Quantower Guide 2026: all-in-one platform for futures

Quantower is developed as a multi-asset platform for futures, stocks, currencies and crypto, among other things. For a futures trader, the main idea is that analysis and order execution can be gathered in the same workspace: traditional charts alongside DOM, footprint, volume profile, Time & Sales and position overview.

The broad feature set is both the strength and the challenge. A trader can build an efficient, visually clean setup, but can also end up with too many panels, indicators and layers of information. This guide therefore doesn't just show what Quantower can do, but how to build a controlled futures workflow where data, risk and order handling come before appearance.

In short: what is Quantower?

Quantower is a modular desktop platform where each tool opens as its own panel. Panels can be linked together, grouped, saved into workspaces and spread across multiple screens. According to Quantower's official introduction, the platform is built for multiple asset classes with charts, trading and order flow analysis.

For futures, the platform can be used for, among other things:

• Standard time-based, tick, range and volume charts
• Order placement directly from the chart
• Depth of Market (DOM) and DOM trading
• Time & Sales
• Volume profile and VWAP
• Cluster and footprint display
• Delta, imbalance and volume statistics
• Watchlists, orders, positions and account information
• Simulation, Replay and strategy testing, depending on connection and licence
• Custom indicators and strategies via Quantower Algo

Quantower is mainly a Windows platform. Before choosing it, check system requirements, screen setup and whether your data provider supports all the features you need.

Can Quantower be used with EdgeClear?

Yes. EdgeClear lists Quantower among the third-party platforms supported through the firm's Rithmic solution. On EdgeClear's Rithmic data page, Quantower appears in the same overview as Sierra Chart, Bookmap, Jigsaw, ATAS and MultiCharts, among others.

It's important to distinguish four layers:

1. EdgeClear is the broker and the customer relationship.
2. The FCM/clearing setup holds client funds and clears trades.
3. Rithmic or another supported connection delivers data and order routing.
4. Quantower is the interface you analyse and send orders from.

Quantower being on the list of supported platforms doesn't mean every account type, FCM or market data package automatically works. Ask EdgeClear to confirm the correct connection, login, exchange access, market depth data, costs and simultaneous connections for your specific account.

Quantower isn't an automatic recommendation

Best Futures can explain the platform's features and how it's used with a futures broker, but we can't state that Quantower is the best choice for you. A visually modern platform isn't necessarily better for profitability, and more analysis tools don't automatically lead to better decisions.

The right platform depends on, among other things:

• Whether you scalp from the DOM or trade more slowly from the chart
• Whether footprint and full order depth are actually part of the strategy
• Which markets and exchanges you trade
• Data quality, history and stability
• Need for automation or custom code
• How much configuration you're willing to maintain
• Total cost for platform, data, routing and commission
• Your own experience with the platform in simulation and live trading

The platform should support a documented process. It can't replace risk management, discipline or a strategy with positive expected value.

Getting started

1. Clarify account and connection

Start with the broker, not in the chart settings. Ask for written confirmation of which connection the account uses, which login details you'll receive, which exchanges are enabled, and whether you're classified as a professional or non-professional market-data subscriber.

For EdgeClear, Rithmic will be a central route for Quantower. The connection can affect symbol names, historical data, server-side orders, market depth and which features are available.

2. Install the correct version

Download the platform from Quantower's official website and check that Windows and your hardware are up to date. Install the stable version first. Beta versions can contain new features, but shouldn't be used lightly in a live setup where predictability matters most.

Create a routine for updates. Don't install a new version right before an important trading session without a chance to test the workspace, connection, indicators and order placement.

3. Set up the connection

Open Connections Manager, select the correct provider and enter the login details from your broker or data provider. Quantower has its own guide to Rithmic connectivity.

After logging in, check:

• That the correct live or simulation account is shown
• That market data updates in real time
• That bid, ask and depth are being received
• That order status is returned correctly
• That position and P/L match between the broker/FCM and Quantower
• That the correct exchange and contract month are selected

Don't go live just because green prices are moving. Test the entire order cycle in the simulator: entry, modification, cancellation, partial fill, bracket, flatten and reconnect.

Build a simple workspace first

Quantower's panel-based design invites you to build a large control room. The most robust starting point is far simpler:

1. One main chart
2. DOM or Chart Trader
3. Time & Sales
4. Orders and Positions
5. Account info / available margin

Save this as its own workspace. Then create separate workspaces for analysis, order execution and review if the need arises. A heavy workspace with many markets, indicators and depth panels can use more CPU, memory and bandwidth.

Symbol linking and groups

Panels can be linked so that changing the symbol in the watchlist updates the chart, DOM and Time & Sales at the same time. This is efficient, but can also create orders in the wrong market if the trader misses that the whole group changed symbol.

