QuantHouse to provide clients access to Cboe market data
17 September 2018 London
Image: Shutterstock
QuantHouse’s platforms QuantFEED and QuantLINK are to provide direct access to Cboe market data.
With this new service, QuantHouse will give clients access to all asset classes traded by Cboe from all QuantHouse data centers via a single application programming interface (API).
This ensures connectivity to the exchange is optimised, and reduces the cost of trading for QuantHouse clients.
The US-based QuantFEED Cboe low-latency market data feeds, including options, futures, equity options, and global equities, are delivered to clients in either native or normalised format, directly from the exchange.
QuantHouse’s modular solutions means clients can pick and choose the model they require to best fit their workflow, and can support any type of architecture from low latency to ultra-low latency systems.
This enables trading firms to take advantage of market data feeds while continuing to leverage in-house legacy technology.
In addition to traditional exchange provided market data, QuantHouse also offers access to historical market data, option volatility feeds, and consolidated complex option feeds.
Salloum Abousaleh, managing director of Americas at QuantHouse, said: “We have had a strong, strategic relationship with Cboe for many years, and are delighted to extend that relationship to other business lines and geographies.”
He added: “As one of the largest global exchange groups, it is important to QuantHouse to provide our clients direct access to Cboe market data, via a single platform ensuring we can meet the need for access to any asset class.”
Kevin Carrai, global head of market data at Cboe, commented: “By partnering with QuantHouse, Cboe market data is now available to QuantHouse’s clients globally.”
He added: “Through QuantHouse’s flexible, API-based model, both Cboe and QuantHouse clients can benefit from increased coverage of US equities and derivatives.”
With this new service, QuantHouse will give clients access to all asset classes traded by Cboe from all QuantHouse data centers via a single application programming interface (API).
This ensures connectivity to the exchange is optimised, and reduces the cost of trading for QuantHouse clients.
The US-based QuantFEED Cboe low-latency market data feeds, including options, futures, equity options, and global equities, are delivered to clients in either native or normalised format, directly from the exchange.
QuantHouse’s modular solutions means clients can pick and choose the model they require to best fit their workflow, and can support any type of architecture from low latency to ultra-low latency systems.
This enables trading firms to take advantage of market data feeds while continuing to leverage in-house legacy technology.
In addition to traditional exchange provided market data, QuantHouse also offers access to historical market data, option volatility feeds, and consolidated complex option feeds.
Salloum Abousaleh, managing director of Americas at QuantHouse, said: “We have had a strong, strategic relationship with Cboe for many years, and are delighted to extend that relationship to other business lines and geographies.”
He added: “As one of the largest global exchange groups, it is important to QuantHouse to provide our clients direct access to Cboe market data, via a single platform ensuring we can meet the need for access to any asset class.”
Kevin Carrai, global head of market data at Cboe, commented: “By partnering with QuantHouse, Cboe market data is now available to QuantHouse’s clients globally.”
He added: “Through QuantHouse’s flexible, API-based model, both Cboe and QuantHouse clients can benefit from increased coverage of US equities and derivatives.”
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