SR Labs teams up with Quod Financial for market data

Source: SR Labs

SR Labs, a global leader for market data and trading technology, have partnered with Quod Financial, a leading provider of adaptive trading technology, to support client requirements to integrate the two firms technology solutions.

Quod Financial has leveraged SR Labs SuperFeed product to enhance their turnkey low latency solutions in smart order routing, algorithmic and automated trading.

SR Labs delivers the widest range of normalised market data solutions via its flagship SuperFeed data feed and its Direct Feed Handler products. These are complemented by a range of supporting enterprise products, including the DART entitlements system and Data Fabric middleware, underpinned by the OpenMAMA API. Quod’s Adaptive Execution Platform and its applications are now integrated with the OpenMAMA API.

Ian McIntyre, COO Europe at SR Labs stated “The combination of the SuperFeed data feed from SR Labs and QUOD’s Adaptive Execution Platform, provides clients with an out of the box solution for trading in Europe, with no compromise on latency. SuperFeed is now an exciting new option for Quod’s current and future client base”.

This collaboration is part of the ISV partner program initiative that SR Labs have recently launched, with the aim of working with leading complementary technology vendors to enable delivery of complete trading solutions for clients.

Mickael Rouillere, CTO of Quod Financial, said “To achieve superior execution performance, market data latency is a key factor. Furthermore, we needed an efficient and low latency API to abstract away the complexity of the equities and derivatives markets to enable our clients to successfully maintain an effective automated execution strategy. We are delighted to be partnering with SR Labs to help our clients improve their performance”.

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