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Trading Technologies Cloud-based 'TT' platform (2019)


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Trading Technologies Cloud-based 'TT' platform (2019)

  #41 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,041 since Dec 2013
Thanks Given: 4,375
Thanks Received: 10,192


jokertrader View Post
For being a new product this

New TT is now a 4 year old product not new!

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  #42 (permalink)
mpxtreme
New York
 
Posts: 52 since Dec 2013
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SMCJB View Post
New TT is now a 4 year old product not new!

..and feels like new every 6 months!

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  #43 (permalink)
ewafx
Russia/Stavropol
 
Posts: 7 since May 2020
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Hello, I'm new to the TT platform, please tell us what exactly is this platform unique about, how do you analyze it, do you use their sperder and options analysis, how do you use RTD exel?

Is it possible to analyze assets only on this platform, without using others?

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  #44 (permalink)
ewafx
Russia/Stavropol
 
Posts: 7 since May 2020
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Dear SMCJB, can I communicate with you in some messenger or resource if I do not mind? I want to ask you a couple of questions as a cool professional))

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  #45 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,041 since Dec 2013
Thanks Given: 4,375
Thanks Received: 10,192


ewafx View Post
Dear SMCJB, can I communicate with you in some messenger or resource if I do not mind? I want to ask you a couple of questions as a cool professional))

Sure you can direct message me through the forums

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  #46 (permalink)
ewafx
Russia/Stavropol
 
Posts: 7 since May 2020
Thanks Given: 1
Thanks Received: 1


SMCJB View Post
Sure you can direct message me through the forums



Forgive me, until I figured out how to send personal messages and don’t know if they are coming, let me ask questions in this thread?




I followed your posts on the forum of traders, you are the smartest and most professional member of the entire community, I beg you to share some of your experiences, I am very interested in how and what you are trading, it is very interesting how you use the TT platform and its functional

As far as I know you trade spreads, please tell me how you use TTs to analyze the market and trade, how you use RTD exel
Please tell me if there are any good training courses on trading spreads and options?
And in general, I wonder why TT is so good, because the arsenal of the day of analyzing the graphs is very scarce there?
Sorry in advance for the stupid questions of the beginner))

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  #47 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,041 since Dec 2013
Thanks Given: 4,375
Thanks Received: 10,192


ewafx View Post
Forgive me, until I figured out how to send personal messages and don’t know if they are coming, let me ask questions in this thread?

I followed your posts on the forum of traders, you are the smartest and most professional member of the entire community, I beg you to share some of your experiences, I am very interested in how and what you are trading, it is very interesting how you use the TT platform and its functional

As far as I know you trade spreads, please tell me how you use TTs to analyze the market and trade, how you use RTD exel
Please tell me if there are any good training courses on trading spreads and options?
And in general, I wonder why TT is so good, because the arsenal of the day of analyzing the graphs is very scarce there?
Sorry in advance for the stupid questions of the beginner))

Yes I got your PM. It was my intention to reply but your question is alarmingly similar to "can you please tell me everything". My wife thinks I should write a book, if I did maybe it would answer your questions.

For analysis I have a Morningstar subscription where I utilize their Excel Commodity Addin to generate data files that I then feed to R (actually R Studio) for the real analysis. I am a long time TT user and I trade predominately spreads and spreads of spreads. I don't use TT for analysis or for charting, just for execution primarily through Autospreader and ADL. I do use TTs RTD links heavily in spreadsheets to monitor market conditions and specifically strategy positions. At the end of the day I load TTs audit logs into an Access database that calculates information statistics such as message/fill ratios and important things like strategy specific profit and loss.

If you have specific questions I will try and answer but "can you please tell me everything" is rather open ended.

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  #48 (permalink)
CmdtyQt
Seattle, WA
 
Posts: 5 since Sep 2021
Thanks Given: 1
Thanks Received: 5

Hi,

New member but old trader here. I know this is an old thread but search didn't show anything else. I'm looking for feedback from folks using the new TT Platform's API and ADL in real world applications. I've read their online docs and briefly scanned their GitHub docs. Specific questions:

1. If you use the API, how complex and code-heavy was it in the real world for you to open connections, parse data, execute orders and manage fills? I'd like to use IronPython but could do C++ if absolutely necessary. Any major idiosyncracies?

2. Do the API and ADL allow you to track PnL per strategy or account? Docs weren't clear on this. If not, how do you enforce stops? (Not trade stops but overall stops such as,"Shut off if strat/account has lost $X today"

3. Is the new ADL a "finished product" with high reliability and durability on short (1 min or less) timescales? The TT community forums signaled some teething problems.

4. Seems like ADL is hosted on server. How do you ensure your code remains proprietary?

5. Any comments on datafeed fidelity and computation reliability?

6. Can their Excel integration now fire orders? I was told it couldn't last year. While that's slower, it'd be a LOT easier than writing code from scratch...

Thanks!

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  #49 (permalink)
 
SMCJB's Avatar
 SMCJB 
Houston TX
Legendary Market Wizard
 
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,041 since Dec 2013
Thanks Given: 4,375
Thanks Received: 10,192


CmdtyQt View Post
1. If you use the API, how complex and code-heavy was it in the real world for you to open connections, parse data, execute orders and manage fills? I'd like to use IronPython but could do C++ if absolutely necessary. Any major idiosyncracies?

