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

Upcoming Webinar: Optimising cloud, marketplaces & managed data services

Date: 30 June 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Financial institutions are under mounting pressure to rethink how they source, manage and distribute market data. Rising data volumes, multi-cloud adoption and the operational demands of regulations such as DORA are exposing the limits of legacy infrastructure, and driving...

BLOG

Beyond the Benchmark: Bloomberg Extends BCOM for a Fragmented Commodity Market

When the Bloomberg Commodity Index (BCOM) was launched in 1998, the architecture made sense for its time. Liquidity in commodity futures was concentrated in North American contracts denominated in US dollars, and the methodology was built accordingly. Twenty-eight years later the way global commodity markets operate and the way institutional investors want to access them...

EVENT

Data Management Summit New York City

Now in its 15th year the Data Management Summit NYC brings together the North American data management community to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

Regulatory Reporting Handbook – First Edition

Welcome to the inaugural edition of A-Team Group’s Regulatory Reporting Handbook, a comprehensive guide to reporting obligations that must be fulfilled by financial institutions on a global basis. The handbook reviews not only the current state of play within the regulatory reporting space, but also looks ahead to identify how institutions should be preparing for...