QuantHouse wins Best Low-Latency Data Feed - Direct award at the 2020 A-Team TradingTech ceremony
London, 26 February 2020: QuantHouse, the leading independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, today announced it has won ‘Best Low-Latency Data Feed - Direct’ at the 2020 TradingTech Awards.
The TradingTech Insight Europe Awards, hosted by A-Team Group, focus on operational and product excellence in financial trading technology and reflect the different challenges facing market practitioners and suppliers as they seek to develop trading and data solutions in the rapidly changing European marketplace. Winners are selected by A-Team Insight’s readers and the TradingTech Summit Advisory Board.
Stephane Leroy, Business Co-Founder and Chief Revenue Officer, QuantHouse, said: “In 2019 we were delighted to win the ‘Best Low-Latency Data Feed - Managed’ category. We are even more delighted to be recognised again by the industry in 2020 as the - Best Low-Latency Data Feed - Direct category in recognition of our capability to deliver data direct from exchanges and other trading venues. We continually assess and refine the data feeds that we offer to meet the ever-changing needs of our diverse API Ecosystem clients and partners.”
Leroy continued, “QuantHouse now delivers high quality market data for 145+ sources with an unmatched level of performance and quality of normalization. Essentially, we aim to cater for all market data requirements, from ultra-low latency full depth market data updates delivered through IPC Shared memory to historical data replay.”
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.