About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Alantra Equities Goes Live with Ullink’s High-Touch and Connectivity Solutions

Subscribe to our newsletter

Alantra Equities (formerly N+1 Equities) has gone live with Ullink’s high-touch order management system (OMS) ODISYS and NYFIX connectivity hub. The Spanish equities broker division of the global mid-market investment banking and asset management specialist Alantra, went live in advance of the January 3, 2018 Markets in Financial Instruments Directive II (MiFID II) deadline to ensure compliance with the regulation.

Alantra Equities turned to Ullink when it decided to replace its existing platform with a modular solution that allowed for institutional broking specialisation and offered scalability to cope with future growth. It also needed to ensure full compliance with MiFID II. The selection was made on the basis of Ullink’s long-term vision and roadmap, value for money, experience, and commitment to market participants.

Alantra Equities’ Adolfo Ximenez de Embun says: “Ullink has a strong reputation for supplying outstanding electronic trading solutions. The breadth of its offering across trading and connectivity met our needs for a modular but well-integrated solution.”

The implementation of Ullink’s ODISYS high touch OMS allows Alantra’s traders to benefit from a full range of front office and pre-trade risk capabilities. The software also includes pre-trade and post-trade transaction cost analysis and best execution reporting based on integration with partner solutions from OTAS and LiquidMetrix. Connectivity to Ullink’s NYFIX community of buy-sides, sell-sides and trading venues is provided via the NYFIX order routing network and Ullink’s UL BRIDGE connectivity middleware.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining infrastructure can take months and absorb significant budget before a single model is tested. At the...

BLOG

Determinism is the New Speed: Why High Performance Trading Infrastructure is Being Redefined Around Provability

The definition of high performance in trading infrastructure is shifting. Raw speed, once the key benchmark, is increasingly being subsumed into a broader set of requirements around determinism, provability and architectural simplicity. For firms operating in fragmented, event-driven and increasingly automated markets, the competitive edge is no longer measured in nanoseconds alone, it lies in...

EVENT

RepRisk Sustainability Breakfast Roundtable London

The London sustainability breakfast is part of the global roundtable thought leadership event series hosted by RepRisk in key markets, including, New York, Toronto, London, Frankfurt, Oslo, Copenhagen, Stockholm, Hong Kong and Singapore in 2026.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...