Low Latency Trading Solutions
Exchanges Connectivity
QUANTHOUSE - QUANTFEED AVAILABILITY
- Level 1 Best bid and ask, trades
- Level 2 - MBL (Market By Limit) Top of the book: the top best prices (usually 5 or 10)
- Level 2 - MBO (Market By Order) Exhaustive list of all orders in the market
- List updated on the 08th of March 2012
- Download the Exchange Connectivity List in PDF
| NORTH AND SOUTH AMERICA EXCHANGES | QuantFEED Market Data |
QuantLINK Trading Connectivity |
||||
|---|---|---|---|---|---|---|
| Exchange | Subsets | Available / Planned | FeedContent / L1 | L2 - MBL | L2 - MBO | DMA |
| BATS US | A | Yes | Yes | Yes | Yes | |
| ICE Futures US | A | Yes | Yes | Yes | Yes | |
| ICE Futures Canada | A | Yes | Yes | Yes | Yes | |
| CME | Globex | A | Yes | Yes | N/A | Yes |
| CBOT | A | Yes | Yes | N/A | Yes | |
| NYMEX | A | Yes | Yes | N/A | Yes | |
| COMEX | A | Yes | Yes | N/A | Yes | |
| DIRECT EDGE | A | Yes | Yes | N/A | Yes | |
| NYSE Liffe US | A | Yes | Yes | N/A | Yes | |
| NYSE OpenBook Ultra | A | Yes | Yes | Yes | Yes | |
| NYSE ArcaBook | A | Yes | Yes | Yes | Yes | |
| NYSE Trades | A | Trades only | N/A | N/A | Yes | |
| NYSE Arca Trades | A | Trades only | N/A | N/A | Yes | |
| NASDAQ | NASDAQ TotalView ITCH4.1 | A | Yes | Yes | Yes | Yes |
| NASDAQ | NASDAQ UTP(UTDF/UQDF) | A | Yes | N/A | N/A | Yes |
| CTA (CTS/CQS) | A | Yes | N/A | N/A | N/A | |
| OPRA | A | Yes | N/A | N/A | N/A | |
| Montreal Exchange | P Q2 2012 | Yes | Yes | N/A | P Q2 2012 | |
| Toronto Exchange | P Q2 2012 | Yes | Yes | N/A | P Q2 2012 | |
| Bovespa | A | Yes | Yes | Yes | P Q2 2012 | |
| BM&F | A | Yes | Yes | Yes | P Q2 2012 | |
| Hotspot FX | Q2 2012 | No Trades | N/A | Yes | P Q2 2012 | |
| EMEA EXCHANGES | QuantFEED Market Data |
QuantLINK Trading Connectivity |
||||
|---|---|---|---|---|---|---|
| Exchange | Subsets | Available / Planned | FeedContent / L1 | L2 - MBL | L2 - MBO | DMA |
| BATS Europe | A | Yes | Yes | Yes | Yes | |
| Burgundy | A | Yes | Yes | Yes | Yes | |
| EUREX | A | Yes | Yes (for FUT only) | N/A | Yes | |
| Liffe | Liffe Equity and Index Derivatives | A | Yes | Yes | N/A | Yes |
| Liffe Interest Rate Derivatives | A | Yes | Yes | N/A | Yes | |
| Liffe Commodities Derivatives | A | Yes | Yes | N/A | Yes | |
| Madrid BME | A | Yes | Yes | N/A | Yes | |
| Scoach Switzerland | A | Yes | Yes | N/A | Yes | |
| Scoach Europe (Frankfurt) | A | Yes | Yes | N/A | Yes | |
| Vienna Stock Exchange | WBAG Cash Market | A | Yes | Yes | N/A | Yes |
| WBAG Indices | A | Yes | Yes | N/A | Yes | |
| Euronext | Euronext Cash | A | Yes | Yes | Yes | Yes |
| Euronext Indices Market | A | Yes | N/A | N/A | Yes | |
| London Stock Exchange (LSE) Domestic Market | A | Yes | Yes | Yes | Yes | |
| London Stock Exchange (LSE) International Market | A | Yes | Yes | Yes | Yes | |
| FTSE | A | Yes | N/A | N/A | N/A | |
| Johannesburg Stock Exchange (JSE) | JSE Market | A | Yes | Yes | Yes | Yes |
