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

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

Here’s the story of how we became customers of BMLL’s Level 3 historical data and, eventually, investors.

Learn more about Optiver’s Principal Strategic Investments team: optiver.com/psi