QuantHouse SAS

QuantHouse, provides end-to-end systematic trading solutions. This includes ultra-low latency market data technologies with QuantFEED, algo-trading development framework with QuantFACTORY, co-lo hosting and order routing services with QuantLINK to help hedge funds, market makers, proprietary desks and latency sensitive sell side firms to take the lead.

Vendor Details

Regions Served

APAC

EMEA

LatAm

North America

Languages Spoken

English

CME Group Trading Services Supported

iLink

Market Data

Products Supported

Futures

Options

Asset Classes Supported

Agriculture

Energy

Equities

Foreign Exchange

Interest Rates

Metals

Real Estate

Fixed Income

CME Group Functionality Supported

Market Segment Gateway (MSGW)

Market by Order (MBO)

Market by Price (MBP)

Customer Segment Specialization

Service Providers

Datacenter Locations

Aurora, IL (CME Co-Location)

350 Cermak, Chicago

Secaucus, NJ (NY4 NY5)

Slough, UK (LD4 LD5)

Singapore (SGX)

Tokyo, Japan (TY3)

London, UK (LSE)

Basildon, UK

Interxion, LDN

Stockholm (SWE)

Milan (I)

Frankfurt FR2

Hong Kong (HKEX)

Zurich (ZH4)

Additional Services Offered

Global Connectivity

Historical Data

24/7 Support?

24 7 (Included in service terms)

Branded/Trademarked Product Offerings

QuantFEED, QuantFACTORY, QuantLINK, ConsolidatedFEED

Salloum Abousaleh

Direct Tel.
+1 312 320 3131

Email
salloum.abousaleh@quanthouse.com

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2025 CME Group Inc. All rights reserved.