4

Full order book mapped to participants’ private data

Understand client’s place in queue
Map client orders to the public order book

Participant behaviour

  • Participant market impact
  • Participant fill rate
  • Participant order resting time
  • Participant specific predictive insight
Maximise your insight through our product range
About us

BMLL was founded 5 years ago as a spin-out from Cambridge University Signal Processing Labs with the single aim of democratising access to the most granular order book data available.

We have since grown to a diverse team of over 50, consisting of technologists, data scientists and finance professionals, all united in the goal of delivering tools and analytics that unlock the predictive power of pricing data.

We serve the worlds most sophisticated clients with advanced data & analytics products and tools that empower them to make more informed decisions. We supercharge client workflows with actionable insight and analytical expertise, enabling our clients to outperform their competition.

We work across capital market participants from leading global investment banks, hedge funds, systematic market makers, asset managers and exchange groups.

Our technology & products have been recognised at leading industry awards over the past 5 years

Our board has deep experience across finance and technology. Well funded, our backers include IQ Capital, Oceanwood and Angel Cofunds, as well as elite finance and technology entrepreneurs

Awards

The Team

Leadership team

PAUL HUMPHREY
DR HUGH CHRISTENSEN
NIGEL MEDHURST
DR DAVID ROBINSON
BEN COLLINS
ANETA BLAZYCZEK
DR ELLIOT BANKS
WILLIAM L'HEVEDER

Board of Directors

LEE HODGKINSON
KERRY BALDWIN
JOHANNES SULZBERGER
SIMON WAUGH
Careers

We are curious, ambitious and we love to have fun.

We are agile, we innovate and challenge status quo.

This is what makes us successful now and into the future.

Join us

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