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

S&P Returns to Real-time with QuantHouse Acquisition

Subscribe to our newsletter

It was at the beginning of 2003 that Standard & Poor’s sold its real-time data feeds business – Comstock – to what was to become Interactive Data Corporation in order to concentrate on its then core businesses – ratings, evaluated pricing, reference data. Now, with a lot of water under the bridge, it’s back in the world of cutting edge data feeds and low-latency technology in general with its acquisition of QuantHouse.

Terms weren’t disclosed of course, but S&P Capital IQ – essentially the information division of S&P, headed by former Bloomberger Lou Eccleston – is acquiring QuantHouse not only to provide low-latency data to its customers but also to “build our own unique real-time monitors, derived data sets and analytics.” The goal is to offer “one integrated low-latency feed for all our data, including fundamental, fixed-income, equity and derivatives.”

The QuantHouse acquisition is the latest for Eccleston’s unit. It recently gobbled up analytics vendor R2 Financial Analytics and is in the process of completing on the purchase of Credit Market Analysis from CME Group, as part of a joint venture with the exchange and Dow Jones focused on indices. Indeed, QuantHouse’s feeds and technology will play a big role down the road in delivering those indices to algorithmic trading applications.

QuantHouse brings to S&P a number of components, including low-latency data feeds and transaction infrastructure, FPGA-accelerated feed handlers, and algorithmic trading tools. The company’s 90 employees in Paris, London and New York City will join S&P.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: The Role of Data Fabric and Data Mesh in Modern Trading Infrastructures

The demands on trading infrastructure are intensifying. Increasing data volumes, the necessity for real-time processing, and stringent regulatory requirements are exposing the limitations of legacy data architectures. In response, firms are re-evaluating their data strategies to improve agility, scalability, and governance. Two architectural models central to this conversation are Data Fabric and Data Mesh. This...

BLOG

Exegy Unveils Nexus Market Data Platform to Tackle Latency, Scale and Cost Trade-Offs

Exegy has launched Nexus, a new market data platform designed to streamline infrastructure for high-volume, low-latency trading environments. The FPGA-based system replaces traditional, server-heavy feed handlers with a combination of managed appliances and network interface cards that deliver microsecond-level performance and reduce datacentre footprint by over 40%. “Across the buy side and sell side, market...

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

Connecting to Today’s Fast Markets

At the same time, the growth of high frequency and event-driven trading techniques is spurring demand for direct feed services sourced from exchanges and other trading venues, including alternative trading systems and multilateral trading facilities. Handling these high-speed data feeds its presenting market data managers and their infrastructure teams with a challenge: how to manage...