About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

QuantHouse Offers Historical Data on-Demand to Algo Traders

Subscribe to our newsletter

QuantHouse has released Historical Data on-Demand, a service designed to speed up the research, development and back-testing phase of any trading strategy, and allow clients to implement new trading ideas within days rather than weeks or months.

The company is offering up to 10 years of historical data on-demand for the US, European and Asia-Pacific markets. Access to the data is available via a web portal, so clients can search for the data they need and purchase it online using a web browser of choice. The historical datasets purchased are delivered as flat files and are available for immediate integration into any system, without the need to integrate an API. Historical data can be replayed over prior time periods with the results being refined and adjusted to optimise trading performance.

While the time taken to fulfil the research, development and back-testing cycle of a trade can push execution beyond optimal timings, QuantHouse says giving research and development teams Historical Data on-Demand will enable them to rapidly test new and current trading strategies, and detect potential losses or degradation of the strategies within days, not weeks.

Stephane Leroy, chief revenue officer and co-founder of QuantHouse, explains: “The trading landscape has changed significantly in the past few years, it is no longer about how fast your trades are sent, but how quickly your trading strategy can be ready. To move away from speed trading to smart trading, you need access to trusted, reliable and consistent data on-demand, so that you can spot changes and emerging patterns in the market quickly and evaluate and adjust your trading strategy accordingly. Our Historical Data on-Demand service gives clients an advantage by moving them into a much more real-time environment.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: High-Performance Networks & Low-Latency Connectivity for Trading

With financial markets becoming more complex and interconnected in today’s electronic trading environment, trading firms, exchanges, and infrastructure providers need to continually push the boundaries of network performance to stay ahead. Ultra-low latency, seamless connectivity, and resilient infrastructure are no longer just advantages – to stay competitive, they’re necessities. This webinar, part of the A-Team...

BLOG

BlockFills Integrates Definitive Finance’s On-Chain Execution Platform to Expand Institutional Trading Capabilities

Digital asset infrastructure provider BlockFills has partnered with decentralised finance (DeFi) platform Definitive Finance, to enhance its on-chain trading capabilities for institutional and venture capital clients. The integration allows BlockFills to offer automated execution across a wider range of tokens, including less liquid and emerging assets, while improving execution quality and maintaining trading anonymity. Definitive’s...

EVENT

RegTech Summit New York

Now in its 9th year, the RegTech Summit in New York will bring together the RegTech ecosystem to explore how the North American capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

AI in Capital Markets: Practical Insight for a Transforming Industry – Free Handbook

AI is no longer on the horizon – it’s embedded in the infrastructure of modern capital markets. But separating real impact from inflated promises requires a grounded, practical understanding. The AI in Capital Markets Handbook 2025 provides exactly that. Designed for data-driven professionals across the trade life-cycle, compliance, infrastructure, and strategy, this handbook goes beyond...