Bank of England Selects BMLL Granular Order Book Data For Research and Analysis

BMLL is proud to have the Bank of England among its clients.

Paul Humphrey, CEO of BMLL, said “We are very proud to work with the Bank of England by delivering the most granular order book data available, enabling their ongoing research and analysis.”

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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. BMLL clients access granular data to examine the behaviour of each individual order, including order fill probability, order resting time and order queue dynamics. This full picture of market quality and liquidity provides them with deep insight for financial markets research, supporting external publications and compilation of internal monitoring chart packs.

BMLL Data is used by sophisticated quants and researchers seeking alpha and actionable insight that is easy to integrate into quantitative research processes and production pipelines. It provides users with more than 6.5 years of harmonised historical data from 65 venues and combines it with easy to use APIs and analytics libraries in a secure cloud environment, allowing firms to perform scalable research without the burden of data sourcing, data curation or data engineering.

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