5 Years of Historic US Level 3 Data
The world’s most granular US Level 3 data & analytics library

Accelerate your hunt for algorithmically driven alpha with a Data Lab environment and API Data feed fueled by a comprehensively harmonised data lake.

At BMLL we harmonise the data, we don’t normalize it, meaning you keep all the data uniqueness from each exchange. Our data isn’t rebased to the lowest common denominator like most over vendors, instead we created a unique approach that captures all “extra data idiosyncrasies” within a wider data framework. This makes all our data formats harmonious without losing any insight.

Building a capability that can ingest huge amounts of data from each exchange’s premium feed, harmonise them into a data lake that is harmonised across venues and years is hard, we know because we’ve built it. Then add onto that requirement a layer that queries the securities across venues and historically, you have a veritable alpha accelerator.

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