QuantHouse has responded to client requirements with a trade and book updates synchronisation feature that allows trades and book updates to be reconciled when consuming data in real time, or when working with historical data.
The feature is available on QuantHouse’s QuantFEED and ConsolidatedFEED, and is focused on feeds from derivatives exchanges. It is currently live for EUREX, CME and ICE feeds. By synchronising trades and book events, QuantHouse says firms can do more advanced research and improve back-testing of their strategies to reach more informed trading decisions.
Pierre Feligioni, co-founder and CEO at QuantHouse, says: “Reconciliation of trades and book updates has been a recurring challenge for market participants who are always looking for more accurate back-testing of trading strategies. We are pleased to offer this new capability in response to client demand.”
QuantFEED is an ultra-low latency fully managed solution designed to capture, normalise and disseminate market data for more than 140 feeds, available via a single API. ConsolidatedFEED is QuantHouse’s cost-effective global consolidated feed designed to feed a wide range of consuming applications. The consolidated market data feed is powered by QuantFEED technologies and QuantLINK high performance trading infrastructure.
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