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QuantFEED

Ultra-Low Latency Market Data API for High-Performance Trading
Connect to 240+ normalized feeds from 80+ sources — all through a single award-winning API.

Why QuantFEED?

Ultra-low latency for latency-sensitive trading strategies
Global coverage via 19 points-of-presence
Comprehensive market data: Level 1 & 2, MBO, reference data, intraday instruments creation
Flexible consumption: TCP/IP, Multicast, IPC Shared Memory, on-the-fly updates
Managed or software solutions with full monitoring & support

Quantfeed key features

Key Features

Single FeedOS API: C++, Java, .NET C#
Direct exchange connectivity via QuantHouse DMA
Consolidation & publication capabilities
Integration with 50+ fintech partners
Advanced monitoring & load testing tools

Performance & Reliability

Nanosecond-level timestamps for precision
CPU-efficient design for high throughput
End-to-end latency monitoring
Integration with 50+ fintech partners
Load test solutions for scalable deployments

Quantfeed key features

Optimized Market Data Chain

Data capture inside Exchange colocation sites
Single-digit microsecond normalization via FeedHandler
Low-latency dissemination across global trading network

Innovation & Trust

EBBO consolidation — trusted 10+ years by major players
Multi-layer order book for deeper market visibility
Enhanced MBO data preserving full event sequentiality
Optimized binary protocol for fast, efficient data delivery
Advanced storage, replay, and publication capabilities

FeedOS API

One API for all your market data needs:

Publish/subscribe model for real-time updates
Batch subscriptions & snapshot requests
Referential and quotation tags
Proprietary FeedOS protocol optimized for high throughput

Developer-Friendly

Sample code & well-documented examples
Pre-compiled CLI tools — interactive & batch operations
Expert support for integration and optimization
Real-time, historical, and publication-ready data