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

CMC Markets Joins QuantHouse API Ecosystem

Subscribe to our newsletter

QuantHouse continues to build out its API Ecosystem with the addition of CMC Markets. This will give financial firms within the ecosystem easy and efficient access to CMC’s platform, which supports trading in global single stock constituents, equity indices, FX, commodities and treasury derivatives.

Recent additions to the qh API Ecosystem include Jane Street Financial’s systematic internaliser (SI) and Exchange Data International.

Commenting on the inclusion of CMC in the ecosystem, Anthony Edwards, institutional sales manager at CMC Markets, says: “Our clients have been asking us to give them the ability to access additional asset classes, so with this in mind we have been developing our new CMC Prime platforms and API technology. This will allow our institutional counterparties to directly access an extended range of instruments, all from a single provider.”

The tie-up makes CMC execution services accessible to hedge fund and brokerage clients in more than 22 financial data centres across the globe through the QuantHouse network. QuantHouse’s client and partner community of more than 500 participants will also be able to gain global access to CMC services.

Stephane Leroy, business co-founder and chief revenue officer at QuantHouse, says: “CMC Markets shares the same ethos as QuantHouse – to provide easy API connectivity on a low latency basis. This tie-up ensures QuantHouse’s clients will benefit from quick, efficient and low-cost access to trading on the CMC platform. At the same time, CMC clients will benefit from easy access to the API Ecosystem for a number of trading services made available by our members.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

Quantum Readiness in Trading: Why Cryptography and Data Governance Matter More Than Qubits

Quantum computing is becoming one of the most widely discussed emerging technologies in financial markets infrastructure. In industry commentary, the technology is often framed either as a revolutionary engine for trading performance or as an existential threat to the cryptographic systems that secure global finance. In practice however, the near-term impact is likely to be...

EVENT

RepRisk Sustainability Breakfast Roundtable London

The London sustainability breakfast is part of the global roundtable thought leadership event series hosted by RepRisk in key markets, including, New York, Toronto, London, Frankfurt, Oslo, Copenhagen, Stockholm, Hong Kong and Singapore in 2026.

GUIDE

Tackling the Data Management Challenges of FATCA

As the July 1, 2014 deadline for compliance with the Foreign Account Tax Compliance Act – or FATCA – approaches, financial institutions around the world are working to ensure their data management and operational systems will meet the requirements of the US legislation. This report discusses the requirements of FATCA and how the legislation is...