QuantHouse provides low-latency, API-based market data distribution and trading infrastructure targeted at institutional trading workflows. The offering includes:
- Normalized real-time market data feeds available via a single API (FeedOS client API implementations available in C++, Java, .NET) across multiple venues.
- Order book depth options (Level 1/Level 2, plus Market-by-Order capabilities depending on feed/venue).
- Reference, end-of-day, and historical/tick data products.
- Connectivity and infrastructure services such as proximity hosting and network points-of-presence, and order routing services described on product pages.
Vendor materials describe performance and latency characteristics, throughput and feed coverage, and operational simplification via a normalized API and managed options. These are vendor-reported capabilities and should be validated during technical and commercial diligence.