Institutional EMS for HFT

Ultra-low latency execution. Built for institutions.

Institutional EMS for HFT

Ultra-low latency execution. Built for institutions.

Most HFT vendors sell you a framework and leave you to fit your strategy into it.

Tradelab builds the full execution stack to your exact requirements; co-located at NSE, BSE and MCX, with every µs measured and every stage profiled.

Deterministic tick-to-fill pipeline. Every stage profiled.

Every order passes through a deterministic, measured pipeline, TBT feed ingestion, signal generation, pre-trade risk, order routing, FIX to exchange, and fill confirmation. Not sampled. Every event, every time.

9 execution algorithms.

Latency measured per
leg.

Spread, Butterfly, Box, IOC, Bidding – all multi-leg structures supported with measured execution per configuration. Not benchmarks. These are live production numbers from co-location environments.

Pre-trade and post-trade risk. In-memory. Institutional grade.

Every order is risk-checked before it reaches the exchange. Position limits, margin availability, exposure thresholds – all enforced in-memory. Post-trade margin reflected automatically back into strategy state.

Designed for teams who need to measure every microsecond.

End-to-end pipeline with defined measurement points at each stage – Feed Handler, Normalizer, Strategy Engine, Pre-Trade RMS, Order Manager. Plug in your observability stack where precision matters.

• Strategy Deployment Lifecycle

Backtest → Paper → Live. Same code. Zero rewrites.

Research and production, finally aligned. The same adapters, the same code path, the same risk layer — from historical tick replay to live capital.

01

Concept

Define hypothesis, target instruments, execution conditions.

02

Input Adapter

Normalised TBT data library links directly, no middleware overhead.

03

Order Adapter

Direct execution path, all orders via pre-trade RMS before exchange.

04

Logic & Params

Signal conditions and runtime parameters configurable from UI, no recompile.

05

Backtesting

Tick-level replay on historical data. Identical code path as production.

06

Paper Trading

Live market feed, internal matching engine. Final validation before capital.

07

Live Deploy

Positions, P&L, margin auto-sync back into strategy state.