EXPERIENCE BMLL LEVEL 3 DATA

 

BMLL clients harness the power of nano-second, message-by-message data, with unlimited cloud computing power and a full suite of analytics libraries. This fullest picture of market quality, liquidity and order book dynamics empowers clients to make better informed decisions on the markets they trade and the venues they run. They drive increased flow to their traders, back-test and launch new products, and generate alpha more predictably.

What is Level 3 Data? 

BMLL historic data brings together full depth Level 3 Data from 65 venues, in 3 asset classes, in 1 harmonised format. BMLL Level 3 Data captures 6 years of every insert, modify, execute or delete order book message, available at a T+1 basis at tick level granularity.

Level 1 vs BMLL Level 3

BMLL Level 3 Data provides full transparency of the order book, derived from every single insert, modify, execute or delete order message across every venue, available at daily and intra-day resolution. The behaviour of each individual order is available, including order fill probability, order resting time, order queue dynamics and predictive capabilities. 

Data Science as a Service

We provide packet capture Level 3 Data from 65+ venues across Equities, ETFs & Futures with no need for additional licences.

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.

Data Science as a Service infographic Data Science as a Service infographic

65+ VENUES FROM 21 EXCHANGE GROUPS: EQUITIES, ETFS AND FUTURES 

BMLL collects raw data from global exchanges, trading venues and trade reporting facilities covering Equities, Futures and ETFs. We harmonise this data into a consistent information-rich format consistent across all these and other venues.

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.

Equities

BMLL Equities data captures the fullest picture of market quality, liquidity and order book dynamics.  Create data packages to suit your needs or select analytics packages.

 

Equities analytics packages include Pre-Trade Insights, Book Depth Analytics, Venue Quality, Order Message and Placement Statistics, Liquidity Analytics, and Auction & Price Statistics.  

ETFs

With BMLL Level 3 Data, ETF issuers can better compete for asset allocation from investors and liquidity provision from market makers.

 

BMLL Level 3 Data provides key performance indicators of market makers, facilitates more flow to ETFs by highlighting performance vs peers, and helps identify venues where ETFs are trading well.

Futures

BMLL Futures data brings together full depth Level 3 Data from ICE, CME and Eurex in a harmonised format within a scalable compute environment. 

 

BMLL Level 3 Futures data covers all 6 major futures asset classes:  Equity indices, Fixed Income / Government Bonds, Short Term Interest Rates (STIRs), FX, Commodities and Cryptocurrencies.

 

BMLL clients harness the power of nano-second, message-by-message data, with unlimited cloud computing power and a full suite of analytics libraries. This fullest picture of market quality, liquidity and order book dynamics empowers clients to make better informed decisions on the markets they trade and the venues they run. They drive increased flow to their traders, back-test and launch new products, and generate alpha more predictably.

What is Level 3 Data? 

BMLL historic data brings together full depth Level 3 Data from 65 venues, in 3 asset classes, in 1 harmonised format. BMLL Level 3 Data captures 6 years of every insert, modify, execute or delete order book message, available at a T+1 basis at tick level granularity.

Level 1 vs BMLL Level 3

BMLL Level 3 Data provides full transparency of the order book, derived from every single insert, modify, execute or delete order message across every venue, available at daily and intra-day resolution. The behaviour of each individual order is available, including order fill probability, order resting time, order queue dynamics and predictive capabilities. 

Data Science as a Service

We provide packet capture Level 3 Data from 65+ venues across Equities, ETFs & Futures with no need for additional licences.

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.

Data Science as a Service infographic Data Science as a Service infographic

65+ VENUES FROM 21 EXCHANGE GROUPS: EQUITIES, ETFS AND FUTURES 

BMLL collects raw data from global exchanges, trading venues and trade reporting facilities covering Equities, Futures and ETFs. We harmonise this data into a consistent information-rich format consistent across all these and other venues.

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.

Equities

BMLL Equities data captures the fullest picture of market quality, liquidity and order book dynamics.  Create data packages to suit your needs or select analytics packages.

 

Equities analytics packages include Pre-Trade Insights, Book Depth Analytics, Venue Quality, Order Message and Placement Statistics, Liquidity Analytics, and Auction & Price Statistics.  

ETFs

With BMLL Level 3 Data, ETF issuers can better compete for asset allocation from investors and liquidity provision from market makers.

 

BMLL Level 3 Data provides key performance indicators of market makers, facilitates more flow to ETFs by highlighting performance vs peers, and helps identify venues where ETFs are trading well.

Futures

BMLL Futures data brings together full depth Level 3 Data from ICE, CME and Eurex in a harmonised format within a scalable compute environment. 

 

BMLL Level 3 Futures data covers all 6 major futures asset classes:  Equity indices, Fixed Income / Government Bonds, Short Term Interest Rates (STIRs), FX, Commodities and Cryptocurrencies.

OUR RANGE OF PRODUCTS

Scalable Python research sandbox
A scalable Python research environment which provides direct access to a harmonised data warehouse for sophisticated quants and researchers seeking actionable insight and alpha.
API and FTP delivery of the data
Data and analytics derived from Level 3 historic order books, providing insights to better inform trading decisions, delivered directly to your production systems.
Visual components for white-labelling
Visual components for white-labelling data and analytics. Showcase actionable insight via components in existing workflows or as standalone dashboards.
Contact Us
T: +44 (0)20 3828 9000
E: info@bmlltech.com