QUANT HOUSE to distribute London Stock Exchange full depth data feed so financial firms in Chicago, New York, Paris, Frankfurt and London will benefit from real end-to-end ultra low latency

London and Paris - 4 September 2007

Quant House, the leading provider of end-to-end program trading solutions announced today its new status as a market data vendor for the London Stock Exchange. Quant House will combine its own feed handler technology and proprietary global fibre optic network with the Exchange's real-time market data delivery system Infolect. Infolect processes more than 15 million messages a day with a latency of two milliseconds per message. The new Quant House service will deliver sub-millisecond connectivity of the Infolect data stream to hedge funds and latency sensitive financial institutions in Chicago, New York, Paris, Frankfurt and London through their single Application Program Interface.

Pierre Feligioni, CEO & Founder of Quant House, commented:
"With the London Stock Exchange, we are happy to increase our market coverage with a tier one exchange. Quant House clients have the possibility to migrate to Quant House services to improve their performance while reducing their costs. In addition to that, our new market data storage and replay services allow clients to out-task the burden to set up this kind of infrastructure in order to benefit from leading edge back-testing infrastructures from day one”

Wendy Morgan, Head of Real Time Data at the London Stock Exchange added:
“Infolect, the Exchange’s real-time market data delivery system significantly improves the delivery of data directly to our algorithmic trading customers using new trading technologies. As an end-to-end program trading solution provider, we’re glad to have Quant House as a data vendor as they are used to providing ultra low latency services to very demanding program trading firms globally.”

Stéphane Leroy, Head of Global Sales and Marketing at Quant House, added:
"Only providers who capture data directly from the exchange gateway, standardise data with their own technology developed in C++ and distribute the feeds through their proprietary fibre optic network can ensure clients to benefit from real end-to-end ultra low latency. I’m delighted to notice that a growing number of financial institutions move to Quant House products and services to get full depth market data at the highest speed. “

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