Use clear colours for different link groups, and consider keeping order panels unlinked from the research group. Before every order, read the full symbol, contract month, side, quantity and account name.

Charts in Quantower

The chart module supports traditional time-based charts and several alternative bar types. Which historical data can be built correctly depends on the feed. A tick or footprint chart requires different data than a simple minute chart.

A good baseline setup should limit itself to information that affects action:

• Price and market structure
• Volume
• VWAP or a volume-weighted reference if the strategy uses one
• Predefined levels
• Session markers
• Volume profile, if relevant

Avoid adding five indicators that measure the same trend property. The goal is quick understanding, not maximum screen density.

DOM and order execution

Depth of Market (DOM) shows available limit orders at the price levels the feed delivers. The trader can normally send limit, market and stop orders from the price ladder, adjust orders and follow the position's average price.

The following should be configured before live trading:

• Default number of contracts
• One-click functions and any confirmation prompts
• Bracket/OCO with stop and target
• Keyboard shortcuts
• Flatten and cancel-all functions
• Account selection
• Order type and time-in-force

The biggest operational risk is often not the market, but the wrong size, the wrong account or the wrong button. Default quantity should never be set higher than your normal risk allows.

Footprint and cluster charts

Quantower uses volume data to show traded activity at each price level inside a bar. Depending on the setup, you can study bid x ask, delta, total volume, imbalance and other metrics.

Footprint can help you see:

• Where volume was actually traded
• Whether aggressive buyers or sellers dominated a level
• Absorption or lack of further price movement
• Imbalances in bid and ask volume
• Whether a breakout got acceptance or a quick rejection

But footprint tells you what happened, not necessarily what happens next. High positive delta at a top can be aggressive buying — or buyers being absorbed by passive sellers. Context, level and the subsequent response all matter.

Compare with our Bookmap guide if you primarily want heatmap and visualisation of historical order depth. The tools overlap, but present the market in different ways.

Volume profile and VWAP

Volume profile distributes traded volume by price and can show point of control, value area high and value area low, among other things. Session profile is useful for the day's auction, while composite profile can give a bigger picture.

Common mistakes are treating the POC as a magnet that must always be tested, or the value area as mechanical support and resistance. The profile describes where trading has taken place. Its meaning depends on whether the market is balanced, trending or in the process of shifting regime.

VWAP gives a volume-weighted average price for the chosen anchor or session. Check session times and resets. A VWAP that resets at the wrong time can diverge from the reference other market participants use.

Time & Sales

Time & Sales shows trades that have actually been reported. Filters for size, side or aggregation can make the flow more readable, but can also hide activity. Large prints must be seen in the context of the price response.

A simple question is often more useful than counting colours: is the aggression moving the market? If large buys can't lift the price, passive sellers may be absorbing. If modest volume moves the price quickly, the order book may be thin.

Order types and bracket orders

Quantower can present different order parameters depending on the connection. The official documentation notes that features can vary between connections. It's therefore wrong to assume that an order type in the menu is handled the same way by every provider.

In particular, clarify:

• Whether the stop sits on the server side or locally
• How the OCO link is handled on disconnect
• Whether the trailing stop updates locally
• What happens on partial fills
• Whether the bracket is sent only after the entry fills
• How cancel/replace is handled

Test a power or internet outage in the simulator. Keep the broker's emergency number and a web/backup option available.

Replay and simulation

Simulation is useful for mechanics, hotkeys and execution. Replay can be used to practise specific market periods. The result still isn't identical to live trading. Queue position, slippage, latency, psychology and available liquidity can be represented too optimistically.

Use simulation to answer concrete questions:

• Are you following the rules?
• Are you sending the correct order and size?
• Do bracket and flatten work?
• Is the chart readable at high speed?
• How many decisions does the setup require?

The move to live should happen with the smallest defensible size and new performance requirements. Good simulator P/L isn't proof of future profitability.

Quantower Algo

Quantower Algo makes it possible to develop indicators, strategies and other extensions. This adds flexibility, but automation also adds technical risk: coding errors, duplicate orders, reconnects, wrong symbol, missing history and differences between backtest and live.

An automated strategy should have:

• Version control
• Maximum order and position size
• A daily loss limit
• Checks against duplicate signals
• Logging of signal, order, fill and errors
• A routine for disconnect and restart
• A separate test and production environment

Backtest results must include realistic spread, commission and slippage. Optimising on a single historical period increases the risk of overfitting.

