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 Adds Trade and Book Updates Synchronisation Feature to Data Feeds

Subscribe to our newsletter

QuantHouse has responded to client requirements with a trade and book updates synchronisation feature that allows trades and book updates to be reconciled when consuming data in real time, or when working with historical data.

The feature is available on QuantHouse’s QuantFEED and ConsolidatedFEED, and is focused on feeds from derivatives exchanges. It is currently live for EUREX, CME and ICE feeds. By synchronising trades and book events, QuantHouse says firms can do more advanced research and improve back-testing of their strategies to reach more informed trading decisions.

Pierre Feligioni, co-founder and CEO at QuantHouse, says: “Reconciliation of trades and book updates has been a recurring challenge for market participants who are always looking for more accurate back-testing of trading strategies. We are pleased to offer this new capability in response to client demand.”

QuantFEED is an ultra-low latency fully managed solution designed to capture, normalise and disseminate market data for more than 140 feeds, available via a single API. ConsolidatedFEED is QuantHouse’s cost-effective global consolidated feed designed to feed a wide range of consuming applications. The consolidated market data feed is powered by QuantFEED technologies and QuantLINK high performance trading infrastructure.

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

Exegy and STRANDS Target Institutional Workflows for Prediction Market and Digital Asset Data

Exegy and STRANDS have announced a partnership to bring real-time prediction-market, digital-asset and smart-contract data from centralised and decentralised venues into Exegy’s Axiom consolidated feed service, with initial content scheduled for delivery in May 2026. The announcement extends Exegy’s market-data offering into a broader set of emerging asset classes and data types, including prediction markets,...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London 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

MiFID II Handbook

As the 3 January 2018 compliance deadline for Markets in Financial Instruments Directive II (MiFID II) approaches, A-Team Group has pulled together everything you need to know about the regulation in a precise and concise handbook. The MiFID II Handbook, commissioned by Thomson Reuters, provides a guide to aspects of the regulation that will have...