June 18, 2007 - QUANT HOUSE to provide EUREX and XETRA market data feed CEF

QUANT HOUSE to provide EUREX and XETRA market data feed CEF

Georg Groß: “With CEF®, Quant House customers have access to one of the fastest and most reliable direct exchange feeds worldwide. CEF® provides in real-time the complete un-netted Xetra® trading chronology as well as un-netted Eurex® trades and netted, bandwidth optimized pre-trades..."

Quant House has announced that the CEF®, the Deutsche Börse high-speed, real time data feed for EUREX and XETRA, will be available through its proprietary global fiber optic network. Combined with its own feed handler technology, hedge funds and low latency sensitive financial institutions have the possibility to leverage Quant House single API, enabling sub-millisecond connectivity to direct exchanges to trade ahead.

Quant House is a provider of end-to-end solutions including low latency market data technologies, trading strategies development framework, execution engine and proximity hosting services for program trading firms who want to trade ahead.

Georg Groß, Head of Front Office Data & Analytics, Deutsche Börse AG: “With CEF®, Quant House customers have access to one of the fastest and most reliable direct exchange feeds worldwide. CEF® provides in real-time the complete un-netted Xetra® trading chronology as well as un-netted Eurex® trades and netted, bandwidth optimized pre-trades. It offers reliable broadcast with a system availability of more than 99.8 per cent and a latency throughput around 6 milliseconds”