Our high-performance, low latency API data feeds and trading infrastructure help hedge funds, investment banks, brokers, market makers, financial technology providers and trading venues perform at their best - with quality data delivered the way they want. All from one trusted source.
We started as QuantHouse, the market leader in API trading technology. Now as Iress, we're giving our clients an even better way to power their data-driven trading strategies, with API data and trading solutions built for better performance.
Single FeedOS client API: Available in C++, Java and .NET C#
Single API for high performance market data delivery to support multiple trading use cases; with 240+ normalised market data feeds from 80+ sources, integrated by over 50 fintech partners.
Simple, cost-effective global market data feed conflated for bandwidth safe consumption for a wide range of trading applications.
Four detailed analytics daily files covering exchange venue data delivered on a T+1 basis.
End-of-Day pricing data, including industry-standard reference fields for easy identification of instruments.
Comprehensive reference data files, normalised and delivered multiple times a day.
Up to 15 years of tick-by-tick, high quality normalised historical data delivered on-demand.
API-based replay of historical data feeds recorded in a proprietary, binary format.
Trade smarter, cut costs and reduce operational risk with high-performance trading infrastructure and managed solutions.
Connect to a global network of trading partners from 19 global points-of-presence.
Connect directly to market data feeds from 80+ venues across the world, delivered via a high-performance global network.
We don’t blame you. Get in touch to find out how our team of experts can support your business growth potential.