Historical data On-Demand


QuantHouse’s historical data is built at the source, powered by award-winning QuantFEED technology. By recording every packet at the FeedHandler level, we can provide tick-by-tick historical data with the same underlying format and high quality timestamping as our real-time production environment, across all normalized feeds we cover.

Our innovative History On-Demand platform provides access to QuantHouse’s tick history through a self-service web interface, allowing you to search, find and easily purchase the historical data sets you need.

This interface allows clients to purchase historical data for specific markets and instruments on a one-off or ongoing basis, delivered automatically as compressed .csv files.

Contact us if you want more details about HOD or review our sample files.


Key Features :

  • High quality normalized market data, available daily as soon as possible after the exchanges’ embargo.
  • One-off and on-going delivery mechanisms.
  • Historical data delivered via compressed .csv files, containing snapshots every 15 minutes (L1-Full and L2-MBL).
  • Datasets available include:
  1. L1 - Trades only (also known as “Times & Sales”)
  2. L1 - Full (Orders, Trades, Trading Status, Auctions, etc…)
  3. L2 - MBL
  • Referential data (dictionary) and tick sizes are always included.
  • Underlying software and technology designed and maintained internally - no 3rd party involvement.
  • Scalable and constantly evolving platform.
  • Order management, billing and delivery processes are fully automated, leveraging Hadoop, Scala, Spark, Drill and Elastic Search.
  • Payment by wire transfer & credit card available.


Feed Coverage