Global Market data Coverage

Description

QuantHouse’s FeedHandlers capture RAW market data using Direct Market Access (DMA) with ultra-low latency network 10Gbps network components, hosted in colocation, at the heart of the exchange. Market data vendor on 140+ feeds and expanding constantly, look forward and choose the Best Low Latency Data Feed vendor (Intelligent Trading Technology Awards 2017).

All feeds are available through our QuantFEED and ConsolidatedFEED solutions, with the Single FeedOS API (C++, Java and .NET C#).

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Feed Coverage

(1.2018)

AMERICAS

Exchange, MTFs

Product Name Market Depths
Cboe BYX (1008:BYX) Referential
Cboe BZX (1009:BZX) Referential, L1, L2 MBL Depth5, L2 MBO
Cboe Futures Exchange (1123:CBE) Referential, L1, L2 MBL Depth5
Cboe CSMI (Indices) (1124:CBI) Referential, L1
Chicago Board of Trade CBOT (1022:CBO) Referential, L1, L2 MBL Depth10, L2 MBO
Chicago Mercantile Exchange CME (1027:CME) Referential, L1, L2 MBL Depth10, L2 MBO
Cboe EDGA (1031:DEA) Referential
Cboe EDGX (1117:DEX) Referential, L2 MBL Depth10, L2 MBO
ICE Futures EU Commodities Chicago Contracts (1205:ICM) Referential, L1, L2 MBL Depth5
ICE Futures EU Financial Chicago Contracts (1192:ICA) Referential, L1, L2 MBL Depth5
ICE Futures US (1042:ICU) Referential, L1, L2 MBL Depth5, L2 MBO
Minneapolis Grain Exchange (1057:MGE) Referential, L1, L2 MBL Depth10
NASDAQ GIDS US (1066:GID) Referential, L1
NASDAQ TotalView (1063:NAS) Referential, L1, L2 MBL Depth5, L2 MBO
NASDAQ UTP (1064:NUT) Referential, L1
New York Mercantile Exchange NYMEX (1069:NYM) Referential, L1, L2 MBL Depth10, L2 MBO
NY Commodity Exchange COMEX (1141:COM) Referential, L1, L2 MBL Depth10, L2 MBO
NYSE Arca Integrated (1003:ARI) Referential
OPRA NBBO (1081:OPA) Referential, L1
OTC Markets including Pinksheets (1000:OTC) Referential, L1
S&P/TSX Indices (1182:TMI) Referential, L1
TMX Toronto (1097:TMX) Referential, L1, L2 MBL Depth10, L2 MBO
TMX Toronto Venture (1122:TSX) Referential, L1, L2 MBL Depth10, L2 MBO
CTA Network B (1030:CTB) Referential, L1
CTA Network A (1029:CTA) Referential, L1
CTA Network B Bid/Ask (1225:CTD) Referential, L1
CTA Network A Bid/Ask (1224:CTC) Referential, L1
Nasdaq Basic NYSE Issues (1065:NBA) Referential, L1
Nasdaq Basic NASDAQ Issues (1143:NBC) Referential, L1
Nasdaq Basic NYSE MKT Issues (1142:NBB) Referential, L1
OTC Bulletin Board (OTCBB) (1215:OTD) Referential, L1
Korea Exchange Futures (CME night session) (1076:NOI) Referential, L1, L2 MBL Depth10
Cboe BYX (1008:BYX) Referential
Cboe EDGA (1031:DEA) Referential
NYSE Arca Integrated (1003:ARI) Referential

EMEA

Systematic Internalizers, APA and Trade reporting

Product Name Market Depths
Cboe Europe BXTR (1211:BTR) Referential, L1, L2 MBL Depth5, L2 MBO
Jane Street SI (1267:JAN) Referential, L1
NASDAQ Baltic APA Service (1242:NAV) Referential, L1
NASDAQ Nordic APA Service (1239:NAU) Referential, L1
Sun Trading SI (1238:SUN) Referential, L1
Tower Research SI (1269:TOW) Referential, L1
TRADEcho (1234:LSF) Referential, L1, L2 MBL Depth10, L2 MBO
Virtu Financial SI (1236:VIT) Referential, L1

