Overview
The BMLL Data Lab provides access to full-depth order book data, enabling users to conduct analysis easily using historical Level 3 Data across equities, ETFs, and global futures. The BMLL Data Lab also provides access to a proprietary reference schema, enabling users to quickly and simply search and query securities across venues. Alongside Level 3 historical order book data and reference datasets, users can access over 500 pre-computed analytics from the Level 3 order book at 1-minute, 30-minute, and daily frequencies. Users can easily access market insights and see how individual orders behave. Easy-to-use APIs are explicitly designed for analysing the order book in the BMLL Data Lab, a fully customisable data science environment.
The BMLL Data Lab is an AWS-hosted solution. Users can augment their existing workflow by utilising its scalability. When conducting market microstructure analysis, users can quickly access and modify the compute resource they require, from 16 to 1024 GB workspaces. For the most compute-intensive research, BMLL provides pre-configured Cluster tooling.
Users significantly reduce the time to turn research into production by running analysis at any time using scheduled tasks, feeding the results into production systems and integrating proprietary data sets through the SFTP servers. Repeatable and robust analysis is made possible via a fully version-controlled environment. Resilient clusters enable critical compute-intensive calculations.
Market participants can explore the full order book and derive insights from the clearest view of the market.
To learn more about the BMLL Data Lab, contact info@bmlltech.com .
Pricing for the BMLL Data Lab is dependent on but not limited to the number of trading venues users access, the number of users per organisation, and the monthly vCPU users subscribe to.
For more information on BMLL or the BMLL Data Lab, visit https://www.bmlltech.com/ .
Highlights
- Granular and accurate data - BMLL collects and curates the most granular historical Level 3 Data using a robust data quality framework. Users can see how the markets truly behave
- Scalable environment - the BMLL Data Lab is an AWS-hosted environment, enabling users to scale their research
- Productionised insights - the BMLL Data Lab provides production tooling enabling users to schedule tasks, generate clusters and share insights easily using SFTP servers
Details
Features and programs
Financing for AWS Marketplace purchases
Pricing
Dimension | Description | Cost/12 months |
|---|---|---|
BMLL Data Lab Units | Units include data permissions, user numbers, and vCPU limits. | $1.00 |
Vendor refund policy
No refunds.
Legal
Vendor terms and conditions
Content disclaimer
Delivery details
Software as a Service (SaaS)
SaaS delivers cloud-based software applications directly to customers over the internet. You can access these applications through a subscription model. You will pay recurring monthly usage fees through your AWS bill, while AWS handles deployment and infrastructure management, ensuring scalability, reliability, and seamless integration with other AWS services.
Resources
Vendor resources
Support
Vendor support
BMLL provides dedicated quant support, pre-configured notebooks and robust documentation on every feature of the BMLL Data Lab. Contact BMLL support via support@bmlltech.com .
AWS infrastructure support
AWS Support is a one-on-one, fast-response support channel that is staffed 24x7x365 with experienced and technical support engineers. The service helps customers of all sizes and technical abilities to successfully utilize the products and features provided by Amazon Web Services.
Similar products
