QuantHouse
High-performance, low-latency API data feeds from Iress empower hedge funds, brokers, and trading venues with over 240 normalized market data feeds from 80 exchanges. With seamless integration across 50 fintech partners, they enhance trading strategies, reduce operational risks, and facilitate smarter trading through real-time analytics and historical data access.
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Top QuantHouse Features
- High-performance API data feeds
- Low latency trading infrastructure
- Single FeedOS client API
- 240+ normalized market data feeds
- 80+ direct exchange connections
- 19 global points of presence
- Comprehensive reference data files
- Daily analytics files on T+1 basis
- End-of-Day pricing data
- Up to 15 years historical data
- API-based historical data replay
- Cost-effective global market data
- Integration with 50+ trading software partners
- Enhanced AI trading model support
- Flexible FX pricing solutions
- Comprehensive training for AI models
- Cutting-edge operational risk reduction
- Direct connections to market venues
- Innovative trading strategy enhancement
- Trusted source for financial data
