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

QuantHouse Partners NPL to Meet MiFID II Demands for Precise Trade Timing

Subscribe to our newsletter

QuantHouse has partnered with the National Physical Laboratory (NPL), the UK’s national measurement institute, to offer its clients the NPLTime traceable timestamping service. The service will enable users to evidence the exact moment a trade was executed to within 1 microsecond. This plays well into Markets in Financial Instruments Directive II (MiFID II), which requires organisations to achieve up to 100 microsecond traceability of trading events.

NPLTime provides users with support for traceable timestamping, latency monitoring and time synchronisation, and includes a precise time signal that is directly and physically connected to Coordinated Universal Time (UTC). This enables users to be compliant with MiFID II timestamping requirements and eliminate their reliance on GPS, removing susceptibility to jamming, spoofing, urban canyon effects and space weather.

Leon Lobo, NPL’s strategic business development manager, says: “In today’s markets, timing is everything; precise timing offers competitive advantage and ensures regulatory compliance. MiFID II will make having a highly accurate time standard all the more important, to ensure that transactions completed in microseconds are easily certified.”

Stephane Leroy, QuantHouse chief revenue officer and business founder, notes that by combining NPLTime with the QuantFEED service, clients can get UTC time synchronisation throughout the chain, from market data to order flow.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Best approaches for trade and transaction reporting

Compliance practitioners and technology leaders in capital markets face mounting pressure to ensure that reporting processes are efficient, accurate, and aligned with global standards. Market developments and jurisdictional nuances in regulatory frameworks like MiFID II, EMIR, SFTR and MAS create a continual challenge for compliance teams. This webinar brings together senior RegTech executives and seasoned...

BLOG

Unlocking Wall Street’s Dark Data: How AI Agents are Transforming Trading Floor Chat

For decades, some of the most valuable information in financial markets has been hiding in plain sight. Client intent, actionable orders, and vital market colour have been locked within the unstructured, transient streams of human-to-human chat. On trading floors worldwide – particularly in over-the-counter (OTC) markets – this conversational data represents a multi-trillion-dollar blind spot:...

EVENT

Buy AND Build: The Future of Capital Markets Technology

Buy AND Build: The Future of Capital Markets Technology London examines the latest changes and innovations in trading technology and explores how technology is being deployed to create an edge in sell side and buy side capital markets financial institutions.

GUIDE

Regulatory Data Handbook 2025 – Thirteenth Edition

Welcome to the thirteenth edition of A-Team Group’s Regulatory Data Handbook, a unique and practical guide to capital markets regulation, regulatory change, and the data and data management requirements of compliance across Europe, the UK, US and Asia-Pacific. This year’s edition lands at a moment of accelerating regulatory divergence and intensifying data focused supervision. Inside,...