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

Quant House Partners with Italy’s EliData

Subscribe to our newsletter

Italian trading software developer EliData has integrated real-time market data sourced from QuantHouse’s QuantFeed API into its smart order router (SOR), arbitrage and best execution capabilities. The collaboration has already resulted in an implementation at a ‘major financial institution’ in Spain, and will be marketed jointly across Europe.

Using QuantFeed, EliData is able to provide consistent, normalised market data to clients in support of its trading capabilities. The arrangement means that EliData and its customers will benefit new market data feeds made available as QuantHouse on-boards them. QuantHouse currently handles some 145 exchange data feeds.

According to Gilles Antoine, EMEA business development director for at Quant House, “a major financial institution in Spain [has been able to] benefit immediately from the EliData-QuantHouse tie up. We consider Spain and Italy key markets and adding EliData as a local partner in Spain, Italy and wider across into Europe helps bring more choice of order execution to traders in the region.”

“In an increasingly fragmented world, financial institutions need access to a wide range of venues and asset classes to execute their orders, and QuantHouse expands our reach beyond our existing set of venues and systematic internalisers,” says Marco Connizzoli, CEO at EliData. “Our SOR was originally developed with MiFID I in mind and over time has been enriched to be MIFID II compliant, ensuring that our customers can meet their best execution requirements.”

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Enhancing trader efficiency with interoperability – Innovative solutions for automated and streamlined trader desktop and workflows

Traders today are expected to navigate increasingly complex markets using workflows that often lag behind the pace of change. Disconnected systems, manual processes, and fragmented user experiences create hidden inefficiencies that directly impact performance and risk management. Firms that can streamline and modernise the trader desktop are gaining a tangible edge – both in speed...

BLOG

Introducing Market & Alt Data Insight: Advancing the Industrialisation of Data in Financial Markets

Financial markets are entering a new phase in the evolution of data. Data has always underpinned trading and investment workflows. What has changed is the scale, diversity and strategic management of that data across the enterprise. Traditional market data, alternative signals, derived datasets and AI-generated features now sit on the same operational continuum. The strategic...

EVENT

ExchangeTech Summit London

A-Team Group, organisers of the TradingTech Summits, are pleased to announce the inaugural ExchangeTech Summit London on May 14th 2026. This dedicated forum brings together operators of exchanges, alternative execution venues and digital asset platforms with the ecosystem of vendors driving the future of matching engines, surveillance and market access.

GUIDE

Entity Data Management Handbook – Third Edition

Welcome to the third edition of the Entity Data Management Handbook which is available for free download. In this updated edition we delve into the role entity data plays in the smooth running of financial institutions and capital markets, the challenges of attaining high quality data, and various aspects, approaches and technologies involved in managing...