Exchange, MTFs, Block Trading and Dark pools

Product Name Market Depths
Aquis Exchange (1227:AQU) Referential, L1, L2 MBL Depth10
Athens Indices including FTSE/Athens Indices (1174:ATI) Referential, L1
Athens Securities (1004:ATH) Referential, L1, L2 MBL Depth10, L2 MBO
BME IBEX and FTSE LATIBEX Indices (1203:IBX) Referential, L1
BME MEFF Derivatives (1013:MEF) Referential, L1, L2 MBL Depth10
BME SIB Equities (1012:BME) Referential, L1, L2 MBL Depth5
Boerse Frankfurt Certificates, and Warrants (ex SCOACH) (1118:XEA) Referential, L1
Borsa Istanbul Equities (1193:BIE) Referential, L1, L2 MBL Depth10
Borsa Istanbul Indices (1208:BII) Referential, L1
Borsa Italiana Affari Equities (1015:AFF) Referential, L1, L2 MBL Depth5
Borsa Italiana IDEM Derivatives (1018:IDM) Referential, L1, L2 MBL Depth5
Borsa Italiana MOT Bonds (1016:MOT) Referential, L1, L2 MBL Depth5
Bourse de Luxembourg (1056:LUX) Referential, L1, L2 MBL Depth10
Bourse de Luxembourg Indices (1146:LUI) Referential, L1
Budapest ADH including Indices (1112:BSE) Referential, L1, L2 MBL Depth10
Budapest RapidADH (1144:RBD) Referential, L1, L2 MBL Depth20
Cboe Europe BXE and CXE (1007:BAE) Referential, L1, L2 MBL Depth10, L2 MBO
Cyprus Stock Exchange (1172:CYP) Referential, L1, L2 MBL Depth10, L2 MBO
Deutsche Boerse Indices and Xetra ETF (1105:DEI) Referential, L1
EEX Spot, Derivatives Market, and Strategies (1140:EEX, 1154:CES) Referential, L1, L2 MBL Depth10
ETS Commodity Exchange (Kazakhstan) (1159:ETS) Referential, L1, L2 MBL Depth20
Eurex Ultra Futures (1032:EUF) Referential, L1, L2 MBL Depth10
Eurex Ultra Options (1033:EUO) Referential, L1, L2 MBL Depth10
Euronext All Indices (1035:EUI) Referential, L1
Euronext Cash Market (1034:EUR) Referential, L1, L2 MBL Depth10, L2 MBO
Euronext Commodities Derivatives (1073:LIC) Referential, L1, L2 MBL Depth10
Euronext Currency Derivatives (1071:LIR) Referential, L1, L2 MBL Depth10
Euronext Equity and Index Derivatives (1072:LII) Referential, L1, L2 MBL Depth10
EuroTLX (1187:EUT) Referential, L1, L2 MBL Depth5
FTSE Indices (1036:FTE) Referential, L1
ICE Futures EU Commodities (1041:ICE) Referential, L1, L2 MBL Depth5
ICE Futures EU Financials (1175:ICL) Referential, L1, L2 MBL Depth10, L2 MBO
ICE Futures EU Financials (Implied Range) (1262:ICF) Referential, L1, L2 MBL Depth10
Irish Stock Exchange (1045:IRH) Referential, L1, L2 MBL Depth10
Irish Stock Exchange Indices (1044:IRI) Referential, L1
Irish Stock Exchange Ultra (1209:IRU) Referential, L1, L2 MBL Depth10
JSE Equities (1047:JSE) Referential, L1, L2 MBL Depth10, L2 MBO
LSE European Market (1054:LEE) Referential, L1, L2 MBL Depth10, L2 MBO
LSE European Market, LSE International Market (1054:LEE, 1055:LEI) Referential, L1, L2 MBL Depth10, L2 MBO
LSE UK Market (1053:LSE) Referential, L1, L2 MBL Depth10, L2 MBO
Moscow Bonds (1177:MXB) Referential, L1, L2 MBL Depth10, L2 MBO
Moscow Equities (1176:MXE) Referential, L1, L2 MBL Depth10, L2 MBO
Moscow Futures & Options (1160:MXD) Referential, L1, L2 MBL Depth10, L2 MBO
Moscow FX (1179:MXF) Referential, L1, L2 MBL Depth10, L2 MBO
Moscow Indices (1178:MXI) Referential, L1
Nasdaq Baltic Equity and Fixed Income (1212:BLT) Referential, L1, L2 MBL Depth10, L2 MBO
NASDAQ GIDS EU Indices (1119:NOY) Referential, L1
NASDAQ Nordic Commodities (1017:IIX) Referential, L1, L2 MBL Depth5, L2 MBO
NASDAQ Nordic Derivatives OMnet (1059:GEN) Referential, L1, L2 MBL Depth5
NASDAQ Nordic Derivatives Totalview (1214:NAT) Referential, L2 MBL Depth5, L2 MBO
NASDAQ Nordic Equity TotalView (1062:TOT) Referential, L1, L2 MBL Depth10, L2 MBO
Nordic Growth Market (1068:NGM) Referential, L1, L2 MBL Depth10, L2 MBO
Oslo Bors Fixed Income and Equities, Oslo Bors Indices (1084:OSL, 1086:OSI) Referential, L1, L2 MBL Depth10, L2 MBO
Prague Cash Market ADH (1087:PRG) Referential, L1, L2 MBL Depth10
Prague Indices ADH (1180:PRI) Referential, L1
Regional Exchanges Germany (1136:REG) Referential, L1
SIX Structured Products (ex Scoach SWX) (1090:SSX) Referential, L1, L2 MBL Depth5
SIX Swiss incl. SWX Europe (1093:SWX) Referential, L1, L2 MBL Depth5, L2 MBO
STOXX Indices (1106:DJI) Referential, L1
Tel Aviv Bonds (1148:TAB) Referential, L1, L2 MBL Depth5
Tel Aviv Derivatives (1150:TAD) Referential, L1, L2 MBL Depth5
Tel Aviv Indices (1149:TAI) Referential, L1
Tel Aviv Shares (1147:TAS) Referential, L1, L2 MBL Depth5
Tradegate (1135:TGT) Referential, L1
Turquoise (1098:TRQ) Referential, L1, L2 MBL Depth10, L2 MBO
Ukrainian Exchange (1158:UKX) Referential, L1, L2 MBL Depth10
UTP Smartpool (1134:SAP) Referential, L1
Vienna Cash Market ADH (1099:VIE) Referential, L1, L2 MBL Depth10
Vienna Global Market (1263:VIF) Referential, L1, L2 MBL Depth10
Vienna Cash Market & Structured Products RapidADH (1121:VIR) Referential, L1, L2 MBL Depth20
Vienna Indices (1100:VII) Referential, L1
Warsaw Stock Exchange (1101:WAR) Referential, L1, L2 MBL Depth5
Warsaw Stock Exchange (NewConnect) (1230:WAS) Referential, L1, L2 MBL Depth5
Xetra Ultra (1108:DEP) Referential, L1, L2 MBL Depth10
Xetra Core (1102:DES) Referential, L1, L2 MBL Depth10

