BMLL, the leading, independent provider of harmonised, historical Level 3 data and analytics across global equity, ETFs and futures markets, today announced the expansion of their data coverage to include the Canadian market.
High-quality data is now available from all major Canadian trading venues and exchanges including the Toronto Stock Exchange (XTSE, XTSX, XATS) the Canadian Securities Exchange (XCNQ); CBOE Canada (Neo Exchange) NEOE, NEOD, NEON, NEOC); Nasdaq Canada (CHIC); and Omega ATS (OMGA).
The expansion of data sets across North America complements BMLL’s existing US Equities and ETF coverage; the recent addition of US FINRA ATS/OTC Volumes data; and the addition of data from the Brazil Stock Exchange (B3) in November 2023.
BMLL clients including banks, brokers, asset managers, hedge funds, global exchange groups, academic institutions and regulators now have access to the most granular Level 3, T+1 order book data on a global scale, as well as advanced pre-and post-trade analytics. They benefit from a global view of market or venue behaviour, based on the most granular data available. In addition, Canadian exchange operators are now able to analyse venue performance and liquidity dynamics and perform venue comparisons against local and global peers.
Paul Humphrey, CEO of BMLL, said: “Since securing our Series B funding just over a year ago, we have worked tirelessly to expand our coverage to include Japan, Australia, Singapore, Hong Kong, China, Brazil, Tel Aviv, South Africa and now Canada. Canadian exchange operators are now able to analyse venue performance and liquidity dynamics against local and global peers.
Market participants need a full picture of market quality, liquidity and order dynamics to make better informed decisions on the markets they trade and the venues they operate. This means that the demand for high-quality historic market data has grown exponentially as participants need to understand market behaviour across jurisdictions.”
Following the Series B investment from Nasdaq Ventures, FactSet, IQ Capital’s Growth Fund and most recently Snowflake Ventures, BMLL has continued to deliver on its mission to democratise access to Level 3 data and analytics and widen data coverage across global jurisdictions.
Over the last 12 months alone, BMLL added data from South Africa including JSE and A2X; Aquis Stock Exchange; APAC data from CBOE Japan, Japannext and Singapore Exchange; Cboe Europe Indices; Shenzhen Stock Exchange; Shanghai Stock Exchange; Australia data from ASX and Cboe Australia; and data from FINRA in the US.
BMLL historic data brings together full depth Level 3 Data from over 75 venues, in 3 asset classes, in 1 harmonised format. BMLL Level 3 Data captures 7 years of every insert, modify, execute or delete order book message, available at a T+1 basis at tick level granularity.
By on Wed, 13 Dec 2023 09:43:00 GMT
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