Maybe @addchild can answer this?


Quoting 
2. Do the API and ADL allow you to track PnL per strategy or account? Docs weren't clear on this. If not, how do you enforce stops? (Not trade stops but overall stops such as,"Shut off if strat/account has lost $X today"

Not sure this can be done in ADL on a 'Global" basis but can be done by algo by algo, which I know isn't what you are looking for.

PNL BLOCK


Quoting 
3. Is the new ADL a "finished product" with high reliability and durability on short (1 min or less) timescales? The TT community forums signaled some teething problems.

ADL has been a finished product for many years - actually nearly 10 years. I've been a very heavy user for all this time (and was actually a Tickit user, which is the company that TT bought and then redesigned it to become ADL). I personally think ADL is phenomenal! You can write super simple algo's to amazing complex ones.

As you are probably aware TT is 'tick data' centric, and not 'bar data centric' like many other platforms. What that meant was if you want to reference things like the 10 minute high or bars, then you had to write code within ADL to do that. TT eventually addressed this by introducing the ANALYTICS BLOCK. I've never used this block, and based upon their charting would have some concerns about how it works in real time.


Quoting 
4. Seems like ADL is hosted on server. How do you ensure your code remains proprietary?

In the Xtrader world you didn't have to worry about this as it was running on your server, but in the new TT world it runs on their server. I believe the answer to this is that your desktop compiles the ADL code into executable code, which is then run on the server. Whether this compiled executable code could be reverse engineered I do not know.


Quoting 
5. Any comments on datafeed fidelity and computation reliability?

Quality of TT data feed has always be excellent. There were some floating point issues 10 years ago but they have been resolved a long time now.

A bigger concern than data is the dependence upon their infrastructure. Your front end interacts with their cloud middleware, which in turn interacts with the colocated execution engines. Any issues with that cloud middleware and you have no way to connect to the execution engines. For example AWS had an issue last week - so TT had an issue - obviously not their fault, but does highlight the dependency. Definitely have far more issues like this with new TT than I ever had with the older XTrader setup.


Quoting 
6. Can their Excel integration now fire orders? I was told it couldn't last year. While that's slower, it'd be a LOT easier than writing code from scratch...

Not sure exactly what the question is here. Excel can be connected to both ADL and to Autotrader. Both can be configured to trade based upon their excel inputs.

I use TT Excel RTD extensively but do not use it to trigger trades and do not connect it to ADL. I used to use Autotrader extensively as well, for many years, only issues we ever had were server related and not TT or Autotrader related.

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  #50 (permalink)
CmdtyQt
Seattle, WA
 
Posts: 5 since Sep 2021
Thanks Given: 1
Thanks Received: 5


Many thanks for the detailed and helpful reply!


SMCJB View Post


ADL has been a finished product for many years - actually nearly 10 years. I've been a very heavy user for all this time (and was actually a Tickit user, which is the company that TT bought and then redesigned it to become ADL). I personally think ADL is phenomenal! You can write super simple algo's to amazing complex ones.

Good to know! How much load do you put on ADL? For example, if I have, say, a dozen strategies operating simultaneously on subminute to subhourly timescales, some platforms bog down and trade execution suffers. (Hardware and latency aren't the issue.)


Quoting 
As you are probably aware TT is 'tick data' centric, and not 'bar data centric' like many other platforms. What that meant was if you want to reference things like the 10 minute high or bars, then you had to write code within ADL to do that. TT eventually addressed this by introducing the ANALYTICS BLOCK. I've never used this block, and based upon their charting would have some concerns about how it works in real time.

Thanks. Sounds like it's worth doing rigorous testing on the Analytics Block.


Quoting 
In the Xtrader world you didn't have to worry about this as it was running on your server, but in the new TT world it runs on their server. I believe the answer to this is that your desktop compiles the ADL code into executable code, which is then run on the server. Whether this compiled executable code could be reverse engineered I do not know.

This is the #1 reason I'm considering their Client-side .NET SDK, even though migration will be non-trivial. #2, which will eventually be more important, is that the code can leverage analytics outside ADL. Apologies if this seems obvious but it wasn't clear to me from your post. Have you deployed ADL to their new platform? Any difference in performance and PnL?



Quoting 
A bigger concern than data is the dependence upon their infrastructure. Your front end interacts with their cloud middleware, which in turn interacts with the colocated execution engines. Any issues with that cloud middleware and you have no way to connect to the execution engines. For example AWS had an issue last week - so TT had an issue - obviously not their fault, but does highlight the dependency. Definitely have far more issues like this with new TT than I ever had with the older XTrader setup.

Good to know. In volatile markets, it's not helpful to have fills hanging out there while the middleware gets back on its feet... It nudges you towards having them host the algos but now you're writing C++ and paying for their hosted solution or hoping ADL works and remains proprietary.


Quoting 
Not sure exactly what the question is here. Excel can be connected to both ADL and to Autotrader. Both can be configured to trade based upon their excel inputs.

I use TT Excel RTD extensively but do not use it to trigger trades and do not connect it to ADL. I used to use Autotrader extensively as well, for many years, only issues we ever had were server related and not TT or Autotrader related.

I tried it last year; couldn't trade and was told "it's in the works". But I may have been incorrectly given the Standard Option or it may just not have been set up properly.

Thanks again.

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Last Updated on September 21, 2021


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