QuantFEED is QuantHouse unique end-to-end ultra-low latency market data feed with a Global Service Level Agreement including hardware, software and network components. It normalizes and disseminates market data updates for more than 145 feeds with unmatched level of performances and quality of normalization.

FeedHandlers, Subscription Servers, FeedHandlers with Subscription Features - discover all the FeedOS Server Components used by QuantFEED.

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  • Single FeedOS API available in C++, Java and .NET C#
  • QuantHouse exchange DMA connectivity to capture data from within the exchange
  • Normalized Referential data with intraday instruments creation
  • Normalized Quotation data
  • Level 1 (Best Bid, Best Offer, Trades, Trading Status)
  • Level 2 Market By Prices (also known as Market By Level)
  • Level 2 Market By Order (Full-depth book)
  • Subscription Servers allowing you to optimize market data consumption, and scales when you need to
  • Delivery through TCP/IP, Multicast or IPC Shared Memory
  • Update your subscriptions on-the-fly
  • Consolidation capability
  • Publication capability
  • Load test solutions
  • Monitor end-to-end performances with QuantFEED Latency monitoring tools
  • Historical market data available as a one-off delivery or on-going subscription
  • End-to-end support services
  • End-to-end maintenance services
  • End-to-end Service Level Agreement