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Rival integrates with QuantHouse's market data feed

First Published 9th May 2017

Rival Systems expands its equities offering with QuantHouse.

Chicago - Rival Systems, the provider of trading and risk management software, has integrated into its trading platform QuantHouse's end-to-end low latency market data feed.

The move enables mutual clients of Rival and QuantHouse to pull QuantFEED data into Rival's front-end trading and algorithmic strategy development software, with the flexibility to configure the market data to meet their varying latency and cost requirements. The feed, including hardware, software and telecommunications components, integrates directly into the full functionality of Rival Trader and Rival API, including building and executing algorithms using the ultra-low latency data.

Rival Systems CEO Robert D'Arco said: "As we continue to grow beyond futures and options into the equity space and expand our connectivity to exchanges outside the U.S., we want to ensure that our users have all of the tools at their disposal to benefit from the full power of our sophisticated analytics and trading offering. Integrating with QuantHouse provides a seamless experience for our mutual clients to leverage the unique strengths of our respective technologies."