QuantHouse wins “Best Market Data Newcomer” for its Historical Data On-Demand service at the WatersTechnology Inside Market Data and Inside Reference Data Awards 2020

QuantHouse wins “Best Market Data Newcomer” for its Historical Data On-Demand service at the WatersTechnology Inside Market Data and Inside Reference Data Awards 2020

London, Paris, Chicago, Sydney, 18 September 2020: QuantHouse, the global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure products and part of Iress (IRE.ASX), today announced it has won “Best Market Data Newcomer” for its Historical Data On-Demand service at the WatersTechnology Inside Market Data and Inside Reference Data Awards 2020.

The Inside Market Data and Inside Reference Data awards recognise industry excellence within market data, reference data and enterprise data management and the QuantHouse win recognises the 2019 launch of their Historical Data On-Demand service.

Stephane Leroy, Business Co-Founder and Chief Revenue Officer, QuantHouse, said: said: “We are really thrilled to be acknowledged by WatersTechnology in this category for our relatively new offering. We continue to see more and more customers sign up to benefit from access to Historical Data On-Demand and our offering now includes up to 10 years of historical data for US, European and Asian-Pacific markets.”

Historical Data On-Demand delivers fast, reliable historical data - on-demand - for use in any model and allows QuantHouse clients to backtest and then implement new trading ideas within days rather than weeks or even months. Historical data purchased through the platform is delivered automatically in compressed .csv format, instantly providing access to high data quality without any need to integrate to QuantHouse’s API or replay tool.

Leroy, continued: “As algorithmic trading strategies become more sophisticated and trading firms look at ways to speed up the research, development and backtesting phase of their trading strategies and expand into new markets, institutions are increasingly turning to data providers such as QuantHouse that are capable of delivering high quality historical data on-demand.”

About QuantHouse

QuantHouse provides end-to-end systematic trading solutions. This includes ultra low latency market data technologies with QuantFEED, algo-trading development framework with QuantFACTORY and proximity hosting and order routing services with QuantLINK. We help hedge funds, market makers, investment banks, brokers and trading venues achieve optimal trading performance, develop and integrate new trading strategies, comply with regulatory requirements, test existing and new trading infrastructure tools and rationalize operating costs.

The “QuantHouse API Ecosystem” is a unique global initiative with the objective to provide the framework within which capital markets participants can quickly and easily gain access to multiple trading venues, technologies or applications through standard APIs. The QuantHouse API Ecosystem has developed over time to what is now the largest API ecosystem community of buy- and sell-side participants, exchanges, prime brokers, trading venues, hedge funds, market makers and other financial services partners and vendors.

QuantHouse is part of Iress (IRE.ASX), a technology company providing software to the financial services industry. Iress’ software is used by more than 9,000 businesses and 500,000 users globally. More information is available on www.iress.com.

For more information, please visit quanthouse.com, follow us on Twitter @quanthouse or visit our LinkedIn Page.