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.
...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 .
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.Click here to get the list of available exchanges.