QuantHouse is a leading provider of international market data. It delivers high-performance API data feeds to hedge funds, investment banks, brokers, market makers, financial technology providers and trading venues. The partnership with BMLL brings together QuantHouse’s real-time data services and BMLL’s best-in-class, full-depth historical order book data. This supports the buy-side community in understanding market behaviour and testing investment strategies.
High-quality real-time and historical data services
Combining historical and real-time data is a cost- and labour-intensive exercise for market participants, who have had to clean and map market datasets. The QuantHouse and BMLL partnership combines high-quality real-time and historical datasets with automated data mapping, enabling clients to focus on value-added tasks such as optimising trading strategies and improving surveillance and compliance processes in real-time trading environments.
Overview
- Fully automated daily mapping via QuantHouse X-Linking Service.
- Combined high-quality real-time and historical market dataset offering.
- Mapping based on QuantHouse and BMLL common identifiers (bmll_ListingId and bmll_InstrumentId).
- Delivered as a flat file or injected directly into a client’s referential data via SFTP and AWS S3.
- Coverage across Global Equity, ETF and Futures.
Example mapping
Client benefits
- Generate predictive insights: Combining two complete, reliable and accurate datasets ensures that the models are backtested and deployed effectively.
- Save cost and time: Removing the need to maintain symbology mapping or manage historical datasets.
- Reduces operational risk: An automated process reduces the risk of errors in symbology mapping, creating risk across the trading workflow.
- Scale insights: Coverage across 100+ trading venues across Equity, ETFs, and Futures enables users to easily validate new markets.
