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: Reviewing the Latency Landscape and the Next Generation of Ultra-Low Latency Infrastructure

Date: 17 September 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes Ultra-low latency is no longer the preserve of a handful of proprietary trading firms. As new asset classes electronify, data volumes surge, and regulatory expectations around execution quality and resilience tighten, the performance demands on trading infrastructure are broadening...

BLOG

Celebrating Excellence at the TradingTech Insight Awards Europe 2026

The pace of change across trading technology shows no sign of slowing. As markets become more complex, data-intensive and performance-driven, firms are rethinking how infrastructure, analytics and execution workflows interconnect across the trading lifecycle. Against this backdrop, the TradingTech Insight Awards Europe 2026 brought the industry together to recognise the solution providers delivering measurable impact...

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...