FactSet Level 2 (Market by Price) Powered by BMLL

Data Feed by BMLL Technologies

Added to Marketplace: May 10, 2023


Accelerate your research, back-testing, and transaction cost analysis (TCA) with flexible delivery options (e.g., RESTful API, AWS S3, and FactSet's Snowflake Data Marketplace). Maximize your investment strategies with an intuitive interface and supporting documentation. View comprehensive data ahead of the market opening the following day.

Seamlessly navigate complex market data by combining BMLL's granular Level 3 data with FactSet's normalized data model.

Reduce the need for additional data analysis and find trades faster by filtering based on market status. Use ten levels of historic data to retrieve a time series of trades and quotes or request point-in-time data to pull quotes around the trade time with a lookback period of multiple years.

Data Feed Coverage

Data Feed Details

Access highly granular Level 2 tick history data (Market by Price) for 65+ venues across U.S. and European equities, ETFs, and futures with over six years of history. Explore ten levels of deep historic data for BBO quotes and trades using unique market status fields. Leverage the Level 2 feed derived from BMLL's full order book historic Level 3 data. Power your existing workflows with the ability to integrate BMLL's Level 2 data with FactSet's reference and Level 1 data. Boost the quality of your inbound market data with Level 2 tick history or a series of analytics computed from this granular data. Rely on constant updates to coverage and product depth using new venues and analytics.

Firm Information

BMLL Technologies is the leading, independent provider of Level 3 historical data and analytics for the world’s most advanced capital markets participants. Their Level 3 data captures and displays the trading intentions of all market participants, enabling investors to derive predictable insight. The firm empowers researchers and quants across global financial services to understand how markets behave and predict the future price movements of securities.

Product Resources

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Market Data
United States


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