Automated Trader QuantHouse RSS feed results

Arbitragis selects QuantFEED, the QuantHouse end-to-end ultra low latency market data feed solution

March 25th 2008 - QuantHouse has announced that a continental European arbitrage trading firm, Arbitragis, has selected its QuantFEED ultra low latency market data feed solution.

UK-Based Prop Desk Selects QuantHouse Ultra Low Latency Market Data Solution Through Reliance Globalcom

April 14th 2008 - Reliance Globalcom Services, Inc., announced that its financial extranet Yipes FinancialConnect! was selected by a London-based Prop Desk to receive QuantFEED, the QuantHouse end-to-end ultra low latency market data solution. The proven Ethernet-based service from Reliance Globalcom connects QuantHouse�s QuantFEED application programming interface (API) to financial customers around the world for reliable, sub-millisecond access to market data. What�s more, Reliance Globalcom�s unique on-demand scalability enables these customers to allocate network bandwidth in micro increments to cost-effectively adjust bandwidth when and where it is needed.

QuantHouse completes its global proprietary fiber optic network by selecting Equinix datacenters in Chicago and Frankfurt

May 27th, 2008 - QuantHouse today announced that they have completed the implementation of their worldwide exchange interconnection infrastructure by selecting Equinix datacenters in Chicago and Frankfurt.

QuantHouse becomes datavendor of NYSE Arca by announcing QuantFEED for NYSE Arca book, the QuantHouse ultra low latency market data solution

July 1 2008 - Quant House has announced that it has become a data vendor of the Nyse Arca book by releasing its QuantFEED Arca Book, the ultra low latency Real-Time full limit order depth of book information for all listed securities from Nyse Euronext

SGAM selects QuantFACTORY, to develop, backtest and execute trading models

July 7th, 2008 - SGAM Alternative Investments selects QuantFACTORY, the QUANTHOUSE trading strategies development framework to develop, backtest and execute trading models

QuantHouse announces sub-millisecond access to Liffe

August 26th, 2008 - QuantHouse announces sub-millisecond access to Liffe through the latest 100Mbps connectivity leveraging co-location within the exchange

QuantHouse announces the availability of QuantFEED NASDAQ, the ultimate ultra low latency solution to get the NASDAQ Stock Market's TotalView data feed in 9 milliseconds from Chicago and 34 milliseconds from Europe

September 9th, 2008: QuantHouse, has announced becoming a data vendor of NASDAQ Totalview by releasing its QuantFEED NASDAQ, the ultra low latency Real-Time full limit order depth of book information for NASDAQ.

QuantHouse releases ultra low latency market data feed for Turquoise and signs up first customer

October 8th, 2008 - QuantHouse announces launch of its sub-millisecond data feed-handler and direct market access connectivity to the Turquoise MTF

QuantHouse announces QuantLINK

October 21st, 2008 - QuantHouse announces the first global fiber optic based trading infrastructure linking exchanges in Chicago, New York, London, Paris and Frankfurt

Thor Asset Management selects QuantFEED to trade on US and European markets

December 1st, 2008 - Thor Asset Management USA selects QuantHouse low latency solutions for US and European futures markets