ATAS (Advanced Time And Sales) – Order Flow Trading
ATAS specializes in order flow analysis, cluster analysis, volume market profile and advanced technical analysis.
A powerful combination of analytical tools increases market transparency, allowing traders to react quickly and make trade decisions effectively.
Our platform is used by proprietary trading companies and professional traders throughout the world.
A quick and simple connection to such popular data providers as CQG, Rithmic, IQfeed, TT, with the possibility to trade through CQG, Rithmic, TT is enabled.
We keep working on including more data service providers for even better user experience!
Starting from late 2009, you almost never see the real size of the executed orders in the ordinary tape (Time and Sales). Almost every (especially large) market order is broken into pieces. For example, a 100 lots market order can be displayed in your ordinary tape in 100 individual prints. Since 2009 tape reading became very complicated, making conventional tape much less useful. But it doesn’t have to be this way!
- Construction of tick, one-minute and RangeX charts
- Clustering of data. Each bar can be viewed “from the inside” (it can be seen what volumes, bids, asks, deltas were on each price of the given bar)
- Linked windows creation. Any of the modules mentioned above can be created using the chart. The counters, at that, are linked to the chart.
Spoofing algos mostly designed to mislead you. For example a spoofing algo makes an order visible in the DOM for 9/10 of a second then within 1/10 of a second removes it from the DOM and puts it back on. It’s difficult for human eyes to sense these changes, therefore, it creates an impression of a big order.
This counter calculates volume for every price level. Allows you to locate price levels with max volume/bid/ask/delta/icebergs for a period of time of your choice. Many traders use these levels for their trading strategies.
There’s much more than just charts. Visual analysis of order flow, cluster analysis, volume profile of market, etc. allow viewing the market from the inside and realizing its motivation.
Possibility to Analyze & Trade US (futures/stocks) and Russian (futures/stocks) markets
Alternative time frames of charts: seconds, tick, reversal, range, volume, delta…
Unique set of filters and indicators shows the most current market situation
There is a possibility to set different formulas using any number of instruments, thus creating your own synthetic instruments! This option will be useful for portfolio analysis and pair arbitrage trade.
Analysis of historical data (every tick, every trade) with possibility to link Print Tape to a chart. There are also continuous contracts for analysis at long time periods available.