BMLL
BMLL is on a mission to help people make more informed decisions on capital markets. Its vision is to unlock the predictive power of pricing data and offer clients the insight they need to understand how markets behave DO OK boosted the amount of data available from day one. We’ve integrated gigabytes of data files from multiple stock exchange sources into one industry-standard, fulfilling complex requirements for that kind of job. Now, research scientists can quickly and efficiently investigate the problems their organization faces.
The Client
BMLL Technologies Ltd is a scale-up Financial Technology firm, based in London. BMLL was incorporated back in 2014 and is a spin-off from the signal processing labs at Cambridge University. BMLL has rapidly expanded its staff and client reach since then. BMLL looks to combine software, hardware, and analytics on a single, scalable platform. Our client provides a powerful platform for analyzing Limit Order Book and Complementary Datasets in the cloud. However, building up this bedrock of data for the analytics to run on was the challenge.
Project Description
Problem
Generating insights from the data in the financial markets is challenging: over 150 different trading venues, over 10,000 liquid tickers, different exchange feeds, protocols, data structures, and trading rules which change over time.
Challenge
Creating multiple parsers to analyze and normalize each of the datasets to build up a solid history of data for the platform.
Outcome
The work of our team boosted the number of parallel developed parsers. The product was launched on-time with an impressive amount of data available from day one. Research scientists can quickly and efficiently investigate the problems their organization faces.
Language
Python
Team size
2-6 developers
Project size
8000+ hours
