BMLL Adds Kalshi Data as Prediction Markets Move Deeper Into Institutional Workflows

Kalshi Data Enters BMLL’s Institutional Research Platform

Kalshi data is being standardized by BMLL for quant teams, enabling backtests on Fed, CPI and GDP events through Snowflake, SFTP and Data Lab.

BMLL, Kalshi Expand Access to Prediction Market Data

There is growing interest in prediction markets from quant research teams, macro & systematic hedge funds.

BMLL Adds Kalshi Data as Prediction Markets Move Deeper into Institutional Workflows

BMLL, the market data and analytics provider, has added historical prediction market data from Kalshi to its global market data platform, giving quantitative and systematic investment firms a standardised dataset for incorporating event probabilities into macro research, backtesting and trading models. Under the partnership announced today, Kalshi’s historical order book will be normalised into the...

BMLL adds Kalshi prediction markets data

Strategic collaboration integrates Kalshi’s regulated event contract data supporting macro-level research and event-driven trading workflows.

BMLL, Kalshi Expand Institutional Access to Prediction Market Data

There is growing interest in prediction markets from quant research teams, macro & systematic hedge funds.

BMLL Adds Kalshi Order Book Data in CME Event Schema

BMLL has partnered with Kalshi to add the exchange's historical prediction market data to its institutional market data platform, giving quantitative researchers access to normalized order book records alongside conventional futures and other asset classes. The arrangement is aimed at macro funds, systematic hedge funds and quantitative teams that want to use event-contract prices in research without building separate collection and normalizatio…