If you're trading for alpha, it's crucial you get the data you need, the way you want, from a source you trust.
Our high-performance, low latency API data feeds and trading infrastructure help hedge funds, investment banks, brokers, market makers, financial technology providers and trading venues perform at their best - with quality data delivered the way they want. All from one trusted source.
We started as QuantHouse, the market leader in API trading technology. Now as Iress, we're giving our clients an even better way to power their data-driven trading strategies, with API data and trading solutions built for better performance.
Learn more about how Quod Financial has leveraged our data in their AI trading models.
Step up to a new level of performance
Single FeedOS client API: Available in C++, Java and .NET C#
- Full-depth order book: Market By Order and Market by Limit, order book consolidation and publication capability.
- Self-publication capability: Use our solutions to disseminate proprietary data.
- Comprehensive reference data and global symbology mapping: Delivered via TCP/IP, Multicast or IPC Shared Memory and cloud.
- Globally integrated: By 50+ global trading application/fintech partners.
- Monitoring and support: Available as managed and software solutions with full monitoring and support services
- Depth of data: 240+ normalised market data feeds, 80+ sources
240+ data feeds, 80+ direct exchanges
Redistribution via 19 global points of presence
50+ trading software integration partners
Market data APIs
QuantFEED
Single API for high performance market data delivery to support multiple trading use cases; with 240+ normalised market data feeds from 80+ sources, integrated by over 50 fintech partners.
ConsolidatedFEED
Simple, cost-effective global market data feed conflated for bandwidth safe consumption for a wide range of trading applications.
Data products
Analytics services
Four detailed analytics daily files covering exchange venue data delivered on a T+1 basis.
End-of-Day pricing data
End-of-Day pricing data, including industry-standard reference fields for easy identification of instruments.
Reference data
Comprehensive reference data files, normalised and delivered multiple times a day.
Historical data on-demand
Up to 15 years of tick-by-tick, high quality normalised historical data delivered on-demand.
Historical binary files
API-based replay of historical data feeds recorded in a proprietary, binary format.
Infrastructure and connectivity
Proximity hosting
Trade smarter, cut costs and reduce operational risk with high-performance trading infrastructure and managed solutions.
Order routing services
Connect to a global network of trading partners from 19 global points-of-presence.
Raw data feeds
Connect directly to market data feeds from 80+ venues across the world, delivered via a high-performance global network.
Our partners
The power of partnership
Leveraging QuantHouse's data in Quod Financial’s AI trading models
In this case study, some of the challenges overcome by Quod Financial through the use of QuantHouse's high-quality and low-latency market data to improve their trading strategies are shared, along with the new potential initiatives opened up for comprehensive training and simulation of their AI models.
Enhancing FX pricing transparency through strategic partnership with SIREN FX
This case study highlights how SIREN FX and QuantHouse joined forces to provide an innovative solution that enhances flexibility, transparency, and cost-efficiency in FX pricing for firms handling large-scale transactions.
Want to know how you can partner with us to gain easier and faster access to quality market data?
We don’t blame you. Get in touch to find out how our team of experts can support your business growth potential.
