QuantHouse is providing clients with optimised direct access to Chicago Board Options Exchange (Cboe) market data for US equity and equity options via its low-latency market data offering QuantFeed and order routing service QuantLINK. The partnership will enable QuantHouse clients to access all asset classes traded by Cboe from all QuantHouse data centres via a single API, which should reduce trading costs.
Salloum Abousaleh, managing director Americas at QuantHouse,says: “As one of the largest global exchange groups, it is important to QuantHouse to provide its clients with direct access to Cboe market data via a single platform and ensure we can meet the need for access to any Cboe asset class.”
The QuantFEED Cboe low-latency market data feeds, including options, futures, equity options, global equities and FX, are delivered to users in either native or normalised format, directly from the exchange. QuantHouse’s modular solutions support any type of architecture from low latency to ultra-low latency, and clients can customise the model they require to best fit their workflow. This enables trading firms to take advantage of market data feeds while continuing to leverage in-house legacy technology.
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