QuantHouse becomes datavendor of NYSE Arca by announcing QuantFEED for NYSE Arca book, the QuantHouse ultra low latency market data solution

New York, London and Paris - 1 July 2008

Quant House, the leading provider of end-to-end systematic trading solutions today announced becoming a data vendor of the Nyse Arca book by releasing its QuantFEED Arca Book, the ultra low latency Real-Time full limit order depth of book information for all listed securities from Nyse Euronext.

QuantFEED, the QuantHouse ultra low latency market data solution, leverages QuantHouse feed handler technology, co-located within the exchange, written in C++ with a multi-threaded design and running on Linux.

The QuantHouse proprietary fiber optic network allows clients to receive the QuantFEED Nyse Arca book in less than 10 milliseconds from Chicago and less than 34 milliseconds from Europe.

Commenting on the announcement, Pierre Feligioni, CEO & Founder of Quant House, said, “We are delighted to offer our clients full low-latency market data access to Nyse Arca. It completes our US coverage and reinforces the position of QuantHouse as an independent global low latency market data provider”.

Stéphane Leroy, Head of Global Sales and Marketing at Quant House, added, "As part of our low latency market data feed offering, QuantFEED Nyse Arca will allow our US and European clients to leverage QuantHouse “speed of glass” distribution network to trade ahead. “

Become a bobsguide member to access the following

1. Unrestricted access to bobsguide
2. Send a proposal request
3. Insights delivered daily to your inbox
4. Career development