Quanthouse
High-performance, low latency API data feeds and trading infrastructure for data-driven trading strategies.
Overview
Quanthouse provides high-performance, low latency API data feeds and trading infrastructure designed to support hedge funds, investment banks, brokers, market makers, fintech providers, and trading venues. Their solutions deliver quality market data and trading capabilities through a single FeedOS client API available in C++, Java, and .NET C#.
The product suite includes QuantFEED, a single API for high performance market data delivery with over 240 normalized feeds from 80+ sources, and ConsolidatedFEED, a global market data feed optimized for bandwidth efficiency. Additional offerings include analytics services, end-of-day pricing data, comprehensive reference data, historical data on-demand, and historical binary file replay.
Quanthouse also provides infrastructure and connectivity services such as proximity hosting, order routing, and raw data feeds from 80+ venues worldwide, supported by a global network of 19 points of presence. Their platform integrates with over 50 global trading application and fintech partners, offering managed and software solutions with full monitoring and support.
Key Features
- + Single FeedOS client API in C++, Java, and .NET C#
- + Full-depth order book with Market By Order and Market By Limit
- + Self-publication capability for proprietary data dissemination
- + Comprehensive reference data and global symbology mapping
- + 240+ normalized market data feeds from 80+ sources
- + Managed and software solutions with monitoring and support
- + Proximity hosting and order routing services
- + Historical data on-demand and binary file replay