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 Offers Historical Data on-Demand to Algo Traders

Subscribe to our newsletter

QuantHouse has released Historical Data on-Demand, a service designed to speed up the research, development and back-testing phase of any trading strategy, and allow clients to implement new trading ideas within days rather than weeks or months.

The company is offering up to 10 years of historical data on-demand for the US, European and Asia-Pacific markets. Access to the data is available via a web portal, so clients can search for the data they need and purchase it online using a web browser of choice. The historical datasets purchased are delivered as flat files and are available for immediate integration into any system, without the need to integrate an API. Historical data can be replayed over prior time periods with the results being refined and adjusted to optimise trading performance.

While the time taken to fulfil the research, development and back-testing cycle of a trade can push execution beyond optimal timings, QuantHouse says giving research and development teams Historical Data on-Demand will enable them to rapidly test new and current trading strategies, and detect potential losses or degradation of the strategies within days, not weeks.

Stephane Leroy, chief revenue officer and co-founder of QuantHouse, explains: “The trading landscape has changed significantly in the past few years, it is no longer about how fast your trades are sent, but how quickly your trading strategy can be ready. To move away from speed trading to smart trading, you need access to trusted, reliable and consistent data on-demand, so that you can spot changes and emerging patterns in the market quickly and evaluate and adjust your trading strategy accordingly. Our Historical Data on-Demand service gives clients an advantage by moving them into a much more real-time environment.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Data platform modernisation: Best practice approaches for unifying data, real time data and automated processing

Date: 17 March 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Financial institutions are evolving their data platform modernisation programmes, moving beyond data-for-cloud capabilities and increasingly towards artificial intelligence-readiness. This has shifted the data management focus in the direction of data unification, real-time delivery and automated governance. The drivers of...

BLOG

BMLL and Features Analytics Target Surveillance Benchmarking with Level 3 Order Book Data

BMLL and Features Analytics have partnered to develop new trade surveillance benchmarking and market integrity analytics built on reconstructed historical order book data, signalling a shift towards more measurable, performance-driven surveillance frameworks. Under the agreement, Features Analytics will build and commercialise surveillance benchmarking products on top of BMLL’s harmonised historical Level 3, 2 and 1...

EVENT

TradingTech Summit London

Now in its 15th year the TradingTech Summit London brings together the European trading technology capital markets industry and 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

Corporate Actions USA 2010

The US corporate actions market has long been characterised as paper-based and manually intensive, but it seems that much progress is being made of late to tackle the lack of automation due to the introduction of four little letters: XBRL. According to a survey by the American Institute of Certified Public Accountants (AICPA) and standards...