Please extend the new Options X-Ray Suite to NQ/MNQ using Nasdaq options data (NDX or the most appropriate options source). The new SPX/ES X-Ray tools — particularly GEX Heatmap, Flow Delta, Market State, Charm Heatmap and Expected Move — are extremely useful for intraday and 0DTE analysis. NQ is one of the most actively traded futures among ATAS users, and having the same X-Ray analysis available for NQ/MNQ would be a major addition to the platform. Ideally, X-Ray on NQ should provide the same intraday dealer gamma, options flow, charm and expected-move information currently available for SPX/ES. Interestingly, during the initial rollout I was able to display the X-Ray indicators on an NQ chart, before the current “SPX options data — for ES, MES, SPY and US500 charts only” restriction appeared. Thank
Currently, drawing objects such as horizontal lines and rectangles can be set to Global so that they automatically appear on my other charts for the same instrument. However, these global objects do not appear in the Heatmap, even though the Heatmap itself supports the same drawing tools. It would be very useful if the Heatmap participated in the same global drawing-object system as regular charts. For example, if I mark an important support/resistance level or zone with a global horizontal line or rectangle on my footprint chart, I would like that same object to automatically appear at the corresponding price/time location on the Heatmap, and vice versa.
In ATAS X Risk Management, I can open a position, scale into it while it remains open, and then have the entire position stopped out. The risk management consecutive-loss calculation is currently counting this as being the number of losing trades equal to the number of times that I added to my running position before it was stopped out. I think that most traders would agree that this should instead be counted as a single losing trade. Can we please add an option to calculate the consecutive-loss limit by completed position: group all entries and exits from when the position opens until it returns to flat, then count the combined P&L as one win or loss. And this should also be able to account for when an exit order receives multiple partial fills. Thank you
I am writing to request a feature that I believe would be very beneficial to ATAS users, especially those who use Order Flow and Footprint charts for trading. Would it be possible to add 0 Prints and Thin Prints as display options in the Foot Print? I tried to use the cluster search and its not very aesthetically pleasing because I already have a bunch of squares and circles all over my chart 🤕
an Option to display in smartDOM the theorical and average prices marks when working with multiple orders
I use several workspace tabs and stacked charts inside widget groups (several timeframes of one instrument in one panel, switched with the tabs along the bottom of the panel). Right now the only way to switch either is with the mouse. I'd like assignable hotkeys in the hotkey settings for: Workspace tabs: next tab, previous tab. Widget group tabs: next / previous chart within the focused widget group. Being able to bind these myself (rather than fixed defaults) matters, because single keys and number keys are often already taken by trading hotkeys. It would make it much faster to move between a context view and the execution chart during a session without leaving the keyboard.
I watch two markets side by side, for example ES and NQ in separate chart windows. When I change the view on one, the other doesn't follow, so I end up adjusting both charts every time. I'd like the same sync options TradingView has (screenshot attached), working across charts of different instruments: Interval: changing the timeframe on one chart changes it on the linked charts. Time: zooming or scrolling the time axis on one chart moves the linked charts to show the same span and the same point in time. Date range: selecting a date range on one chart applies the same range to the linked charts. Each one should be its own toggle, since different situations call for different combinations. They could sit on the existing colour link groups, next to the instrument link. It seems like a basic feature for anyone watching more than one market.
Please add per-follower position sizing in Following Manager. Each follower account should allow its own predefined maximum position size or sizing ratio, based on its capital, risk limits and account type. This is essential when copying the same entries from funded accounts to a live account, where the acceptable risk is lower. For example, I may trade up to 15 or 20 contracts in the master account, while the live follower account should never exceed 3 or 4 contracts. The system should manage the follower’s target position using whole contracts only and calculate the necessary position adjustment from the master’s cumulative position. This would provide true individual risk management per follower account while allowing all accounts to benefit from the same entry and exit signals.
1) Can you add a parameter to ask us to confirm a trade IF the latency is over our setting. For example 300ms is our setting it will warn us do we want to place the trade due to high latency. 2) Setting to warn us news in XX min till news. for example if our setting is 15m a confirmation is needed to place the trade
Add alert functionality to the Options Key Levels indicator. Allow users to set a customisable number of ticks so that an alert triggers when price approaches or reaches any of the plotted Options Key Levels.
