Goldman Sachs selects QuantHouse to accelerate market data distribution
September 10, 2019

QuantHouse, a global provider of end-to-end systematic trading solutions, has today announced that Goldman Sachs' SIGMA X MTF market data will be readily accessible from within the QuantHouse API Ecosystem store.

SIGMA X MTF is a multilateral trading facility operated by Goldman Sachs (GS), offering liquidity on the basis of non-discretionary crossing with flow from external participants and the Goldman Sachs franchise.

QuantHouse states that a recent analysis performed by GS of SIGMA X MTF auction activity identified that there is often a surplus of unexecuted liquidity in most periodic auctions. SIGMA X MTF's own Periodic Auction Book publishes indicative auction quotes. This data is now available via the Quanthouse API and can be used to identify auctions, unveiling potential untapped, addressable liquidity.

"QuantHouse is constantly monitoring the market for new API-based providers to improve and enrich the scope of the offering within our qh API Ecosystem store," says Stephane Leroy, Chief Revenue Officer and business co-Founder, QuantHouse. "Our store acts more and more as a "Netflix kind of" portal for the API user community to source advance solutions. We are happy to now offer Goldman Sachs' SIGMA X MTF market data to our client base across the globe."

Paul Brennan, Chief Operating Officer SIGMA X MTF at Goldman Sachs, comments: "SIGMA X MTF continues to meet the needs of our clients as transparency develops in the equities landscape post-MiFID II. We think the QuantHouse community will benefit from accessing SIGMA X MTF market data, offering the opportunity to identify high quality liquidity to help improve trading and execution outcomes."





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QuantHouse, a global provider of end-to-end systematic trading solutions, has today announced that Goldman Sachs' SIGMA X MTF market data will be readily accessible from within the QuantHouse API Ecosystem store.

SIGMA X MTF is a multilateral trading facility operated by Goldman Sachs (GS), offering liquidity on the basis of non-discretionary crossing with flow from external participants and the Goldman Sachs franchise.

QuantHouse states that a recent analysis performed by GS of SIGMA X MTF auction activity identified that there is often a surplus of unexecuted liquidity in most periodic auctions. SIGMA X MTF's own Periodic Auction Book publishes indicative auction quotes. This data is now available via the Quanthouse API and can be used to identify auctions, unveiling potential untapped, addressable liquidity.

"QuantHouse is constantly monitoring the market for new API-based providers to improve and enrich the scope of the offering within our qh API Ecosystem store," says Stephane Leroy, Chief Revenue Officer and business co-Founder, QuantHouse. "Our store acts more and more as a "Netflix kind of" portal for the API user community to source advance solutions. We are happy to now offer Goldman Sachs' SIGMA X MTF market data to our client base across the globe."

Paul Brennan, Chief Operating Officer SIGMA X MTF at Goldman Sachs, comments: "SIGMA X MTF continues to meet the needs of our clients as transparency develops in the equities landscape post-MiFID II. We think the QuantHouse community will benefit from accessing SIGMA X MTF market data, offering the opportunity to identify high quality liquidity to help improve trading and execution outcomes."



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