Data, costs and licences

Total cost consists of more than the Quantower licence. You can encounter:

• A platform package or feature add-on
• Exchange market-data fees
• Routing/connection fees
• Broker commission
• Clearing and exchange fees
• Any API or simultaneous-connection fees

Prices and packages change. Use the official Quantower documentation and an updated all-in offer from EdgeClear before comparing.

Free access to some panels doesn't mean full Volume Analysis, advanced features or the connection you want are included. Make a list of the features your strategy actually needs before buying a comprehensive package.

Stability and hardware

Order flow tools can be resource-intensive. Full depth across multiple instruments, many cluster charts and long history can increase the load. Keep your operating system, network and graphics drivers stable, and avoid unnecessary background programs.

Good practice:

1. Wired network when possible
2. UPS for the PC and network equipment
3. A backup connection via mobile
4. Fewer active panels than the machine can handle at maximum
5. An exported or backed-up workspace
6. Testing after every major update

Quantower compared with other platforms

The table isn't a ranking. Also read our NinjaTrader guide and assess the platforms using the same market, feed, timeframe and trading plan.

Who might Quantower suit?

Quantower can be relevant for traders who want a modern setup with multiple panels, chart trading, DOM and volume tools in one application. It can also suit those who want to use multiple connections or asset classes in one visual environment.

It may be less suitable if you want a very minimalist setup, use an operating system the platform doesn't support well, need a specific proprietary integration, or prefer a more mature specialist environment for advanced customisation.

What matters isn't which platform has the longest feature list. It's which platform you can use correctly, stably and consistently.

Common mistakes

• Buying an advanced package before the workflow is defined
• Linking panels so that orders are sent to the wrong symbol
• Using footprint without the correct tick history
• Assuming that all orders sit on the server side
• Overloading the workspace and the PC
• Using simulator results as expected live results
• Leaving the default size set too high
• Choosing a platform based on design rather than strategy and operations

A good Quantower workspace starts smaller than you think

Quantower tempts you with many panels. That's exactly why a serious trader should start simple. The first workspace should normally include one main chart, one DOM, Time & Sales, an account/order overview and possibly volume profile. Footprint, heatmap, more markets and extra indicators should only be added once they actually improve the decision.

The problem with large all-in-one setups is that they can hide risk. A trader can have the right analysis in one window, but an order in the wrong account, wrong contract or wrong timeframe in another. Panel linking, symbol linking and account selection should therefore be tested thoroughly in simulation before live trading. It isn't enough for the platform to look professional; the workflow needs to be robust when the market moves fast.

DOM and footprint need to be tied to an idea

DOM, cluster charts and footprint can make Quantower very powerful, but they aren't a strategy on their own. They show where trading is happening, how volume is distributed and how aggressive the buy or sell side can be. That means little without context. An imbalance at a random level is less interesting than an imbalance at yesterday's high, VWAP, the value area, a weekly level or after a macro release.

This is especially important for traders who are still building experience. More panels can give a feeling of control, but also more signals to overinterpret. The best use of Quantower is often to define the levels first, then use order flow to see whether the market accepts or rejects the level.

The EdgeClear connection should be clarified before you pay for data

If Quantower is going to be used through EdgeClear, clarify the data feed, FCM, exchange subscription, account type and any platform costs before paying for real-time data. Rithmic support can be relevant, but the practical setup must be confirmed for the specific account. Also ask which markets you get access to, and whether sim and live behave the same way in the order logic.

This sounds administrative, but it's part of the trading risk. A strategy that depends on a fast DOM and precise fills can't tolerate an unclear data setup. Before your first live trade, test market, limit, stop, bracket, cancellation, reconnect and flatten in realistic simulation.

Sources and further reading

• Quantower: Official documentation
• Quantower: Getting Started
• Quantower: Connection to Rithmic
• Quantower: Customization
• Quantower Algo
• EdgeClear: Rithmic Data and third-party platforms

Conclusion: the platform is the tool — not the strategy

Quantower offers a strong combination of charts, order execution and order flow tools in a modern workspace. The fact that the platform can be connected to a futures account at EdgeClear makes it a real option for traders who want Rithmic data and multiple analysis panels in one solution.

But we don't recommend Quantower as an automatic first choice. The best platform is the one that fits your markets, your frequency, your technical skill and your documented trading process. Test the connection, the orders and the risk workflow in simulation. Then go live with a small size if the platform actually makes execution simpler and more precise.

No chart type, footprint or DOM creates an edge on its own. It's how you trade — and how you limit losses when the analysis is wrong — that determines the result.

Capital risk: Futures trading carries a high level of risk and isn't suitable for everyone. Losses can exceed the capital deposited. This article is general information, not investment advice.

Frequently asked questions about Quantower

Short answers about Quantower, EdgeClear, DOM, footprint, Rithmic, simulation and costs.