Scalable Python research sandbox
BMLL Data Lab

BMLL Data Warehouse sits at the core of our offering.

Composed of 6+ years of historical order book data across global equities, ETFs & futures from over 65 trading venues, it offers the chance to derive the deepest insight possible from market data.

— 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

BMLL Coverage table