"QNFS" is a consolidated record based data feed of stock price information from securities exchanges as well as other QUICK data such as company profiles, indices and related information. It is a first rate high speed feed that incorporates in a timely way all system changes and product additions of the securities exchanges.
- Securities companies
- Banks
- Broadcasting stations
- Institutional investors
Various services depending on needs
Domestic and foreign equities price data is available in either in real-time or delayed depending on needs. "QNFS Super" is a full-flow data feed service covering prices and market depth. "QNFS light" provides a restricted data flow service to reduce data traffic.
Vast data coverage
- Market information on domestic securities exchanges
Supports market information on domestic securities exchanges such as Tokyo Stock Exchange (FLEX, Tdex+), Osaka Stock Exchange (market information, J-GATE) and PTS. Coverage of data includes, price, company profile, market depth, pre-opening quote, reference price, and QUICK's original value-added data. - Overseas securtiies exchanges
Coverage of data includes securities exchanges in North America and Asia, etc. - FX, fixed income, and derivatives data
Coverage of data includes real-time information on FX, fixed income, and derivatives from domestic and overseas brokers.
A robust reliable system
- Data distribution servers are located in QUICK premises to minimize setup at users end.
System monitoring for such servers are carried out by QUICK. - System redundancy is provided with dual data distribution channels.
Easy to use system
- API(QNFS-API) facilitates development of receiving system.
- QUICK's unified interface to allow user to connect easily its system to different securities exchanges.
- QUICK supports regulation changes at domestic securities exchanges.
