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: Agility as Alpha: How Trading Infrastructure Determines Who Wins in Volatile Markets

Date: 21 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Tariff shocks, geopolitical realignment and macroeconomic regime shifts are redrawing the investment landscape faster than most firms’ technology stacks can keep up. For hedge funds and asset managers, the ability to move quickly into new asset classes, geographies or...

BLOG

DiffusionData Targets Agentic AI in Finance with New MCP Server

Data technology firm DiffusionData has released an open-source server designed to connect Large Language Models (LLMs) with real-time data streams, aiming to facilitate the development of Agentic AI in financial services. The new Diffusion MCP Server uses the Model Context Protocol (MCP), an open standard for AI models to interact with external tools and data...

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

The Data Management Implications of Solvency II

Bombarded by a barrage of incoming regulations, data managers in Europe are looking for the ‘golden copy’ of regulatory requirements: the compliance solution that will give them most bang for the buck in meeting the demands of the rest of the regulations they are faced with. Solvency II may come close as this ‘golden regulation’:...