About a-team Marketing Services
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: Reviewing the Latency Landscape and the Next Generation of Ultra-Low Latency Infrastructure

Date: 17 September 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Ultra-low latency is no longer the preserve of a handful of proprietary trading firms. As new asset classes electronify, data volumes surge, and regulatory expectations around execution quality and resilience tighten, the performance demands on trading infrastructure are broadening...

BLOG

Building for the Next Big Event: What Prediction Market Operators Need from Exchange Technology

By Ian Salmon, Head of Product Marketing, Adaptive. Prediction markets have moved from the edges of the financial ecosystem into a space that increasingly resembles regulated market infrastructure. What began as a retail phenomenon around political events and sports outcomes has evolved into a sector attracting institutional capital, established exchanges and serious regulatory attention. The...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...