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

Recorded Webinar: Sponsored by FundGuard: NAV Resilience Under DORA, A Year of Lessons Learned

The EU’s Digital Operational Resilience Act (DORA) came into force a year ago, and is reshaping how asset managers, asset owners and fund service providers think about operational risk. While DORA’s focus is squarely on ICT resilience and third-party dependencies, its implications extend deep into core operational processes that are critical to market integrity, investor...

BLOG

Reframing Corporate KYC: Encompass Targets Back-Book Exposure with Scalable EC Review

For many SME focussed banks, KYC investments have streamlined the onboarding journey but legacy KYC records – the back-book – often remain dormant until a regulatory inspection, or an enforcement case at a peer institution, forces a wholesale review. The challenge that follows is how to remediate at scale, with urgency, and without the need...

EVENT

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

Now in its 8th 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

Corporate Actions Europe 2010

The European corporate actions market could be the stage of some pretty heavy duty discussions regarding standards going forward, particularly with regards to the adoption of both XBRL tagging and ISO 20022 messaging. The region’s issuer community, for one, is not going to be easy to convince of the benefits of XBRL tags, given the...