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

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

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 infrastructure can take months and absorb significant budget before a single model is tested. At the...

BLOG

Modernising for Continuous Markets: Why Infrastructure Must Be Built for Constant Change

Trading infrastructure modernisation is no longer being driven solely by latency reduction or cost efficiency. The stronger message emerging across the industry is that firms are having to prepare for markets that are increasingly global, extended-hour, automated and operationally unforgiving. That was the central takeaway from a panel discussion at A-Team Group’s recent TradingTech Summit...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

Complex Event Processing

Over the past couple of years, Complex Event Processing has emerged as a hot technology for the financial markets, and its flexibility has been leveraged in applications as diverse as market data cleansing, to algorithmic trading, to compliance monitoring, to risk management. CEP is a solution to many problems, which is one reason why the...