09.17.2019

SpiderRock Adds Implied Volatility Data to QuantHouse

09.17.2019

QuantHouse, the global provider of end-to-end systematic trading solutions including innovative market data services, algo trading platform and infrastructure products and part of Iress, today announced that SpiderRock Gateway Technologies has added their proprietary data & analytics service including implied volatility and option prints to the 150+ data sources available through QuantHouse’s API.

SpiderRock Gateway Technologies provides option analytics as a service delivered in a normalized binary format. As part of this offering, SpiderRock delivers implied volatility, greeks, risk slides, and volatility surfaces across US-listed equity and futures derivatives in a real-time feed that allows institutional clients to develop and enhance trading and risk management systems. QuantHouse decodes and normalizes market data from 150+ global sources, simplifying workflow across regions and asset classes by providing a single API for every upstream source while keeping exchange-specific fields to a minimum.

The addition of SpiderRock to QuantHouse’s market data offering allows existing QuantHouse clients to seamlessly access SpiderRock’s Data & Analytics through the same API they already use for exchange data – either in real-time or as normalized historical data recorded by QuantHouse at the FeedHandler level. This partnership allows QuantHouse to provide clients with a single unified format for market data and value-added content while sharply reducing time-to-market for clients integrating SpiderRock’s Data & Analytics feed.

Salloum AbouSaleh, Managing Director – Americas, QuantHouse, said, “In today’s capital markets, successful trading requires a clear picture of risk at all times. We are committed to providing cutting-edge value added services to our clients and believe that reliable, accurate analytics are a necessary complement to outright market data. We are delighted to expand QuantHouse’s coverage and simplify access to SpiderRock Data & Analytics for our global quant community.”

Craig Iseli, Chief Operating Officer, SpiderRock Holdings, added, “We chose QuantHouse to distribute our analytics to streamline the process of allowing mutual clients to access our real-time Data & Analytics. Providing access via the QuantHouse API can significantly reduce complexity and cost for institutions seeking to outsource the process of developing option analytics.”

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