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Depth
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MD Trader®
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Order Profiles
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Routing Rules
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Trading Crypto on TT
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Trading on B3
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Account List
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Position Manager
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Account & User Restrictions
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Balances
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Reference
TT® OMS
Care Orders
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Lock and Release
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Bulking
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Videos
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Combining
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Order Passing
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Options Chain
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Options Trade Monitor
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Vol Curve Manager
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Electronic Eye
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Videos
Reference
RFQ Viewer
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Videos
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RFQ with Counterparties
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Counterparty Manager
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Strategy Creation
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Use Cases
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Options Risk
Description
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Videos
Reference
Options Risk Matrix
Description
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Videos
Reference
Watchlist
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Videos
Reference
Expiration Manager
Description
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Volatility Calculator
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TT Uncovered 2.0
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TT Uncovered 3.0
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QuikStrike
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Spread Trading
Autospreader
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Reference
Autospreader Rules
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Videos
Reference
Hedge Manager
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Videos
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Trading in Yield
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Aggregator
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Videos
Reference
Algo Trading
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Template Manager
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Order Management Algos (OMAs)
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Reference
Videos
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Market-Making Algos
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ADL
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Reference
Building your first algo
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Supported Order Types and TIFs
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Pre-Trade Portfolio Risk
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TT® OMS
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Exchanges: Americas
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CBOE
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Reference
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CME
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Fenics
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Goldman Sachs Commodity Blocks (GSCB)
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Referece
ICE
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MexDer
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MX
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NFI
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Exchanges: EMEA
ATHEX
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BIST
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ICE_L
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MEFF
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Reference
WSE
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Exchanges: Asia/Pacific
ABX
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FEX
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TAIFEX
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TFEX
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TFX
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Exchanges: Crypto
Coinbase
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Kraken
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FIX Support
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FIX Sessions
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Secondary Accounts
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Monitor
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Getting Started
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An in-depth look at the Price class
Working with orders and fills
Handling trade subscriptions
Working with trade subscriptions
Working with Algos
Algo Server
TT Order Types
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Advanced Concepts and Options
Appendix
TT CORE SDK
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Creating Application Framework
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Subscribing for Market Data
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Creating a TT Application Server
Appendix
TT Trade Surveillance
Overview
Using TT Trade Surveillance
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TT FIX Services
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TT FIX Recovery
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FIX Recovery Methods
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Compliance Feed Messages
MiFID II Support

Adding, Connecting and Arranging Blocks

On this page

To build an algo you will need to drag and drop blocks onto the canvas, define their properties and connect blocks together with edges to define the flow of data.

Adding blocks on the canvas

To add a block to the canvas:

  1. In the Blocks panel locate, or search for, the block you want to place on the canvas.

  2. Drag the block to the desired location on the canvas.

    Add block

  3. In the Block Properties panel, specify the values for the desired properties.

    Specify block properties

    Any changes to the properties are reflected immediately in the block.

Connecting blocks

ADL provides two methods of making connections between blocks:

  • Drawing edges between block ports
  • Using the Edge Finder to highlight potential edges

Drawing edges

To connect blocks by drawing the edges:

  1. Press and hold the left mouse button on the output port of the source block; then drag the line endpoint to the desired corresponding port of the destination block. Note that the ports are color-coded to indicate the type of data being passed.

    Connecting valid ports

    Note: If you drag the line endpoint to the wrong type of input port, the preventative design feature shows an invalid connection symbol.

    Connecting invalid ports

  2. Release the mouse button.

Using the Edge Finder to highlight potential edges

To display and choose a potential edge between blocks:

  1. Press and hold the Shift key to display dashed lines for all potential edges.

  2. Do either of the following to create edges:
    • Left-click a dashed line to convert it to an edge.

    • Right-click any of the dashed lines to convert all the dashed lines to edges.

Disconnecting blocks

To delete a connection between two ports, right-click on the line connecting the desired ports, and select Delete.

Delete Connection

Arranging blocks around the canvas

To arrange or move blocks:

  1. Select a block or group of blocks you want to move.
  2. Drag the selected blocks to the desired location. If edges are connected to the moved blocks, those edges update as well.

Selecting multiple blocks

To select multiple blocks:

Press the left mouse button and drag the mouse to define the region containing the blocks you want to select; then release the mouse button.

Alternatively, you can click the first block to select, then use Ctrl-click (Cmd-click for Macs) to add other blocks to the selection.