Algo Design Lab
ADL® - Build your own algos

Produce executable strategies by stitching together intuitive building blocks that convert to well-tested code. Easily launch ADL-generated algos, update the user-defined variables and monitor status.

TT ALGO DESIGN LAB
Rapidly create custom algos and synthetic order types without writing code.
Design

Design

Produce executable strategies by stitching together intuitive building blocks that convert to well-tested code.
Deploy

Deploy

Easily launch ADL-generated algos, update the user-defined variables and monitor status.
Safety

Safety

Blocks contain pre-tested code, while visual feedback warns against potentially undesirable behavior..

Test

Test

Design and thoroughly test your algos with live market data using a robust simulated matching engine.
Execute

Execute

Deploy algos to proximity-based execution servers to achieve ultra-low-latency performance—no matter where you're located.
Speed

Speed

Create executable algos to act on fleeting market opportunities in timeframes that were previously thought to be impossible.

ADL (Algo Design Lab) Overview

ADL (Algo Design Lab) is a TT platform that introduces traders to an interactive way of creating their own trading algorithms and automated strategies. ADL allows traders to design, test and deploy trading algorithms without having to write a single line of code. With an intuitive drag-and-drop interface, traders can use building blocks to construct circuit-like designs in their browsers At the same time, ADL grants granular flexibility in design instead of offering pre-made strategies.
adl.front.1.jpg

Join Our Community

ADL highlights
  • Drag, drop and connect blocks to quickly generate error-free programs.
  • Algos are deployed to colocated algo servers for exceptional performance.
  • Add ADL logic to orders already in market.
  • Build custom logic to drive Autospreader® orders.
  • Seamlessly integrate into the trader's workspace.
  • Algos can be shared with other users or kept private.

Algos in ADL
Using ADL Algos
Algo Creation
Algo Deployment to TT server
Algo Execution

ADL Algo Lab Functionality

Create functional algo strategies, test it in a live environment and deploy it on a server for live trading - without any specific knowledge of scripts and programming languages. 

Trading blocks allow an ADL algo to access markets for retrieving market data and managing orders. Using trading blocks, an algo can:

  • Find tradable instruments
  • Get real-time market data for instruments
  • Retrieve time and sales data
  • Submit orders to the market
  • Manage working orders
  • Monitor the status of market

Trading blocks allow an ADL algo to access markets for retrieving market data and managing orders. Using trading blocks, an algo can:

  • Find tradable instruments
  • Get real-time market data for instruments
  • Retrieve time and sales data
  • Submit orders to the market
  • Manage working orders
  • Monitor the status of markets

Trading blocks allow an ADL algo to access markets for retrieving market data and managing orders. Using trading blocks, an algo can:

  • Find tradable instruments
  • Get real-time market data for instruments
  • Retrieve time and sales data
  • Submit orders to the market
  • Manage working orders
  • Monitor the status of markets

The Price of the Platform and Cost of Trading.

Click the tabs below to view the platform's price of subscription or purchase, commissions rates that apply to most retail traders
and understand all the costs associated with trading different futures markets.

Pay as little as $1.00 / side when you meet our low daily average contracts requirements. Clients who meet our daily trading volume thresholds qualify for even more savings with deeply discounted commissions as low as $0.10 / Side. After you Open your Account, you must contact us at support@itg-futures.com to ensure the appropriate commission tier.

Commissions
    Average Daily Contracts Commissions Per Side
    0 - 20 Contracts $1.00
    21 - 100 Contracts $0.50
    101 - 500 Contracts $0.40
    501 - 1000 Contracts $0.20
    Over 1000 Contracts $0.10

Order Routing and Platform Fees.Order routing is the process of routing the order to / from exchanges to your trading platform. Order routing fees, also referred to as execution costs, are charged by the datafeed provider and is assessed on a per transaction basis.

Technology
    Datafeed Order Routing Fee
    Rithmic $0.25 per side
    CQG $0.10 - $0.25 per side*
    CTS $0.20 - $0.50 per side*
    TT $0.00 - $0.30 per side*
    eSignal $0.00 per side: NO FEE*
    QST $0.00 per side: NO FEE*
 SEE PLATFORMS PRICING  
 *Varies according to FCM and trading platform  

The trading commissions you pay also depends on your margin requirements - the amount required to enter into a position per contract on an intraday basis. ITG Futures provides margins based on a percentage of the initial margin* (Example 20%) or a nominal amount (Example $500). Intraday margin (day trading margins) are determined by our clearing firms and based on many factors including market volatility, open interest, customer credit profile and the level of funding in the specific customer's account.

