Quant House announces a unique brand new feature allowing clients to get real time in-depth information on program trading strategies running in the market

London and Paris - 8 January 2007

Quant House, the ultra low latency market data feeds, feed handlers and solutions provider for quant traders and low latency sensitive financial institutions, today announced a new release of its feed handler for NASDAQ itch v3 and EURONEXT FIM (MMTP) exchanges allowing clients to perform advanced analysis methods on the exchange order book using a Market By Order tracking feature. This unique feature allows Quant House clients to improve their program trading performance results by better understanding the current trading strategies running in the market.

Pierre Feligioni, Managing Director and founder, commented:

"By using the Market By Order feature of the new release of our Feed Handler for NASDAQ (itch v3) and EURONEXT (FIM over MMTP), our clients can have access to the full market depth up to several thousands of bid and ask orders on most active instruments. As each order is identified by a unique reference number, our clients can perform order book advanced analysis methods to better understand the program trading strategies running in the market, real time.”

Stéphane Leroy, Head of Global Sales and Marketing at Quant House, added:

"This new feature demonstrates again that market data solutions for program trading firms require brand new technologies. This new feature combined with the decoding performance process of our feed handler in less than 35 micro seconds give our clients a clear business value and reinforce Quant House positioning as one of the most active algorithmic trading platform expert”.

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