Feature Request: Historical MBO Data Access for 7 Days or More, Similar to BookmapData

Title: Feature Request: Historical MBO Data Backfill (7–14+ Days) with Multi-Feed Compatibility

Hi ATAS Team,

I would really appreciate a feature that allows users to access historical Market-by-Order (MBO) data for at least 7–14 days, ideally even further back.

Something similar to the historical data backfill functionality offered by Bookmap would be extremely useful.

The main issue is that MBO analysis shouldn’t be limited to live data or data that was recorded locally while ATAS was running.

For example, when price revisits an important liquidity zone that was formed one or two weeks ago, I want to be able to analyze the original MBO activity at that level, including historical icebergs, stops, sweeps, and order-level behavior.

Without access to that historical data, valuable information is simply missing from the analysis.

My suggestion would be:

• Server-side historical MBO backfill for at least 7–14 days, preferably longer.

• The ability to load historical MBO data on demand, even for periods when ATAS was not running.

• Accurate historical reconstruction of MBO events, including individual orders and relevant iceberg, stop, and sweep activity.

• Compatibility with existing connections such as Rithmic (including Apex Trader Funding accounts) and dxFeed, wherever MBO data is supported.

• The ability to use historical MBO data alongside existing live market data and trading connections without conflicts, connection instability, or interference with order execution.

I understand that storing and providing historical MBO data requires significant infrastructure, and I would also be open to an optional paid historical data service.

Is ATAS currently considering anything like this, or is there already a solution or workaround available?

I believe this would be a major improvement for traders who rely on MBO analytics to study historical liquidity zones and market behavior.

Thanks!