BMLL Now Has 5 Years of Order Book Data Available
Quants and data scientists can now access five years of Level 3 data through the vendor's Data Lab platform for use in alpha generation.
BMLL Technologies now has five years of Level 3 order book data available for US customers and for European funds trading US stocks. The data engineering-as-a-service company ingests the data from trading venues, then harmonizes it to create datasets to help data scientists and quants derive insights for alpha generation.
“As of this month, we have five years of Level 3 data—that is the full order book with every individual order that has been sent to trading venues—on the US equity markets
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