Insects do not produce milk but there is only one insect Diploptera punctata which is a specific type of cockroach, produces milk. This milk contains crystals which are far more rich in nutrition as compare to Buffalo Milk.
These crystals contains proteins, fats and carbohydrates, which make it perfect food. The proteins contains almost all essential Amino Acids. Scientists are trying to produce it using stem cell technology in order to provide it for public. Source
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