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QuantHouse offers sub-millisecond BM&F Bovespa access

12 April 2011  |  2416 views  |  0 Source: QuantHouse

QuantHouse, the leading independent provider of end-to-end systematic trading solutions announced today the availability of its BM&F Bovespa feed handler; allowing algo trading firms sub-millisecond access to the Brazilian exchange.

This new feed handler leverages QuantFEED low latency market data technology: in-exchange co-location, programmed in C++ with a multi-threaded design and running on Linux 64bits with an optimized Kernel. The QuantHouse API can be used in various ways in order to meet client needs: via TCP/IP, Multicast or IPC (Inter Process Communication).

QuantHouse is a provider of end-to-end advanced trading solutions including low latency market data technologies, an alpha generation development framework and infrastructure trading services for systematic trading firms who want to take the lead.

"Next generation technologies to trade on BM&F Bovespa are requested by a growing number of QuantHouse clients. We are very excited to extend our portfolio of feed handlers and co-location services to Brazil. We already have a couple of live clients and many more are expected to be in production in the next couple of weeks." said Pierre Feligioni, CEO and co-founder of QuantHouse.

"As part of our low latency market data feed offering, our new feed handler for BM&F Bovespa will allow clients to leverage QuantFEED sub-millisecond technology to further improve the performance of algos trading on the Brazilian exchange." concluded Stephane Leroy, global Head of Sales and Marketing at QuantHouse.

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