About QuantFACTORY and QuantFEED
QuantFACTORY and QuantFEED are two advanced solutions from QuantHouse, a firm that provides high-performance market data, trading infrastructure, and algorithmic tools for professional investment
QuantFACTORY and QuantFEED are two advanced solutions from QuantHouse, a firm that provides high-performance market data, trading infrastructure, and algorithmic tools for professional investment and trading firms such as hedge funds, brokers, and market makers. QuantFEED is a ultra-low latency market data delivery system that gives clients access to more than 240 normalized data feeds from over 80 global sources through a single API, supporting real-time and historical market information including Level 1 and Level 2 data, full order book depth and reference data, all optimised for speed and precision. This makes it especially useful for latency-sensitive trading strategies where timely, accurate pricing and order book data can make a difference in execution quality and strategy performance. QuantFACTORY is QuantHouse’s algorithmic trading and portfolio automation framework, used to build, test and deploy automated trading strategies and signal generation systems that can integrate with market data and execution workflows, helping quantitative teams develop and operationalise systematic approaches to investment management and trading.
Pros & Cons
- QuantFACTORY enhances the efficiency of investment management by providing tools for modeling, backtesting, and optimization
- Deep integration of market data and trading infrastructure in one provider.
- Ultra-low latency delivery suited for high-frequency and systematic trading.
- Single API simplifies consuming and normalizing diverse data sources.
- Frameworks support the full quant cycle from research to execution.
- Targeted at institutional and professional users, not retail traders.
- Pricing and licensing details are not publicly listed, requiring direct contact.
- Complexity may be high for teams without quant or low-latency infrastructure expertise.
- May require significant engineering effort to integrate and maintain.
- Standalone UI tools and documentation may feel dated compared to newer platforms.
Features
Key features
Delivers normalized real-time market data from 240+ feeds and 80+ global sources through a single API for high-performance trading systems.
Connects to major exchanges and data venues via 19 points of presence, offering deep market data including Level 1, Level 2 and reference data.
Provides a development and testing environment for quantitative trading strategies, from research to execution.
Offers APIs in C++, Java, and .NET for flexible integration into existing trading stacks.
Includes advanced monitoring, load testing, and tools to ensure reliable performance and throughput.
Additional features
Standardizes data from multiple venues into a consistent format via a single API.
Supports TCP/IP, Multicast, and shared memory options for flexible data consumption.
Consolidates raw feeds and enables publication for internal or external use.
QuantFACTORY supports historical data handling and back-testing workflows for strategy refinement.
Optional hosting services colocated near exchanges to minimize latency.
Pricing
Countries & Languages
Available in
Interface languages
Billing currencies
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About QuantFACTORY and QuantFEED
QuantFACTORY and QuantFEED are two advanced solutions from QuantHouse, a firm that provides high-performance market data, trading infrastructure, and algorithmic tools for professional investment
QuantFACTORY and QuantFEED Details
QuantFACTORY and QuantFEED's In-App Market Place
Does QuantFACTORY and QuantFEED have an in-app market place?
Yes
How many Mini-Apps in the marketplace?
0
Mini Apps
Pricing Options
Accepted Payment Currencies
USD ($), EUR (€)
Pros & Cons
- QuantFACTORY enhances the efficiency of investment management by providing tools for modeling, backtesting, and optimization
- Deep integration of market data and trading infrastructure in one provider.
- Ultra-low latency delivery suited for high-frequency and systematic trading.
- Single API simplifies consuming and normalizing diverse data sources.
- Frameworks support the full quant cycle from research to execution.
- Targeted at institutional and professional users, not retail traders.
- Pricing and licensing details are not publicly listed, requiring direct contact.
- Complexity may be high for teams without quant or low-latency infrastructure expertise.
- May require significant engineering effort to integrate and maintain.
- Standalone UI tools and documentation may feel dated compared to newer platforms.
QuantFACTORY and QuantFEED's Alternatives
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