Working with Algos
TT provides the following strategy engines:
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Autospreader® is a server-class product that executes user-defined synthetic spreads. Each co-location facility contains a pool of common ("gen-pop") Autospreader servers. The instrument that you specify in the first leg of your spread definition will determine the co-location facility in which it will be executed. For example, if you specify a CME instrument in the first leg, your spread will be executed on an Autospreader server in the Aurora co-location facility. You can also purchase one or more dedicated Autospreader servers in the co-location facilities of your choice.
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Aggregator is a server-class product that executes Aggregator strategies. There are a pool of common (“gen-pop”) Aggregator servers in each co-location facility. The instrument that you specify in the first leg of your Aggregator strategy definition will determine the co-location facility in which it will be executed. For example, if you specify a CME instrument in the first leg, your strategy will be executed on an Aggregator server in the Aurora co-location facility. You can also purchase one or more dedicated Aggregator servers in the co-location facilities of your choice.
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Algo Server is a server-class product that executes TT Order Types and ADL algos. There are a pool of common (“gen-pop”) Algo Servers in each co-location facility. A given TT Order Type will be executed in the co-location facility closest to the exchange corresponding to the user-specified instrument. When launching an ADL algo, you choose the co-location facility in which it will be executed. You can also purchase one or more dedicated Algo Servers in the co-location facilities of your choice.
TT also provides support for routing algos associated with third-party algo providers as detailed here. Support for this functionality is also supported via TT .NET SDK.