Goldman Sachs and QuantHouse to accelerate market data distribution from SIGMA X MTF platform


QuantHouse, the global provider of end-to-end systematic trading solutions, 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 deep and diverse liquidity on the basis of non-discretionary crossing with flow from external participants and the Goldman Sachs franchise. 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 will also be available via the Quanthouse API and can be used to identify auctions, unveiling potential untapped, addressable liquidity.

SIGMA X MTF market data will now increase the scope of venues and data available to QuantHouse’s community.

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, commented:

SIGMA X MTF continues to meet the needs of our clients as transparency develops in the equities landscape post-MiFID II. We are pleased to work with QuantHouse to offer broad-based distribution of our market data via the qh API Ecosystem store. 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.

The qh API Ecosystem store connects over 300+ buy-side firms and investment banks to solutions provided by other buy and sell-side firms, execution venues and technology partners. Connection to the Ecosystem is managed by QuantHouse via a single API, making access to these services quick, efficient and cost-effective.

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