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 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.

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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), order book consolidation and publication capability
  • Comprehensive reference data
  • Delivered via TCP/IP, Multicast or IPC Shared Memory
  • Integrated by 30+ fintech partners
  • Available as managed and software solutions with full monitoring and support services
  • 200+ normalised market data feeds, 145+ sources
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Market data APIs


Ultra-low latency market data API for high-performance trading

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Simple, cost-effective global market data feed for a wide range of trading applications

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DataFeed Manager

Customised delivery of datasets through XML, HTML, JSON and RSS feed formats

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Web Services API

The latest generation web service interface for flexible access to a suite of functionality and data.

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Infrastructure and connectivity

Proximity hosting and connectivity

High-performance trading infrastructure and managed solutions

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Order routing services

Order routing from 19 global points-of-presence

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Raw data feeds

Data feeds direct from 145+ Exchanges

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Data products

End-of-Day pricing data

End-of-Day pricing data, including industry-standard reference fields for easy identification of instruments

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Reference data

Comprehensive reference data files, normalised and delivered multiple times a day

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Historical data on-demand

Up to 15 years of tick-by-tick high quality normalized historical data delivered on-demand, as compressed csv files

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Historical binary files

API-based replay of historical data feeds recorded in a proprietary binary format

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Giving our clients an even better way to power their data-driven trading strategies

Our new API Data and Trading Solutions team combines the expertise of QuantHouse and Iress. We can now offer a comprehensive suite of trading data solutions, coupled with managed services, to provide end-to-end trading solutions either on-prem or on cloud platforms.

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Support portal

Documentation, packages and release notes.

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