QuantFEED EBBO / NBBO

Overview

QuantFEED EBBO is the fastest and most flexible European Best Bid and Offer (EEBO).

It is powered by the FeedOS Order Book Consolidation Server, which can be configured to build any NBBO (National Best Bid and Offer).

It gives insight into the entire liquidity available across all of Europe’s MTFs and primary exchanges, with synchronized timestamps. This End-to-End solution is highly configurable. Clients can configure the universe of instruments to be consolidated, using industry standard referential data fields.

Clients can fine-tune the the consolidation behavior (cumulated quantity, latest quantity, biggest quantity, latest market timestmaps, etc.) TradingStatus, Opening Price, Closing price and auctions data can be enabled/disabled in the consolidated instruments.

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Features

  • Consolidates liquidity across multiple trading venues
  • Operates as a standalone process
  • Dynamic management of the Feed Status
  • High level of customization of the quotation data consolidation rules
  • Highly configurable reference data consolidation mechanism
  • API Alerts to be notified in real-time about any status changes and/or variation in the composition of a give consolidated instrument
  • Delivered with a Command Line Tool (CLI) to closely monitor and administrate the Consolidation Server
  • Single FeedOS API available in C++, Java and .NET C#
  • QuantHouse exchange DMA connectivity to capture data from within the exchange
  • Normalized Referential data with intraday instruments creation
  • Normalized Quotation data
  • Level 1 (Best Bid, Best Offer, Trades, Trading Status)
  • Level 2 Market By Prices (also known as Market By Level)