quanthouse

End-to-end Systematic

Trading Solutions... to trade ahead!

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
  • *Optional

NORTH AMERICA EXCHANGE

Exchange Subsets Details Available/
Planned		 FeedContent
L1 L2-MBL L2-MBO*
BATS US
  • Equities
 P Q4 2008 Yes Yes N/A
CME Globex
  • Derivatives - Commodities.
 A Yes Yes N/A
CBOT Globex
  • Derivatives - Commodities.
 A Yes Yes N/A
NYMEX/COMEX Globex
  • Derivatives - Commodities.
 A Yes Yes N/A
NYSE
  • Equities
  • OpenBook feed
 A Yes
No trades		 Yes N/A
NASDAQ
  • Equities
  • NASDAQ TotalView ITCH 3.0
 A Yes Yes Yes
National Market System - CTS/CQS
  • Participant exchanges:
  • AMEX (American Stock Echange)
  • BSE (Boston Options Exchange)
  • NSE (National Stock Exchange)
  • NASD (National Association of Securities Dealers)
  • ISE (International Securities Exchange)
  • CSE (Chicago Stock Exchange)
  • NYSE (New York Stock Exchange)
  • NYSE Arca
  • NASDAQ
  • CBOE (Chicago Board Options Exchange)
  • PHLX (Philadelphia Stock Exchange)
  • BATS Trading
 A Yes N/A N/A
NYSE ARCA Equities
  • Arca Book
 A Yes
No trades		 Yes Yes

EUROPEAN EXCHANGE

Exchange Subsets Details Available/
Planned		 FeedContent
L1 L2-MBL L2-MB0
BATS Europe
  • Equities
 P Q4 2008 Yes Yes N/A
Eurex
  • Futures, Options, Multilegs
  • CEF Ultra + (EBS) feed.
  • Fixed income Derivatives, Exchange Traded Funds Derivatives, Credit Derivatives, Volatility index Derivatives
 A Yes Yes
for FUT only		 N/A
Liffe
  • Futures, Options, Multilegs.
  • Equity, Index Futures and Options offered on Liffe in Paris, Brussels, Lisbon, Amsterdam and London
 A Yes Yes N/A
Scoach Scoach Switzerland
  • Certificates and Warrants
 P Q4 2008 Yes Yes N/A
Scoach Europa (Franckfurt)
  • Certificates and Warrants
 P Q4 2008 Yes Yes N/A
Euronext
  • Stocks, Warrants, ETF, Bonds, Indices, etc. in Paris, Brussels, Lisbon, Amsterdam
 A Yes Yes Yes
LSE UK Markets
  • SETS
  • SEAQ
  • SETSqx
  • AIM
  • RIS
  • other Daily Official List securities
 A Yes Yes Yes
International Markets*
  • EUROSETS
  • IOB (International Order Book)
  • ITBB (International Bulletin Board)
  • IRS (International Retail Service)
 A Yes Yes Yes
European Markets
  • EUROSETS
  • ITR
  • EQS (European Quote Service)
 A Yes Yes Yes
Indices*
  • FTSE
 P Q4 2008 Yes N/A N/A
JSE
  • JSE CDS
 A Yes Yes Yes
Xetra Spot Market Germany
  • German Stocks
  • Foreign Stocks
  • Funds
  • Cerficates and Warrants
  • Bonds on the Spot Market Germany (Franckfurt/Xetra)
 A Yes Yes N/A
Xetra European Stars
  • Dutch Equities of the Blue Chip Index AEX
 A Yes Yes N/A
Xetra US Stars
  • Market data of the 30 most liquid Dow Jones Industrial Average Index shares
 A Yes Yes N/A
Irish Stock Exchange
  • Trading data generated in Xetra for the 81 stocks in theXetra instrument group ISE1 (Irish Stock ExchangeEquities).
 A Yes Yes N/A
Deutsche Börse Indices and Xetra ETF
  • Selection indices and benchmark indices for International equity markets, Commodity, Bond, Volatility.
  • Customized indices, Indices for additional asset classes and Indicative net asset values (iNAV)
 A Yes Yes
for ETF only		 N/A
DJ STOXX Indices
  • Total View about the worldwide market trends and real time data of important European benchmarks.
  • The DJ STOXX Indices are comprised of leading stocks from the international stock markets.
 A Yes N/A N/A
SWX   P Q4 2008 Yes Yes N/A
SWX Europe (ex VirtX)   P Q4 2008 Yes Yes N/A
Borsa Italiana (Italian Stock Exchange - Milan) Affari
  • Electronic Share Market (MTA), including also the segment MTF; Mercato Expandi; MTAX; Trading After Hours (TAH); Trading After Hours MTAX (TAHX); Securitised Derivatives Market (SEDEX).
 P Q4 2008 Yes N/A N/A
IDEM
  • Derivatives Market (IDEM)
 P Q2 2009 Yes N/A N/A
MOT
  • Bonds, including the segments:
  • -DomesticMOT (bonds of domestic issuers and Government securities)
  • -EuroMOT (Electronic Market of the Eurobonds, bonds of foreign issuers and asset backed securities).
 P Q2 2009 Yes N/A N/A
INDEXES
  • S&P/MIB and all the INDEXES calculated and managed by Borsa Italiana.
 P Q2 2009 Yes N/A N/A
Nasdaq OMX Europe
  • Equities
 A Yes Yes Yes
OMX Nordics Exchanges (Copenhagen, Stockholm, Helsinki, Iceland) Nordic Equity
  • Equities, Equity rights, bonus subscriptions, interim shares, Convertibles, Warrants, Mutual funds
 A Yes Yes Yes
Nordic Derivative
  • Equity options and futures, Index options and futures
 A Yes Yes Yes
Nordic Fixed Income
  • Government bonds, Mortgage bonds, Corporate bonds, Premium bonds, Mutual funds
 A Yes Yes Yes
CHI-X
  • Markets traded:
  • Vienner Borse
  • Euronext (Paris, Brussels and Amsterdam only)
  • L.S.E
  • Helsinki Stock Exchange
  • Xetra
  • Copenhagen Stock Exchange
  • Oslo Bors
  • Stockholm
  • SWX Europe
 A Yes Yes Yes
Turquoise
  • Markets traded:
  • Vienner Borse
  • Euronext (Paris, Amsterda, Brussels and lisbon)
  • Copenhagen Stock Exchange
  • Oslo Bors
  • Stockholm
  • HETI
  • Irish Stock Exchange
  • Xetra
  • Eurex
  • SWX
  • L.S.E
  • Borsa Italiana
 A Yes Yes Yes

ASIAN EXCHANGE

Exchange Subsets Details Available/
Planned		 FeedContent
L1 L2-MBL L2-MB0
Hong Kong (HKEX) HKSE - Securities
  • Equities, Warrants, REITS, Debt securities, Exchange-traded funds, Unit trusts/mutual funds, Equit-linked instruments
 P Details available on request.
KOSDAQ Market
  •  
 P
BONDS
  •  
 P
Futures/Options
  •  
 P
ETFs,ELWs
  •  
 P
SGX -Singapore Exchange (merger of SES and SIMEX) SGX Securities Market
  •  
 P
SGX Derivatives Market
  •  
 P
Australian Security Exchange ASX
  •  
 P
SFE
  •  
 P
Osaka Securities Exchange Equities
  •  
 P
Futures and Options
  •  
 P
Tokyo Stock Exchange Group (TSE)
  •  
 P
Tokyo International Financial Future Exchange (TIFFE)
  •  
 P