QuantHouse connects to CBOE market data in US expansion push

QuantHouse announced it will provide direct access to CBOE market data, which means access to all asset classes traded by CBOE from all QuantHouse data centers via a single API. The US-based QuantFEED CBOE low-latency market data feeds, including options, futures, equity options, global equities and FX, are delivered to clients in either native or normalized format, directly from the exchange. All market data and products are transmitted through QuantLINK – QuantHouse’s ultra-low latency, fully redundant 40G network. In addition to traditional exchange provided market data, there’s also access to historical market data, option volatility feeds, and consolidated complex option feeds.

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