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: From Data to Alpha: AI Strategies for Taming Unstructured Data

Unstructured data and text now accounts for the majority of information flowing through financial markets organisations, spanning research content, corporate disclosures, communications, alternative data, and internal documents. While AI has created new opportunities to extract signals, many firms are discovering that value is constrained not by models, but by the quality of the content, architecture,...

BLOG

Introducing Market & Alt Data Insight: Advancing the Industrialisation of Data in Financial Markets

Financial markets are entering a new phase in the evolution of data. Data has always underpinned trading and investment workflows. What has changed is the scale, diversity and strategic management of that data across the enterprise. Traditional market data, alternative signals, derived datasets and AI-generated features now sit on the same operational continuum. The strategic...

EVENT

TradingTech Summit New York

Our TradingTech Summit in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.

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...