About Us

Our Mission:

Level the playing field by providing access to the fastest financial market data

We are driven by the belief that financial markets work best when many diverse firms are engaged. Access to low latency market data is critical for these firms. We offer all subscribers equal access to our services. We provide incentives for small, growing firms. Quincy Data is solely a market data provider. We do not trade for our own account.

Our Story:

Co-founders Stéphane Tyč and Bob Meade met as physics PhD candidates. Both enjoyed fruitful careers in fundamental research related to microwave engineering. Each later entered the financial services industry in roles directly related to electronic trading. Stéphane and Bob returned to their microwave roots when they bootstrapped Quincy Data in 2011. Together they committed to build a service they always wanted to buy.

Quincy Data redefined low latency market data - offering a service that that is 40% faster than the best fiber. Quincy Data has established a track record of innovation and an enduring commitment to technical excellence.

Stéphane Tyč

Co-Founder


Stéphane received a PhD in Physics from Harvard University.  He continued his fundamental research at Thales Group. He earned multiple patents on power transistors for microwave radios and superconducting logic devices.

Stephane enjoyed a 17-year career at BNP Paribas. He directed Equity Derivative Quantitative R&D, Global Business Management, and Post Trade Services.  His responsibilities included low latency arbitrage research, high performance computing, and market risk. He also served on the DTCC Warehouse Trust Company Board of Directors for two years.

Bob Meade

Co-Founder


Bob earned a PhD in Theoretical Physics from Harvard University. He continued fundamental research at MIT on the propagation of microwaves and earned multiple patents.

Bob then began a 15-year career in derivatives research and trading. He first joined JPMorgan’s derivative research group and later Robertson Stephens derivatives' trading group. His responsibilities included development of arbitrage strategies and models, arbitrage trading and risk management. From 2004 to 2010, Bob ran a high frequency trading group at Ronin Capital. He led all facets of trading system development, including software, system architecture and QA. He never had a negative P&L day due to software defect or operational issue.

Jim Considine

COO


Jim received a BS in Computer Science at Boston College. He earned an MBA in Finance from Columbia Business School.

Jim joined JPMorgan in a systems development role. He was quickly promoted to the block trading desk before joining JPM’s derivatives trading group. He rose to co-head of JP Morgan’s listed and structured equity options trading. Jim moved to Robertson Stephens where he managed the Equity Financial Products division. He earned a seat on Robertson’s investment bank management committee. Beginning in 2003, Jim built an advisory business for investors, corporations, banks and funds. His practice focused on capital markets, trading, and risk management issues.

François Tyč

Managing Director, McKay Brothers International SA


François received a PhD in Neurobiology from Marseille University in collaboration with UCL, London. He pursued fundamental research and teaching during a 15-year academic career in France. His research on plasticity of neural networks is published in a series of papers in international scientific journals.