QuantFEED Solutions

Powered by the FeedOS Framework and leveraging QuantLINK high performance trading infrastructure, QuantFEED Solutions deliver high quality market data for 140+ sources with an unmatched level of performances and quality of normalization.

From ultra-low latency full depth market data updates delivered through IPC Shared memory to historical data replay, we can address every single market data requirements you may have: ConsolidatedFEED, Referential data, EOD, Historical data, European or National Best Bid and Offer and more - all accessible through the single FeedOS API.

QuantFEED is the QuantHouse unique end-to-end ultra low latency market data feed fully managed solution with a global Service Level Agreement including hardware, software, Direct Market Accesses and telecommunication components.

QuantFEED technology can also be deployed as a standalone application at client location leveraging client trading infrastructures. .

Contact us, for more information.

PERFORMANCE AND FLEXIBILITY

  • Highly customizable ultra-low latency market data solutions
  • Delivered as End-to-End solutions or Managed Software Solutions
  • Microseconds timestamps

OPTIMIZED MARKET DATA CHAIN

  • Data capture within the Exchange colocation sites
  • Single digit microseconds data normalization performed by QuantHouse’s FeedHandler
  • Data dissemination - powered by QuantLINK, combining fiber and microwave technologies

INNOVATION AND RELIABILITY

  • EBBO (European Best Bid and Offer) consolidation. Used in production for 6+ years by all the major players
  • Multi-layer book
  • Optimized binary protocol for market data dissemination
  • Storage, replay and publication capabilities
  • MIFID II Ready

GLOBAL COVERAGE & SINGLE API

  • Market data vendor on 140+ Exchange Feed products
  • Single FeedOS API available in C++, Java and .NET C#
  • Integrated with 30+ 3rd party provider. Check-out our API Ecosystem