For Futures Prop Firms

Start a Futures Prop Firm on a rulebook traders trust

One system under your brand: trader cabinet, CRM and challenge store, affiliate programme, risk engine, funded-trader copier and the back office that runs them. No revenue share. Trailing drawdown measured the way traders read it, and a session close that behaves — settings, not a development project. From €740 a month.

See Pricing

Contracts, ticks and sessions

A futures instrument is not a currency pair with a different name, and a stack that treats it as one will produce statements your traders do not trust.

Specified per contract

Tick size, tick value and contract months are set per instrument, so P&L is calculated in the units the contract actually trades in.

The session is a real boundary

A futures day has a settlement and a close. Daily rules can follow the session rather than the calendar, which is the difference between a rulebook that matches the market and one that argues with it.

Flattening as a rule

Requiring positions to be closed before the session ends is enforced by the engine, not chased by your desk at the end of every day.

Contract limits per phase

How many contracts a trader may hold, by instrument and by evaluation phase — the scaling plan expressed as a limit rather than a promise.

Trailing drawdown, the way futures traders read it

This section is the product. Get the convention wrong and experienced traders will spot it on your rules page before they ever open an account.

Intraday or end-of-day trailing

The most argued-about number in the industry: whether the trailing maximum follows unrealised peaks during the session or only the settled balance. Both are supported, and which you choose is a commercial decision you should make deliberately.

Where the trail stops

Whether the drawdown stops trailing once the account is in profit by the starting buffer, and at what point — the second question a futures trader asks, and the one most firms answer vaguely.

Daily loss tied to the session

The limit follows the trading session rather than a midnight boundary that has nothing to do with the contract.

Per-contract position caps

Set by instrument and by phase, so a scaling plan is enforced rather than described.

Severity you choose per rule

Warn, freeze or breach, adjustable per rule and overridable for a single challenge.

The full rule library and how severity works is on the risk management page.

What your traders and your desk get

Branded trader cabinet

Live P&L, the current trailing threshold shown as a number rather than a formula, and a challenge store.

Payouts with a trail

Requests, approvals and splits with the record behind them, settled in crypto or by bank transfer.

Funded-trader copy

Mirror funded accounts onto your own book so your firm's exposure is visible beside the traders producing it.

Affiliates and IB tracking

Attribution and commissions in the same system as the traders and the payouts.

What launching actually involves

For futures, the paperwork usually sets the timeline — start it before the software.

1

Sort data and execution first

Exchange market-data agreements and your execution relationship take longer than anything technical here. Begin them early.

2

Choose the drawdown convention

Intraday or end-of-day, and where the trail stops. Decide it as product design, because your traders will read it that way.

3

Design the evaluation

Targets, contract limits per phase, minimum days, resets and the scaling plan.

4

Write the rulebook

Session boundaries, daily loss, flattening, per-contract caps — configured in the risk engine.

5

Brand it and open

Cabinet, domain, payments, KYC and affiliates wired before the first trader arrives.

Frequently Asked Questions

Drawdown conventions, market data and what a futures launch involves.

Both. Intraday trailing follows unrealised peaks during the session; end-of-day trailing follows the settled balance. The choice is a commercial one — it changes how hard your evaluation is far more than the profit target does — and it is set per challenge, so you can run different products under different conventions.

If your traders see live exchange prices, yes — market data is licensed by the exchange and redistribution is an agreement you sign with them, with its own fees and approval time. No software vendor can supply that on your behalf, and it is usually the longest lead time in a futures launch, so start it before anything technical. The same goes for clearing and execution: those relationships are yours, and the CRM and risk engine sit on top of them.

The instrument catalogue is yours to define, with tick size, tick value and contract months specified per instrument so P&L is calculated in the contract's own units. What you can list in practice follows from your data and execution arrangements rather than from the platform.

Required flattening is a rule in the risk engine rather than a manual routine: positions can be closed automatically before the session ends, and the rule carries its own severity if a trader gets there first.

Yes — the CRM and risk engine are not tied to a single asset class, and firms commonly add a second one after the first is running. Which asset classes your licence covers is agreed when we set it up with you.

Licensing starts at €740 per month with no revenue share. That is the software; exchange data, execution and clearing are contracted separately and priced by those providers.

See it running under your brand

Book a demo and we will walk through the challenge model, the rulebook and the payout flow with your numbers in them rather than ours.

Ask a question