Quant House to provide EUREX and XETRA market data feed CEF
First Published 18th June 2007
QUANT HOUSE to provide EUREX and XETRA market data feed CEF® through its global proprietary fiber optic network putting Frankfurt 8 ms away from London and less than 50 ms from Chicago
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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"




