Optiver and BMLL: A new approach to Level 3 market data

Principal Strategic Investments

Historical data at a high level of granularity isn’t easy to manage, and we found the datasets offered by vendors lacking.

Optiver and BMLL rich text

When Optiver undertook a new quantitative trading project several years ago, we quickly ran into a problem: Where to source the data?

Here’s the story of how we became customers of

s Level 3 historical data and, eventually, 
investors
.

Learn more about Optiver’s Principal Strategic Investments team: 

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