APAC

Exchange, MTFs

Product Name Market Depths
ASX 24 Derivatives (1005:AUD) Referential, L1, L2 MBL Depth10, L2 MBO
ASX Total Equities (1006:AUE) Referential, L1, L2 MBL Depth10, L2 MBO
Bombay Stock Exchange (1275:BOM) Referential
Bursa Malaysia Equities (1161:BMQ) Referential, L1, L2 MBL Depth5
Bursa Malaysia Sectorial Indices (1162:BMI) Referential, L1
Fukuoka Stock Exchange (1114:FSE) Referential, L1, L2 MBL Depth10
HKEx - CSI Indices (1168:HKC) Referential, L1
HKEx - HSI Indices (1167:HKH) Referential, L1
HKEx - S&P Indices (1169:HKS) Referential, L1
HKEx Derivatives (1039:HKD) Referential, L1, L2 MBL Depth10
HKEx Securities (1038:HKE) Referential, L1, L2 MBL Depth10
India NSE Capital Markets (1189:NSE) Referential
Indonesia Stock Exchange (1274:IND) Referential
JPX Osaka Stock Exchange Futures (1028:CMX) Referential, L1, L2 MBL Depth10
JPX Osaka Stock Exchange JGB Futures & Options (1048:KBT) Referential, L1, L2 MBL Depth10
JPX Osaka Stock Exchange Multilegs (1058:MCX) Referential, L1, L2 MBL Depth10
JPX Osaka Stock Exchange Options (1037:GLO) Referential, L1, L2 MBL Depth10
JPX Tokyo Stock Exchange Equities (1095:TSE) Referential, L1, L2 MBL Depth10
Korea Exchange ETFs, ETNs, ELWs - Securities C (1233:KOW) Referential, L1, L2 MBL Depth10
Korea Exchange Futures - Derivatives A (1232:KOV) Referential, L1, L2 MBL Depth10
Korea Exchange KOSDAQ Stocks - Securities B (1051:KOS) Referential, L1, L2 MBL Depth10
Korea Exchange KOSPI stock - Securities A (1049:KSE) Referential, L1, L2 MBL Depth10
Sapporo Securities Exchange (1113:SSE) Referential, L1, L2 MBL Depth10
SGX Singapore Exchange Equities (1091:SGX) Referential, L1, L2 MBL Depth10, L2 MBO
Shanghai Stock Exchange (1082:OSE) Referential, L1, L2 MBL Depth10
Shanghai Stock Exchange SSE and CSI Indices (1083:OSD) Referential, L1
Shenzhen Stock Exchange (1231:SHE) Referential
Singapore SE Derivatives Commodity Futures & Options (1221:SGY) Referential, L1, L2 MBL Depth10
Singapore SE Derivatives Index Futures & Options (1222:SGZ) Referential, L1, L2 MBL Depth10
Stock Exchange of Thailand Equities (1188:THA) Referential, L1, L2 MBL Depth5
Taiwan Stock Exchange (1273:TAJ) Referential
Topix Indices (1171:TSI) Referential, L1