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 API Ecosystem Opens Access to Sun Trading SI Platform

Subscribe to our newsletter

Trading technology provider QuantHouse is offering direct access to Sun Trading’s Systematic Internaliser (SI) platform through its qh API Ecosystem, which is driven by the company’s QuantFEED and QuantLINK services, and provides access to Sun Trading market data and order entry feeds, as well as SI liquidity.

The aim is to help qh API Ecosystem members – around 500 exchanges, prime brokers, trading venues, hedge funds, market makers and others – benefit from the changing liquidity landscape created by the SI regime in Markets in Financial Instrument Directive II (MiFID II).

QuantHouse co-founder, Stephane Leroy, says: “There is enormous change happening in the market under MiFID II and our aim is to help clients access these new SIs quickly and easily so they benefit from the new regime. Sun Trading is one of the largest liquidity providers, by providing connectivity to it via QuantHouse’s API Ecosystem, clients have quicker access to better liquidity, without the pain of having to code bespoke APIs.”

Jamal Tarazi, head of European trading at Sun Trading, adds: “QuantHouse is helping to open up the market to smaller firms by normalising access to liquidity that would have been inaccessible before.”

The deal with Sun Trading follows QuantHouse’s offer of access to Virtu’s SI platform last month. QuantHouse introduced the qh API Ecosystem in September, giving firms access to trading solutions through open APIs. At the time, Leroy called the ecosystem ‘a milestone in our history’ that ‘industrialises and democratises’ automated trading.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: The Role of Data Fabric and Data Mesh in Modern Trading Infrastructures

The demands on trading infrastructure are intensifying. Increasing data volumes, the necessity for real-time processing, and stringent regulatory requirements are exposing the limitations of legacy data architectures. In response, firms are re-evaluating their data strategies to improve agility, scalability, and governance. Two architectural models central to this conversation are Data Fabric and Data Mesh. This...

BLOG

Beyond the Balance Sheet: Operationalising Non-Financial Misconduct under SMCR

The integration of Non-Financial Misconduct (NFM) – encompassing behaviours such as harassment, discrimination, and bullying – into the Senior Managers and Certification Regime (SMCR) marks an important step in UK financial services regulation. A webinar, Managing Non-Financial Misconduct Under SMCR, hosted by A-Team Group, offered senior practitioners insights into operationalising these expectations, covering legal alignment,...

EVENT

TradingTech Summit London

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...