Low Latency Trading Solutions

Exchanges Connectivity

QUANTHOUSE - QUANTFEED AVAILABILITY

  • Level 1 Best bid and ask, trades
  • Level 2 - MBL (Market By Limit) Top of the book: the top best prices (usually 5 or 10)
  • Level 2 - MBO (Market By Order) Exhaustive list of all orders in the market
  • List updated on the 1rst of June 2009

NORTH AND SOUTH AMERICA EXCHANGES

Exchange Subsets Available / Planned FeedContent / L1 L2 - MBL L2 - MBO
BATS US A Yes Yes Yes
ICE Futures US A Yes Yes Yes
CME Globex A Yes Yes N/A
CBOT A Yes Yes N/A
NYMEX A Yes Yes N/A
COMEX A Yes Yes N/A
DIRECTEDGE P Yes Yes N/A
NYSE NYSE OpenBook A Yes, No trades Yes N/A
NYSE Liffe US A Yes Yes N/A
NYSE ARCA Arca Book A Yes, No trades Yes Yes
NASDAQ NASDAQ TotalView ITCH 4.0 A Yes Yes Yes
CTA (CTS/CQS) A Yes N/A N/A
OPRA A Yes N/A N/A
Montreal Exchange P Q1 2010 Yes Yes N/A
Toronto Exchange P Q1 2010 Yes Yes N/A
Bovespa A Yes Yes Yes
BM&F A Yes Yes Yes

EMEA EXCHANGES

Exchange Subsets Available / Planned FeedContent / L1 L2 - MBL L2 - MBO
BATS Europe A Yes Yes Yes
Burgundy P Yes Yes Yes
EUREX A Yes Yes (for FUT only) N/A
Liffe Liffe Equity and Index Derivatives A Yes Yes N/A
Liffe Interest Rate Derivatives A Yes Yes N/A
Liffe Commodities Derivatives A Yes Yes N/A
Madrid BME P Yes Yes N/A
Scoach Switzerland A Yes Yes N/A
Scoach Europa (Frankfurt) A Yes Yes N/A
Vienna Stock Exchange WBAG Cash Market A Yes Yes N/A
WBAG Indices A Yes Yes N/A
Euronext Euronext Cash A Yes Yes Yes
Euronext Indices Market A Yes N/A N/A
London Stock Exchange (LSE) Domestic Market A Yes Yes Yes
London Stock Exchange (LSE) International Market A Yes Yes Yes
FTSE P Yes N/A N/A
Johannesburg Stock Exchange (JSE) JSE Market A Yes Yes Yes
FTSE / JSE Indices A Yes Yes Yes
EDX P Yes Yes Yes
Spot Market Germany CEF Spot Market Germany A Yes Yes N/A
DJ STOXX Indices A Yes Yes N/A
Deutsche Börse Indices A Yes Yes N/A
XETRA CEF Xetra European Stars A Yes Yes N/A
Xetra US Stars A Yes Yes N/A
Xetra Ultra Plus A Yes Yes N/A
Irish Stock Exchange Irish SE A Yes Yes N/A
Irish SE Indices A Yes Yes N/A
ICE Futures Europe A Yes Yes N/A
Exfeed SWX A Yes Yes N/A
VirtX A Yes Yes N/A
Borsa Italiana (Italian Stock Exchange - Milan) Affari A Yes Yes Yes
IDEM P Q1 2010 Yes N/A N/A
MOT A Yes N/A N/A
INDICES A Yes N/A N/A
Nasdaq OMX Europe P Q1 2010 Yes Yes Yes
NYSE ARCA Europe A Yes Yes Yes
OMX Nordics Exchanges (Copenhagen, Stockholm, Helsinki, Iceland) Nordic Equity A Yes Yes Yes
OSLO BORS A Yes Yes Yes
CHI-X A Yes Yes Yes
Turquoise A Yes Yes Yes

ASIAN EXCHANGES

Exchange Subsets Available / Planned FeedContent / L1 L2 - MBL L2 - MBO
Hong Kong (HKEX) P Details Available on request.
SGX Singapore Exchange P
Australian Security Exchange P
Osaka Securities Exchange P
Tokyo Stock Exchange Group (TSE) P
Tokyo International Financial Future Exchange (TIFFE) P