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QuantHouse announces global access of QuantFEED for Cboe US equity and equity options

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QuantHouse, an independent global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure solutions, is to provide optimised direct access to Cboe market data via its QuantFEED and QuantLINK services.

With this new service, QuantHouse now provides clients access to all asset classes traded by Cboe from all QuantHouse data centres via a single 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, global equities and FX, 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. All market data and products are transmitted through QuantLINK, QuantHouse’s ultra-low latency, fully redundant 40G network. 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 (pictured), Managing Director Americas, QuantHouse, says: “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. 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, Cboe, says: “By partnering with QuantHouse, Cboe market data is now available to QuantHouse’s clients globally. 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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