ATAS (Advanced Time And Sales) is an order-flow analysis environment in which almost everything visible on screen is a consequence of configuration rather than a fixed default. This independent reference documents that configuration surface in engineering terms: which parameter governs which pixel, which values survive a profile reset, and which choices quietly change the meaning of a chart. It is written for readers who already work with footprint charts, depth ladders and volume profiles and want the settings side of the platform described precisely.
01 The ATAS configuration surface at a glance
Configuration in ATAS is layered. At the bottom sits the instrument definition, which supplies the tick size and the contract multiplier. Above it sits the aggregation rule that turns a raw print stream into the bars you actually see: clock intervals, tick counts, or volume and range bars. Above that sit the panel settings — price scale mode, session template, crosshair behaviour. Only then do indicator instances and their per-instance inputs come into play.
Because the layers are independent, two panels in one layout can show the same instrument at different resolutions with different session templates and different indicator sets, and nothing collides. The practical consequence is that a configuration problem is almost never global: it is localised to the layer that was last edited.
| Layer | Dominant parameter | Typical value |
|---|---|---|
| Instrument | Tick size | 0.25 index points |
| Aggregation | Bar rule | 1500 ticks |
| Panel | Session template | Regular hours |
| Indicator instance | Value area | 70 % |
The individual layers are documented on three companion pages: footprint chart configuration covers the aggregation and cluster layer, cluster chart and TPO covers profile construction, and Smart DOM depth settings covers the order-book ladder.
02 ATAS footprint and cluster behaviour
The footprint engine prints one row per price level inside each bar. A cluster mode decides what that row contains: a two-sided bid and ask pair, an aggregated volume figure, a signed delta, or a ratio-triggered imbalance marker. Row height follows the instrument tick size, so changing the instrument can silently double the vertical space consumed by a bar.
- Bid x Ask — two numbers per row, split by the diagonal, each side attributable to the aggressor that produced it.
- Volume — one aggregated figure per row, with the side split discarded.
- Delta — the signed difference per row, useful for spotting a level that absorbed pressure without moving.
- Diagonal imbalance — marks a row when one side exceeds the diagonal neighbour by a configured multiplier such as 3.0.
None of these modes are exclusive; a single bar can render a bid-and-ask cluster and overlay imbalance markers, because the renderer draws the numeric layer and the marker layer separately.
03 ATAS Smart DOM, tape and indicator modules
The depth ladder in ATAS is a configurable column set rather than a fixed quote window. Depth can be aggregated into steps, summed cumulatively, and annotated when size appears or disappears without being matched. The tape module applies its own rules — size thresholds, aggregation windows, colour bands — to individual prints.
Indicators follow the same philosophy. Each instance owns its inputs, its aggregation override and its rendering hints, so a cumulative delta line can be anchored differently in two panels without any global switch being touched. The families in common use are listed in the indicator module reference, while palette and draw-cost decisions belong to themes and rendering.
Prefer explicit values over inherited ones. A panel that states its aggregation, session template and profile input can be reproduced on another machine in minutes; a panel that relies on defaults cannot.
04 ATAS workspaces, replay and rendering cost
A workspace groups instruments, panels and indicator instances into one restorable unit; a layout describes their geometry across one or more displays. Replay substitutes a recorded tick stream for the live feed while leaving every chart object untouched, which is what makes a configuration reproducible after the fact.
Cost awareness matters at scale. Each open panel holds its own aggregated series, each footprint bar holds a row array, and each recorded session adds to the tick store that replay reads. The pages on workspaces and layout templates, replay and data feeds and performance and hardware notes cover those limits in detail.
05 ATAS architecture compared with Sierra Chart and Bookmap
All three platforms render order-flow information, but they place their generality in different places. The compact table below compares the architectural axes that determine how each one is configured. It is a structural comparison only — nothing here is a recommendation to acquire anything.
| Axis | ATAS | Sierra Chart | Bookmap |
|---|---|---|---|
| Chart engine | Single integrated engine with footprint and profile as first-class bar types | Modular engine where studies and chart bars are assembled from separate study layers | Heat-map-first renderer with price and time axes driven by order-book reconstruction |
| Order-flow depth | Configurable depth ladder with aggregation steps, plus tape modules | Depth of market study configurable per chart, plus market-depth studies | Full reconstructed book history, with liquidity heat maps as the primary surface |
| Replay model | Recorded tick playback inside the same chart objects | Bar and tick replay driven by historical data series | Recorded book replay with heat-map animation retained |
| Footprint support | Native cluster modes: bid x ask, volume, delta, diagonal imbalance | Numbers bars study with extensive per-cell configuration | Footprint overlay inside the heat map, with volume-dot modes |
| Extensibility | Indicator instances configured per panel, with input templates | Broad study library and user study sources | Add-on layer focused on book-derived indicators |
The full discussion, including where each architecture forces a configuration compromise, is on the architecture comparison page.
06 How this ATAS reference is organised
The site is split into five channels along the top rail. CH·A Configure holds the three pages that describe the core surfaces: footprint, cluster and TPO, and the depth ladder. CH·B Indicators covers the indicator module surface and the rendering and theme options that decide how all of it looks. CH·C Workspace deals with geometry, recorded data, keyboard binding and hardware cost. CH·D Reference contains the architecture comparison, an open question-and-answer page and a glossary. CH·E About holds the desk, the contact route and the policy pages.
Definitions used throughout come from the glossary; practical questions are collected on the FAQ page; corrections go through the contact desk.