Execution Server (Ember)

Execution Server (also known as "Ember") is a low latency real-time event processing transaction framework deployed in demanding environments. Execution Server can also be used as an algo execution framework, FIX gateway, trading service for executing manual orders or orders generated by trading strategies.

In QuantOffice architecture, the Strategy Server runs the deployed strategies, generates signals according to strategy logic and sends them to Execution Server, which, in its turn, routes them to the target destination.

Execution Server provides the following services with "wire-to-wire" single-digit μs latency:

• Runtime platform for Execution Algorithms and custom Matching Engines, and Market Making solutions.
• Smart Order Routing.
• Exchange Simulator.
• Normalized FIX Order Routing gateway to different execution venues.
• Centralized pre-trade/post-trade risk monitoring system.

Execution Server is designed to achieve the highest possible throughput of replicated trading transactions.