| FTSE / JSE Indices | A | Yes | Yes | Yes | Yes | |
| EDX | P | Yes | Yes | Yes | Yes | |
| Spot Market Germany CEF | Spot Market Germany | A | Yes | Yes | N/A | Yes |
| DJ STOXX Indices | A | Yes | Yes | N/A | Yes | |
| Deutsche Börse Indices | A | Yes | Yes | N/A | Yes | |
| XETRA CEF | Xetra European Stars | A | Yes | Yes | N/A | Yes |
| Xetra US Stars | A | Yes | Yes | N/A | Yes | |
| NEWEX | A | Yes | Yes | N/A | Yes | |
| Xetra Ultra Plus | A | Yes | Yes | N/A | Yes | |
| Irish Stock Exchange | Irish SE | A | Yes | Yes | N/A | Yes |
| Irish SE Indices | A | Yes | Yes | N/A | Yes | |
| ICE Futures Europe | A | Yes | Yes | Yes | Yes | |
| Exfeed | SWX | A | Yes | Yes | N/A | Yes |
| VirtX | A | Yes | Yes | N/A | Yes | |
| Borsa Italiana (Italian Stock Exchange - Milan) | Affari | A | Yes | Yes | Yes | Yes |
| IDEM | P Q2 2012 | Yes | N/A | N/A | Yes | |
| MOT | A | Yes | N/A | N/A | Yes | |
| INDICES | A | Yes | N/A | N/A | Yes | |
| Nasdaq OMX Europe | A | Yes | Yes | Yes | Yes | |
| NYSE ARCA Europe | A | Yes | Yes | Yes | Yes | |
| OMX Nordics Exchanges (Copenhagen, Stockholm, Helsinki, Iceland) | Nordic Equity | A | Yes | Yes | Yes | Yes |
| OSLO BORS | A | Yes | Yes | Yes | Yes | |
| CHI-X | A | Yes | Yes | Yes | Yes | |
| Turquoise | A | Yes | Yes | Yes | Yes | |
| ASIAN EXCHANGES | QuantFEED Market Data |
QuantLINK Trading Connectivity |
||||
|---|---|---|---|---|---|---|
| Exchange | Subsets | Available / Planned | FeedContent / L1 | L2 - MBL | L2 - MBO | DMA |
| Hong Kong (HKEX) | P | P | P | P | P | |
| SGX Singapore Exchange | P | P | P | P | P | |
| Australian Security Exchange | P | P | P | P | P | |
| Osaka Securities Exchange | A | Yes | Yes | N/A | P | |
| Tokyo Stock Exchange Group (TSE) | P | P | P | P | P | |
| Tokyo Financial Exchange (TFX) | P | P | P | P | P | |
| Feeds | Available / Planned | Feed Content |
|---|---|---|
| Third Party Feed | ||
| Reuters | A | RDF |
| Bloomberg | A | B-Pipe Broadcast |
| Bloomberg | A | B-Pipe On Demand |
| Bloomberg | A | B-Pipe Managed |
| Bloomberg | A | Desktop API |
| Bloomberg | A | Server API |
| Bloomberg | A | Data Licence Per Security* |
| GL Trade | A | Infolink Information Services* |
| Interactive Data | A | PlusFeed CTF Format |
| SIX Telekurs | Q2 2012 | MDF Stream Feed |
| News Feeds | ||
| Bloomberg | Q2 2012 | Bloomberg ECO & News |
| Dow Jones | Q2 2012 | DJ News |
| Foreign Exchange Feeds | ||
| Bloomberg | Q2 2012 | Bloomberg TradeBook |
| Currenex | Q2 2012 | Currenex |
| Currenex | Q2 2012 | Currenex Trades |
| EBS | Q2 2012 | EBS Live |
| FX All | Q2 2012 | FX All DOB |
| Hotspot FX | A | Hotspot FX ITCH |
| Publication Feeds | ||
| Ullink | A | UL Flow |
| Reuters | A | RMDS |
| Bloomberg | A | B-pipe |
| Tbricks | A | Tbricks platform |
| ORC | A | ORC Trading Platform |
| PATS | A | PATS Trading platform |
| One market data | A | Onetick |
| Sungard | A | GL Trading platform |