BMLL Data Lake sits at the core of our offering.
Composed of 4+ years of historical order book data across global equities, ETFs & futures from over 45 exchanges and trading venues, it offers the chance to derive the deepest insight possible from market data.
We process over 200GB of raw exchange data daily and harmonise it into a single consistent information-rich format offered at every level of granularity.
— Harmonised data across all of our venues, allowing you to repeat analysis across multiple venues extremely quickly, without losing the nuance and details that are specific to each venue
— The most precise data available. Our data has precision down to the nanosecond level where available, with timestamps taken directly from the exchange
— A rich set of reference data complements our market data, allowing you to find the instruments you care about in seconds