Combined with its own feed handler technology, hedge funds and low latency sensitive financial institutions have the possibility to leverage Quant House single API, enabling sub-millisecond connectivity to direct exchanges to trade ahead.

Quant House is a provider of end-to-end solutions including low latency market data technologies, trading strategies development framework, execution engine and proximity hosting services for program trading firms who want to trade ahead.

Pierre Feligioni, CEO & Founder of Quant House, commented: "Quant House is the provider of choice for financial firms interested in high execution trading. The combination of our C++ API, our feed handler layer and our global proprietary fiber optic network appear to be really what those leading edge firms are requesting in terms of end-to-end solution."

Georg Groß, Head of Front Office Data & Analytics, Deutsche Börse AG: "With CEF, Quant House customers have access to one of the fastest and most reliable direct exchange feeds worldwide. CEF provides in real-time the complete un-netted Xetra trading chronology as well as un-netted Eurex trades and netted, bandwidth optimized pre-trades. It offers reliable broadcast with a system availability of more than 99,8 per cent and a latency throughput around 6 milliseconds"

Stéphane Leroy, Head of Global Sales and Marketing at Quant House, added: "With such a service, market data decision makers within program trading firms can really generate a competitive advantage for their company. Quant trading institutions start really to understand that market data solutions for program based trading applications require brand new providers and Quant House is definitely on their radar."