About a-team Marketing Services
The knowledge platform for the financial technology industry

A-Team Insight Blogs

QuantHouse Onboards Fenics USTreasuries Providing Expanded Access to Market Data

Subscribe to our newsletter

QuantHouse is offering direct access to the Fenics USTreasuries (Fenics UST) platform through the QuantHouse FeedOS API and QuantLINK global network. This gives QuantHouse buy-side clients fast, streamlined access to normalised real-time and historical data to trade the US cash treasuries market.

Fenics UST provides buy-side participants with access to cash treasuries via two electronic marketplaces: a central limit order book designed for low latency quantitative and systematic traders; and a block book designed for large institutional investors. Operating 23 hours a day, the Fenics UST platform improves transparency and minimises execution costs by reducing tick sizes down allowing Fenics UST to provide tighter bid-ask spreads.

Salloum Abousaleh, managing Director, Americas at QuantHousesays, “Fenics UST provides a new source of rich data and an entry point into the world of USTs, opening up a previously inaccessible market to today’s buy-side participants who require greater transparency and robustness. These technology-savvy investors value data quality, streamlined integration and speed, which our two organisations strive to provide.”

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

Reconciliation No Longer Has Time On Its Side as T+1 Approaches

By John Bevil, senior product manager at Xceptor. Europe’s capital markets firms are entering the most consequential phase of T+1 preparation. From 11 October 2027, trades executed in European markets are expected to settle one business day after trade date, reducing the settlement cycle from T+2 to T+1. More than 4 trillion euros of securities...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...