Quant House, the market data feeds, feed handlers and solutions provider for quant traders and low latency-sensitive financial institutions, has released its feed handler for the NASDAQ Stock Market’s TotalView-ITCH 3.0 and pan-European exchange Euronext’s ‘FIM over MMTP’ data feeds.
“By using the Market By Order feature of the new release of our feed handler for NASDAQ’s TotalView-ITCH 3.0 and Euronext’s ‘FIM over MMTP’ data feeds, our clients can have access to full market depth up to several thousands of bid and ask orders on most active instruments,” says Pierre Feligioni, managing director and founder, Quant House. “As each order is identified by a unique reference number, our clients can perform advanced order book analysis to better understand the program trading strategies running in the market in real time,” he adds.
“This new feature demonstrates again that market data solutions for program trading firms require brand new technologies,” notes St?phane Leroy, head of global sales and marketing, Quant House. “This new feature combined with the decoding performance process of our feed handler in less than 35 micro seconds brings clear value to our clients’ business,” he continues.