ATAS (Advanced Time And Sales) is a charting and order-flow analysis platform whose visible behaviour follows from its configuration rather than from fixed defaults. This independent reference documents that configuration surface in engineering terms, module by module, with parameter values that can be reproduced on a clean profile.
01 ATAS chart module at a glance
The Chart module is the primary working surface of the terminal. Each chart occupies a panel, and each panel owns its own aggregation interval, session template, price scale and crosshair behaviour, so two panels inside one layout can resolve the same instrument at different resolutions without interfering with each other.
Aggregation is defined in one of three families: clock intervals, tick counts, and volume or range bars. A clock interval of five minutes is written as 5m, a tick interval as 1500 ticks, and a range bar as 8R. Panel-level settings are covered in full on the ATAS chart module page.
| Parameter | Value |
|---|---|
| Aggregation interval | 1500 ticks |
| Session template | US Index regular hours |
| Price scale mode | Logarithmic off |
| Crosshair snap | Nearest trade |
02 ATAS footprint cluster modes
The footprint engine renders each bar as a column of price rows. The cluster mode decides which quantity is printed inside a row and how that quantity is styled. Four modes cover the majority of analyst desks:
- Bid x Ask — two numbers per row, separated by the diagonal that splits the two traded sides.
- Volume — one aggregated number per row, without a side split.
- Delta — the signed difference between the two sides, printed per price row.
- Diagonal imbalance — marks rows where one side exceeds the neighbouring row by a configurable ratio, for instance 3.0.
Row height follows the instrument tick size, and the imbalance ratio is a multiplier rather than an absolute count, so a filter tuned on one contract transfers to a contract with a different typical trade size without manual recalculation.
The mode reference and its summary-row options are documented on the footprint cluster modes page.
03 ATAS indicator set
Indicators in ATAS are configuration objects rather than opaque overlays. Each instance stores its own inputs, its own rendering hints and its own aggregation override. Three families appear repeatedly in analyst layouts:
- Volume profile
- Aggregates traded quantity by price across a chosen window and derives a value area from a percentage input, typically 70.
- Cumulative volume delta
- Accumulates signed volume from an anchor point and plots the running total against a secondary axis.
- Tape filters
- Classify individual prints by a size threshold and by an aggressor-side heuristic, producing a filtered view of the tape.
Because inputs are per-instance, one layout can carry two volume profiles with different value-area percentages and different anchors without any global switch. The individual indicator references are listed in the site index, including TPO and volume profile and cumulative volume delta.
04 ATAS workspace and replay handling
A workspace groups windows, instruments and indicator instances into one restorable unit, while a layout describes their geometry across one or more displays. Market Replay reuses the same chart and indicator objects, substituting a recorded data source for the live feed, so a configuration validated in replay behaves identically once the feed is connected.
The dedicated pages on workspaces and layouts and on market replay data document docking rules and playback steps in detail.
05 ATAS next to Sierra Chart and Bookmap
The table below compares the three platforms along axes that shape configuration work rather than feature counts. Each cell describes documented interface behaviour; it is a mapping of equivalent concepts, not a ranking.
| Axis | ATAS | Sierra Chart | Bookmap |
|---|---|---|---|
| Data handling | Panel-level intervals | Chart-level settings | Single depth ladder |
| Cluster engine | Mode-based rows | Numbers bars | Heatmap cells |
| Depth visualisation | Configurable DOM columns | DOM ladder | Volume dots |
| Configuration effort | Per-panel dialogs | Shared study set | Mostly preset |
| Extensibility | Scriptable indicators | Custom studies | External API layer |
ATAS and Sierra Chart both expose a per-chart settings dialog, but ATAS binds configuration to the panel while Sierra Chart leans on a shared study set. Bookmap presents fewer dialogs because depth rendering is largely fixed. The full three-way breakdown is expanded on the platform comparison page.
