QuantHouse Offers Sub-Millisecond Access to Direct Edge Data

QuantHouse has announced the availability of its Direct Edge feed handler, allowing algorithmic trading firms sub-millisecond access to America's newest stock exchange.

The firm's ultra-low latency market data solution, QuantFEED captures raw data co-located within the exchange, performs sub-millisecond decoding and delivers normalized data through a single API (application programming interface).

Written in C++, with a multi-threaded design running on Linux, the product leverages QuantHouse feed

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