About Us

Our Mission:

Level the Playing Field

We are driven by the belief that financial markets work best when many diverse firms are engaged. And low latency market data is critical for these firms. Quincy Data was at the forefront of the evolution of low latency market data from fiber to microwave, which resulted in a dramatic increase in the speed of data distribution. Our firm has a history and continued commitment to innovation and technical excellence.

Quincy Data is solely a market data provider. We do not trade for our own account. We offer equal access to all subscribers for each of our services. And we provide incentives for small, growing firms.

The core of our mission is to level the playing field by providing access to the fastest financial market data.

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. The company is committed to providing equal access to our lowest latency services for all subscribers.


  • Unique expertise in extreme low latency data transmission
  • Proprietary software IP for efficient RF delivery
  • Live since 2012
  • Equal access for all subscribers


  • PhD research in the physics of microwave communication at Harvard and MIT
  • Vast experience with wireless networks and low latency electronic trading
  • Real-world knowledge of derivatives research and trading
  • Broad network engineering experience and operational leadership

Stéphane Tyč


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


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


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.