Real-Time Solutions

What is today’s market data challenge for systematic trading firms?

Trading companies invest a lot of money and time in systematic trading technologies such as trading development tools, backtesting solutions, historical market data and trading infrastructures …

But is it rational to feed your latest systematic trading technology with market data for discretionary trading desks provided by legacy market data vendors ? Aggregated feeds are of no great help for accurate trading or backtesting processes.

Next generation trading methods require next generation market data feeds.

Why QuantHouse is your partner of choice :

QuantHouse is a market data provider who designs, develops, implements and maintains every single element of the market data chain including : hardware, feedhandlers and frontend software as well as network connectivity with its global proprietary fiber optic network. To obtain Ultra low latency throughout the market data chain, make sure that the 3 following steps are “under control” by your existing provider:
• DATA CAPTURE: the datacenter of the provider has to be within the exchange to make sure data is captured at the earliest moment in the process,
• DATA STANDARDISATION: the feedhandler technology needs to be hosted within the exchange and developed using efficient technologies, like C++ or Linux/modern Unix. Using highly optimized software, including native multi-threading to leverage multi-core processors for optimization of decoding time and throughput,
• DATA DISTRIBUTION: the provider needs to control the data distribution from the exchange to the point where the client will be able to connect. A proprietary fiber optic network is a “must have” in order to provide to clients true end-to-end “speed of light” advantage.

...and this is exactly what QuantHouse is providing today.

QuantHouse provides a unique end-to-end ultra low latency market data feed. Fully managed solution with a global Service Level Agreement including hardware, software and telecommunication components.

For very low latency sensitive clients, QuantHouse provides hosting services to proximity host client black boxes in the heart of the exchange .

QuantHouse end-to-end solution :

QuantFEEDHANDLER is QuantHouse feedhandler software allowing sub-millisecond market data decoding time. It is ideally designed for clients who want to leverage their own Direct Market Access and infrastructures.

QuantFEED: QuantHouse unique end-to-end ultra low latency market data feed. Fully managed solution with a global Service Level Agreement including hardware, software and telecommunication components. It is ideally designed for clients who want to leverage the QuantHouse ultra low latency solution.

QuantAPI is available in C++, C #, Java and FIX Protocol. QuantHouse APIs gives you an unified access to all available market data sources. All with high-level, Object-Oriented, well-designed interfaces.