@SMCJB Retail, as defined by the CFTC as well as FINRA, is a very broad group.

Retail Customer: A customer that does not qualify as an eligible contract participant under Section 1a(12) of the Commodity Exchange Act, 7 USC 1a(12). An individual with total assets that do not exceed $10 million, or $5 million if the individual is entering into an agreement, contract, or transaction to manage risk, would be considered a retail customer.
CFTC Glossary - CFTC

I'll also note that the TT platform does not cost $1500. TT Standard starts at $50. https://www.tradingtechnologies.com/platforms/pricing/

OTC trades are not reported in real time. Brokers have a window to report OTC transactions and this window can be quite large like 20 minutes. Placing this OTC transaction in a live price stream would generate time stamps that are out of synch and volume spikes for transactions that occurred minutes, sometimes several minutes ago.

Using the specific example that I quoted, with an attachment to show what happened at 15.30pm (UK time) on the bund today, are you saying that this 10k+ of volume, with the time it occurred, and the price that it occurred at, was NOT accurate? That this 10k of volume had gone into the market at a different time and price than was displayed on TT?
>>> Without the Type column exposed and a visible tag on the fill indicating that it was an OTC transaction, I cannot tell.
Sorry, I should have made clear that a black background indicates an OTC quote-these are my settings for an OTC quote! I still cannot access the type of OTC trade that apparently is a column in the TandS, but is unavailable in the TandS attached to the price ladder.

I understand that it is delayed and there is a 20 minute window. So when you are displaying this OTC volume on your time and sales, is the time and price that you display for the OTC volume simply showing the time and price that you received the info, as opposed to when the transaction actually took place on the exchange between two parties?
>>> With the X_TRADER infrastructure all I can say is the OTC times indicate the time the transactions were reported to TT and not the time of the actual transaction. On the TT platform we report the actual time of the OTC transaction as reported by the exchange. The price is always accurate.

So considering that 10k worth of transactions entered into the Bund market before a big market move, but was not reported by TT (not your fault-it's the Exchange), then as far as I can see then there is still a hidden layer of volume in futures trading. And considering that this hidden layers consists of really big traders who actually move the markets, this kind of calls into question the usefulness of datafeeds and volume etc doesn't it?

Hello @mpxtreme. Thank you for the questions.

a) How is this 30 day free trial any different compared to the free 10 min delayed demo account that I've been using?
>>> It is the same. If you wish to get a live demo you must have a relationship with a FCM. @mattz is active in this forum and may be able to assist you with that.

b) Will the free 10 min delayed demo accounts continue to be available and if not will the algos that I've developed be erased without warning?
>>> You need to create your own company in the TT system to easily transfer your demo logic to a live TT account. The 10 minute delayed data demo environment will still be available when you go live, however, your credentials will change and will not longer be associated with your demo credentials and logic created there. You may work with TT support or support with your FCM to move your algos in demo to live production. You'll need to act on this prior to creating a live account.

c) Is there a tentative release date for ADL to come out of "beta"?
>>> Yes. The beta tag will be removed from ADL in the next few weeks.

d) Can you share any details on the new Analytics Block?
>>> The ADL Analytics Block will not be released for a few months and there's not much to say about it. If you would like to build some of the functionality on your own, there are numerous sources for help doing that in our Community page.

e) I've heard that the pre trade credit check will be stored with the algos,can you explain the difference in routing and it's positive effects on order execution latency between TT Web ADL and Legacy ADL?
>>> Making the credit check in the algo itself saves a hop as the order does not need to route through risk. You've a more direct path to market which reduces latency.

f) Can the TT Algo " TT Bracket" be combined with or triggered by user constructed algos? If so is this a function of the yet to be released one algo triggering another?
>>> No, you may not link an algo to the TT Bracket order type. You are correct in that this requires "algos driving algos" functionality which will be released by the end of the year.

Best regards-