Question about SR "order routing": I am wondering about the the path (a la Internet traceroute) of an order between StrategyRunner server at broker's premises until it reaches e.g. GLOBEX. Does SR server at broker's site have it's OWN, CUSTOM interfaces/gateways to each exchange trading system (Globex, eCBOT, Eurex etc) a la TT/PATS/etc? If so, which exchanges are supported? There's no info about this at SR's website, but I assume they're using an established 3rd party API, e.g. PATS or TT, so SR can route orders to all exchanges supported by them. If so, the "traceroute" would look like: 1/ SRPro Client -> 2/ SR Server -> 3/ PATS/TT server @ FCM -> 4/ exchange(s) (globex, ecbot, eurex, liffe etc) Anyone knows?
Yes you are correct though SR and PATS are located in the same LAN (local area network of the FCM so the routing between SR servers to PATS is a fraction of a second