Know exactly when every order and trade happened, and know when your data has a hole in it. If you trade order flow, DOM or MBO, timing is everything. Was that iceberg refilled before or after the sweep? Did your limit order get filled because of a real aggressor, or because the book was rebuilt? How much latency is there between the exchange and your screen? Today ATAS already receives this information from providers like Rithmic, but most of it never reaches our indicators and strategies. This idea asks ATAS to pass it through. You would get: More accurate order flow analysis. Correct ordering of trades and book events, down to the nanosecond. Sweeps, icebergs, absorption and queue position become measurable instead of estimated. Real latency visibility. See how old the data is when it reaches you, and spot when your connection or the provider is lagging. Trustworthy history and replay. Know when the book was reset or data was missed, so a gap doesn’t silently distort your indicators, backtests or statistics. Better execution review. Compare your own fills against the exact market events around them. ATAS has already started: SourceTimeNs exists for MarketByOrder and Trade from Alpha 8.0.16.107. This idea is about finishing the job so every data path gets the same precision. What exactly is requested: Nanosecond exchange time on MarketDataArg. Add the same SourceTimeNs (exchange time, nanoseconds, from the provider) to MarketDataArg, which is used by OnNewTrade, MarketDepthChanged and cumulative trades. Provider receive time. Add an optional ProviderReceiveTimeNs on MarketByOrder, Trade and MarketDataArg: the time the provider’s server received the event. For Rithmic, JopSsboe/JopNsecs. This allows measuring exchange → provider → platform latency. Clock-source flag. Time is currently exchange time, falls back to provider send time, and uses local time for book snapshots. Please add a small enum (for example TimeSource = Exchange | ProviderSend | Local) so indicators know which clock a value comes from and can handle the fallback correctly. Book rebuild / gap notification. Raise an event to indicators and strategies when the provider signals a book rebuild or reset (Rithmic DboBookRebuild), including the instrument and the time. This way, code can mark data as incomplete instead of treating a reset as real market activity. Expose PreviousPrice on MarketByOrder. Rithmic already sends the previous price on order modifications. Exposing it lets indicators tell a price-modify from a new order. Per-event platform sequence number. A monotonic counter per instrument, assigned by ATAS as events arrive from the connector, so indicators can prove no event was dropped between the provider and the indicator. Batch / end-of-update marker. When the provider delivers several book changes together (for example, one aggressive order sweeping several levels), mark the last event of the batch so the book can be evaluated in consistent states. Compatibility: all changes are additive and optional (nullable properties, one new event). Existing indicators and strategies keep working unchanged. Providers that don’t supply a field simply leave it empty. If you care about precise order flow, MBO or execution quality, please vote.
Give us those real-time CBOE GEX levels!!! That would absolutely put ATAS at the top of all trading platforms!
Писал Арсений добавить сюда изминения которые предлагаю внести. Часто делаю бектести по разным активам и очень часто не хватает найти определенную свечу на графике быстро. Приходиться долго маштабироваться чтоб ее найти в определенное время. По этому попрошу добавьте в календаре поиск по времени часы и минуты. Спасибо заранее, сделаем Атас еще лучше вместе
In simple terms let say we’re trading MNQ and only want to risk $300 per trade with a predefined SL and the contract size adjusts according to that automatically as the price is moving up or down before placing a trade.
I want to highlight a major inconsistency in how features are restricted across your ATAS, ATAS-X, web platforms. Currently, advanced features like Big Trades, Adaptive Big Trades, and the Replay feature are blocked on ATAS-X, yet the exact same tools are fully functional on the Web Interface and standard ATAS. This approach makes little sense for prospective customers. If users cannot properly test or evaluate these tools, they have no reason to purchase the software. Restricting core testing features damages user interest and conversion. A much better approach would be to make all features available everywhere, but paired with 15m Delayed Data. This allows traders to fully test the functionality, explore the tools, and understand the value of the platform without risking real money or using it for live execution. Since delayed data prevents live trading advantages, it protects your business model while giving users a genuine chance to test before buying. Please consider enabling Replay, Big Trades, and all other features across all versions with delayed data to be able to make this software really usefull and worth to purchase.
Current issue: VWAP and its standard deviation bands can differ when switching chart timeframes, creating inconsistent reference levels for the same market session. Please add a tick/trade-based calculation mode for VWAP and its ±1SD, ±2SD, and ±3SD bands. Calculate VWAP using actual trade prices and volumes, and volume-weighted standard deviation using the same underlying trades, instead of the current chart’s aggregated OHLC/HLC3 data. Expected behavior: For the same instrument, data feed, session boundaries, and trade history, VWAP and all deviation bands should be identical at the same timestamp across 1-minute, 5-minute, 15-minute, and other chart timeframes, including historical and live calculations. Trading value: Consistent levels would improve multi-timeframe analysis and provide reliable references for entries, exits, and risk management when switching charts.
Request: Add rows to Cluster Statistic that show each bar's delta split by trade size, for example: Delta: trades ≥ X (largest) Delta: trades between Y and X … down to Delta: trades < Z (smallest) The buckets should be user-configurable (number of buckets and size thresholds, per instrument), with the same colour-intensity shading as the existing rows. Why: Total delta shows who was aggressive, but not which size of participant. Seeing whether large and small traders agree or disagree within a bar is very useful: All size groups on the same side (one-voiced bar) marks exhaustion at extremes, or initiative on breakouts. Large trades opposite to small trades at a level marks absorption, accumulation or distribution. Market Power can filter by trade size, but it needs one indicator instance per bucket and doesn't show the values per bar in a table. Having it inside Cluster Statistic would give the full picture in one panel. Attached is a screenshot of this feature on another platform, for reference. This would make most sense to be added to cluster statistics or alternatively added as a separate indicator.
Right now the only alert filter on Iceberg Tracker (MBO) is total contracts executed. That’s not enough. Icebergs that actually matter are usually the ones that stay on the book for a while, not just the ones with big size. A 30-contract iceberg that’s been sitting there for 20+ minutes is often more important than a huge one that only lasted 30 seconds. I’d like to be able to set alerts like: “Alert me when an iceberg hits at least 30 executed contracts and has been on the book for more than 20 minutes.” Also useful: once an iceberg matches my filter, get notified when it gets canceled or fully traded. These two things would make the alerts a lot more practical.