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 adds Jane Street Financial’s SI to API Ecosystem

Subscribe to our newsletter

QuantHouse continues to build out its qh API Ecosystem with the addition of Jane Street Financial’s systematic internaliser (SI). Through its SI, Jane Street offers liquidity for more than 2,000 single stocks from the Cboe Europe universe, with a focus on small and mid-cap names.

Jane Street adds to SIs already connected into the qh API Ecosystem, including Sun Trading and Virtu Financial, and its SI can be accessed via a single API built and maintained by QuantHouse.

Slawomir Rzeszotko, head of institutional sales and trading, Europe at Jane Street, notes that the qh API Ecosystem link will offer clients seamless and cost-efficient connectivity to the company’s liquidity through the QuantHouse QuantFeed and QuantLink mechanisms. He adds: “As MiFID II has brought in sweeping changes industry-wide, the continued growth in our trading volumes is a testament to the execution quality offered by our SI.”

Reflecting the changes made by MiFID II, Stephane Leroy, co-founder and chief revenue officer at QuantHouse, says: “MiFID II has changed the liquidity landscape dramatically. To make it easier for clients to access this fragmented liquidity, QuantHouse offers simple, easy access through one API to the Jane Street SI, regardless of the trading system or what country that client operates in.”

The QuantHouse API Ecosystem is a global initiative with the objective to provide a framework within which capital markets participants can quickly and easily gain access to multiple trading venues, technologies or applications through standard APIs. It houses buy- and sell-side participants, exchanges, prime brokers, trading venues, hedge funds, market makers and other financial services partners and vendors.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Regulator-First AI: Vivox Brings Atomic Workflows to Compliance Operations

Artificial intelligence has become a default talking point in financial crime compliance. Yet for many regulated firms, particularly those operating across capital markets, payments, and treasury functions, the challenge is no longer whether AI can be used, but whether it can be deployed in a way regulators will accept. For Vivox AI, a young company...

EVENT

Eagle Alpha Alternative Data Conference, Spring, New York, hosted by A-Team Group

Now in its 9th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Trading Regulations Handbook 2021

In these unprecedented times, a carefully crafted trading infrastructure is crucial for capital markets participants. Yet, the impact of trading regulations on infrastructure can be difficult to manage. The Trading Regulations Handbook 2021 can help. It provides all the essentials you need to know about regulations impacting trading operations, data and technology. A-Team Group’s Trading...