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

BMLL offers two products that deliver actionable insight directly to where your fund’s strategy needs it most.

The Data Lab – A scalable python research sandbox for quants

  • Access the full depth order book granularity in an intuitive python environment. Spin up clusters and nodes to drive horizontal scale in your research whilst analyzing each message sent to the exchange

The Data Feed – All the power of the Lab via API/FTP data

  • Deliver all the insight and analytics of a full data science capability in the form of an API/FTP feed. Select the insights and analytics you need on the securities you trade and plug them directly into your existing workflows in the format your systems need.