Margins
    Day Trading Margins Clearing Firm Commissions Per Side
   100% of Initial Margin All of FCM’s $1.00
    25% of Initial Margin All of FCM’s $1.20
    10% of Initial Margin All of FCM’s $1.50
    $50-$500 E-mini/micro Ironbeam  Contact us
 VIEW MARGINS    
 ITG Futures and/or our Clearing FCMs maintain the right to liquidate any position at any time if a margin call and/or deficit occurs. The customer would be responsible for any deficit that occurs as a result of liquidations. We will make our best efforts to contact customers to address margin call depending on the severity of the call. Accounts that are subject to margin calls may experience higher commissions due to increased risk. Specific day trading margins from select FCMs that are well below average rates may subject you to much higher fees than provided above. Contracts with relatively low liquidity may subject you to additional fees

Clearing, Exchange and NFA Regulatory fees apply to all order types regardless of your broker and platform and varies according to the markets and products you trade. Members of exchanges are entitled to discounted Exchange Execution and Clearing fees.

Exchange/Clearing & NFA Fees
Exchange Fees

Exchange fees are charged directly by the exchange to your brokerage account in return for providing market access. Exchange fees are assessed on a per transaction basis and vary depending upon the market and product being traded.

Clearing Fees

Our FCM’s, also known as a “clearing house”, facilitates the trade between buyers and sellers upon a trader’s order being executed at the exchange. The FCM’s handle all the trade execution, exchange floor, and back-office operations to ensure that the trade will be settled properly in return for a “clearing fee”, typically provided to brokers at reduced wholesale rates.

National Futures Association (NFA) Fees

The National Futures Association (NFA) is the self-regulatory body of the derivatives industry, including the exchange-based trading of futures products. The NFA requires a fee of US$.02 per side of every exchange-based futures contract traded) and is directly billed to the trader through his or her brokerage account.

A data fee is a flat fee charged by the exchange for streaming real-time market data to the trader. Data fees are charged on a periodic basis and varies depending on the type of exchange and type of trader. For example, data fees for the CME Globex are $85 monthly per-market for professional traders and $20 monthly per-market for non-professional traders.

Market Data
    Exchange Group Description Monthly Fee*
    CME Market Data Bundle - All CME Markets $20.00 (non-pro)
  CME/Globex $5.00 (non-pro)
  CBOT/Globex $5.00 (non-pro)
  NYMEX/Globex $5.00 (non-pro)
  COMEX/Globex $5.00 (non-pro)
    ICE Market Data ICE - US Exchange - TF, DX $117.00
  ICE - UK Exchange - Energies $117.00
  ICE-LIFFE Exchange - FTSE, Gilt, Short Sterling $117.00
     
    CFE/CBOE Data CBOE Volatility Index (VIX) $13.00 (non-pro)
    Foreign Exchange       (Non-US) EUREX | non-pro 18.00 EUR
  Osaka - Japan (JPX) 29.00 USD
  Singapore (SGX) 80.00 USD
  Sydney Futures Exchange (SFE) 67.00 USD
  Euronext Equities & Index Derivative - CAC - 40  
    Cash Index Data $SP500 90.00 USD
  $DOW, ^TICK, ^TRIN, ^ADV, ^DECL, NYSE Internals, Dow Jones Indexes 6.00 USD
  NASDAQ Indexes 8.00 USD
    Misc Additional User | Multiple users/logins 10.00 USD

* Market Monthly Fees are subject to change. Please contact us to find out the latest market fees available.

Have a question about ADL Algo Design Lab?

If you have any questions about ADL Algo Design Lab please visit our help forum, where you can find additional information, videos and user instructions for all trading terminals offered by ITG Futures. If you can't find an answer to your question on our site, you can contact us or post a question to our help forum.

Demo Request Form

Fill in demo request form and recieve instruction how create TT login and password for TT ADL.
Please fill the required field.
Please fill the required field.

Tech Specs

To ensure the best experience, TT recommends the following setup on any machine you use to access the TT platform:
Browser Requirements

TT supports the latest two versions of the following browsers:

  • Google Chrome

Users should verify that the browser is set to automatically update.

Note: Users should also verify that cookies are accepted in their browser.
TT Platforms Requirement 

Hardware Requirements
Network requirements
Email requirements

TRADING DISCLOSURE

Trading Futures and Options on Futures involves a substantial risk of loss and is not suitable for all investors. You should carefully consider whether trading is suitable for you in light of your financial condition, circumstances, and industry knowledge. You may lose all or more of your initial investment. Opinions, market data, and recommendations are subject to change at any time. Past performance is not necessarily indicative of future results. Full Risk Disclosure | Privacy Policy / Legal | GDRP Policy

Copyright © 2023 · ITG FUTURES. All Rights Reserved.

En | Ru |