ClusterView Manualclusterviewmanual.orgIndependent ATAS documentation

Independent ATAS documentation

ATAS (Advanced Time And Sales): Complete Technical Configuration & Volume Analysis Reference

A page-by-page reference to the configuration surface of an ATAS workspace: footprint rows, cluster profiles, the depth ladder, indicator modules, replay and rendering cost.

ATAS (Advanced Time And Sales) is a Windows desktop workspace for reading order flow through footprint charts, cluster studies, and a depth ladder. This manual documents the configuration surface of that workspace: how modules are attached, how rows and brackets are computed, which settings change rendering cost, and where the boundaries between chart types sit. It is written for analysts who already have the software open and need a dependable reference for the controls in front of them.

Independent technical documentation and software configuration guide. Not affiliated with ATAS or OrderFlow Trading. No software downloads hosted. For educational data-visualization purposes only; no financial or brokerage services provided

The guide is organized as a reference rather than a course. Each chapter isolates one configuration area, states the default behavior in plain terms, and then lists the settings that most often need adjustment. Pages are independent, so a reader can move from the footprint chapter to the depth ladder chapter without losing context. Where two chart types overlap, the text explains which one owns a given calculation and which one merely displays the result.

What an ATAS Workspace Is Made Of

An ATAS workspace is a container of panels. A panel is a chart, a depth ladder, a module readout, or a replay controller, and each panel keeps its own instrument, session template, and rendering settings. Panels do not share state unless you explicitly link them. That single design decision explains most of the confusion new users report: a footprint chart and a cluster chart placed side by side can show different sessions, different row heights, and different color rules while appearing to describe the same market. The fix is not a global setting but a deliberate linking decision made once per workspace.

The workspace file stores panel geometry, indicator attachments, color rules, and hotkey bindings. It does not store market history. When a workspace is reopened, historical bars are rebuilt from the local data store, and any panel that depends on a data range outside that store will open with a gap. Understanding this separation between layout and data prevents the most common support question in multi-monitor setups.

  • Chart panels draw bars, footprints, clusters, profiles, and attached modules.
  • Depth panels draw a ladder with aggregated resting liquidity and recent executions.
  • Module panels show a single numeric series, such as delta or cumulative volume, in its own frame.
  • Control panels hold replay transport, session selection, and workspace navigation.

How ATAS Renders a Footprint Chart

A footprint chart divides each bar into value rows and each row into bid-side and ask-side volume. The renderer receives trades, assigns each trade to a row using the chart's tick size, and accumulates the two sides. Row height is therefore a data decision before it is a visual one. Changing ticks per row rewrites the aggregation of every historical bar on the chart; it does not merely stretch the drawing. The same rule applies to imbalance thresholds, which are evaluated at render time against the stored row totals.

Rendering cost scales with the number of visible rows multiplied by the number of visible bars, not with the number of trades in the session. A chart showing two hundred bars with twelve rows per bar is cheap. A chart showing two thousand bars with forty rows per bar is expensive even on a fast machine, because the text layout for each cell dominates the frame budget. The practical guidance is to keep the visible bar count modest and let replay or scrolling reveal history rather than fitting an entire month on one screen.

Configuration order

Set the instrument and tick size first, then ticks per row, then imbalance rules, then colors. Reversing that order produces charts that look correct but summarize the wrong rows.

ATAS Module Configuration: The Practical Order

Modules attach to a chart and inherit its instrument, session, and bar type. Attaching a volume profile to a footprint chart therefore gives you a profile of the same bars, not a profile of the whole session. If you need a session profile, create it as its own panel or anchor it explicitly to the session start. This distinction matters when a module appears to disagree with the chart beneath it; in almost every case the module is anchored differently rather than calculating incorrectly.

  1. Confirm the chart's session template and time zone before adding anything.
  2. Attach the module and set its anchor: bar, session, or visible range.
  3. Choose the value area percentage and row aggregation.
  4. Set display options last, after the numbers are trustworthy.
  5. Save the arrangement as a template so the same logic can be reused.

ATAS Data, Replay, and Session Hygiene

Replay is a first-class part of the workspace, not an afterthought. The replay controller reads from the local tick store and advances a virtual clock; charts, depth panels, and modules all follow that clock when linked. Two conditions break the illusion of a live session: a data gap inside the replay range, and a panel that is not subscribed to the replay clock. The first produces sudden jumps in cumulative series, and the second produces a panel frozen at the moment replay started. Both are visible within seconds if you know what to look for.

Session templates deserve the same attention. A chart set to a full electronic session will include hours that a regular session template excludes, and every cumulative calculation will differ as a result. Before comparing two workspaces, compare their session templates. This one check resolves more discrepancies than any other diagnostic step in this manual.

ATAS Compared with Sierra Chart and Bookmap

The three platforms solve overlapping problems with different architectures. The table below summarizes the structural differences that affect configuration work: how studies are packaged, how depth is represented, and what the user must maintain locally. It describes documented architecture, not measured speed on any particular machine.

Table 1. Architecture at a glance
CapabilityATASSierra ChartBookmap
Primary modelOrder-flow charting with attached modulesModular charting and study engineDepth heatmap with time axis
Footprint renderingNative, row-based, template drivenStudy based, highly customizableSecondary to heatmap view
Depth displayLadder panel with aggregated rowsMarket depth study and ladderContinuous liquidity heatmap
Extension modelBuilt-in module catalogueStudy language and external servicesAdd-on modules and API
Data handlingLocal store with replay clockLocal store with historical serviceStreaming feed with local recording
Configuration stylePanel dialogs and templatesStudy settings and chart booksLayer settings and palettes
Typical strengthFast footprint readingBreadth of instrument coverageLiquidity context over time

Read the table as a map of responsibilities rather than a ranking. A workflow built around footprint rows will find ATAS panels compact and predictable. A workflow that depends on custom study logic will prefer the extensibility of Sierra Chart. A workflow centered on resting liquidity will gravitate to the heatmap model. None of these choices is exclusive, and many desks run more than one platform for different views of the same session.

ATAS Reference FAQ

Why do two footprint charts show different row counts for the same bar?

They are almost certainly using different ticks per row. Row height is an aggregation setting stored per chart, not a global preference. Compare the chart headers before comparing the numbers.

Does changing a color rule recalculate historical totals?

No. Colors are applied after aggregation. Changing a threshold changes which cells are highlighted, not the underlying volume assigned to each row.

Can a module use a different session than its chart?

Only if the module exposes its own session anchor. Most built-in modules inherit the chart session by design, which is why the anchor field is the first thing to inspect when totals disagree.

Is replay limited to the data already stored locally?

Yes. Replay advances through the local store. If the range is incomplete, the transport will cross the gap and the cumulative series will step abruptly at that point.

Where should a new user begin?

With the footprint chapter, then the depth ladder chapter. Those two pages define the vocabulary used everywhere else in this manual.

Does this site host software or provide access?

No. ClusterView Manual is an independent documentation project. It publishes configuration notes only and does not distribute software or operate any service.

Two oscilloscopes on a bench, used here as a neutral illustration of signal traces
Figure 1 Signal traces on a test bench. The manual uses instrumentation photography as a neutral visual metaphor for time-series inspection.

Continue with Footprint chart configuration or jump to the full architecture comparison.