ATAS Platform for TradeDay: Volume Profile Setup

Written by Paul

Published on

January 17, 2026

ATAS (Advanced Time And Sales) is a professional order flow and volume profile platform that can connect to TradeDay accounts through Tradovate integration, providing sophisticated footprint charts, cluster analysis, and volume profile tools not available in standard Tradovate charting.

ATAS excels at visualizing market microstructure—showing bid/ask volume at every price level, delta divergences, volume imbalances, and Point of Control (POC) levels that order flow traders use for precise entries and exits. However, ATAS requires separate paid subscription ($99-199/month) on top of TradeDay costs and significant learning curve to use effectively.

Quick heads-up: This article is based on my real experience with TradeDay and the info available when I published/updated this. Things change in prop trading — rules, payouts, promos, all of it.

For the absolute latest, check TradeDay´s website or their faq page.

Most TradeDay traders don't need ATAS—Tradovate's native charting with built-in footprint (Bid-Ask Volume) and volume profile tools suffices for 90% of profitable strategies. ATAS makes sense only for dedicated order flow specialists analyzing DOM ladder, seeking cluster imbalance patterns, or requiring advanced volume profile configurations beyond Tradovate's capabilities. Before investing in ATAS, master Tradovate's footprint charts and volume profile first—you might discover native tools provide adequate information without additional monthly costs.

ATAS connects to TradeDay through Tradovate's data feed (not direct connection), meaning you're using ATAS for visualization/analysis while Tradovate remains your execution platform. This introduces latency consideration—chart data flows through two systems (Tradovate → ATAS → display) creating 50-200ms additional delay versus trading directly in Tradovate. For scalpers making decisions within seconds, this latency matters. For swing traders analyzing 5-15 minute patterns, latency is negligible.

What ATAS Offers Beyond Standard Tradovate

ATAS specializes in order flow visualization tools unavailable in basic Tradovate charting.

Advanced Footprint (Cluster) Charts:

400+ footprint configurations (volume, delta, trades, bid×ask variations)
Customizable color schemes highlighting imbalances
Stacked imbalance detection (multiple consecutive imbalance bars)
Delta divergence alerts (price vs delta disagreement)
Unfinished auction identification (trapped volume analysis)

Enhanced Volume Profile:

Custom profile ranges (session, daily, weekly, user-defined)
Split volume profile (separate bid/ask volume display)
Multiple profile overlays on single chart
Color-coded volume nodes (high/low volume areas)
Automatic VAH/VAL/POC line drawing
Historical profile comparison

Smart DOM (Depth of Market):

Real-time order book visualization
Liquidity heatmaps showing depth
Iceberg order detection
Size filter (hide small orders)
Cumulative delta calculations

Market Replay:

Practice trading with historical data
Replay order flow tick-by-tick
Test strategies without risk
Adjustable replay speed (1x-50x)

Statistics Module:

Detailed trade analysis (17 key metrics)
Profit/loss curves
Trade filtering by instrument, time, account
Performance dashboards

Most ATAS users focus on footprint charts and volume profile—these provide majority of edge without needing full ATAS feature suite.

Feature	Tradovate Native	ATAS Platform	Who Needs ATAS Version
Footprint charts	Basic (Bid-Ask Volume)	400+ configurations	Advanced order flow analysts
Volume profile	Basic overlay tool	Custom ranges, splits, overlays	Profile-based strategy traders
Delta indicators	Not available	Real-time delta, divergences	Delta-based traders
Market replay	Not available	Full replay with order flow	Strategy backtesting
Cost	$0 (included)	$99-199/month extra	-

Connecting ATAS to TradeDay

ATAS connects via Tradovate connection (not direct TradeDay integration).

Requirements:

Active TradeDay evaluation or funded account
Active Tradovate login credentials
ATAS subscription ($99-199/month depending on plan)
Windows PC (ATAS is Windows-only software)

Connection Steps:

Purchase ATAS subscription at atas.net
Download and install ATAS platform
Open ATAS, navigate to Settings > Connections
Select "Tradovate" from connection type dropdown
Enter your TradeDay Tradovate username and password
Select "Demo" for evaluation accounts, "Live" for Funded Live accounts
Click "Connect"
ATAS loads your TradeDay account data and available instruments

Important: Tradovate credentials ARE your TradeDay credentials—same login used for members.tradeday.com and Tradovate platform.

Connection Type Selection:

Evaluation accounts: Use "Tradovate Demo"
Funded Sim accounts: Use "Tradovate Demo" (sim accounts categorized as demo)
Funded Live accounts: Use "Tradovate Live"

Setting Up Volume Profile in ATAS

Volume profile shows volume distribution across price levels over specific time periods.

Basic Volume Profile Setup:

Open ATAS chart for instrument (ES, NQ, etc.)
Right-click chart > Insert > Volume Profile
Select profile type:
- Session Profile (daily session volumes)
- Custom Range (user-defined period)
- Fixed Range (set number of bars)
Configure display options:
- Show POC (Point of Control—highest volume level)
- Show VAH/VAL (Value Area High/Low—70% of volume)
- Color scheme (gradient vs solid)
Adjust transparency (30-50% allows price action visibility underneath)
Save as template for future use

Key Volume Profile Levels:

POC (Point of Control): Price level with most volume—acts as magnet
VAH (Value Area High): Upper boundary of 70% volume distribution
VAL (Value Area Low): Lower boundary of 70% volume distribution
HVN (High Volume Node): Areas of high trading activity—support/resistance
LVN (Low Volume Node): Areas of low activity—breakout zones

Trading Volume Profile:

Price at POC = Consolidation/chop likely
Price testing VAH from below = Potential resistance
Price testing VAL from above = Potential support
Price in LVN zone = Expect quick movement (low liquidity)
Price breaking through HVN = Strong momentum required

Configuring Footprint Charts in ATAS

Footprint (cluster) charts show bid/ask activity at every price level within each bar.

Basic Footprint Setup:

Create new chart in ATAS
Select instrument (ES, NQ, etc.)
Right-click > Chart Type > Cluster Chart
Choose footprint display mode:
- Bid×Ask: Shows buy volume (ask) and sell volume (bid) per cell
- Delta: Shows net buying/selling (buy volume minus sell volume)
- Volume: Total volume per price level
Set timeframe (tick, volume, time-based)
Configure color scheme:
- Green = Buying dominance
- Red = Selling dominance
- Gradient intensity = Strength of imbalance

Reading Footprint Charts:

Large buy imbalance (green) at resistance = Potential breakout
Large sell imbalance (red) at support = Potential breakdown
Delta flip (red to green shift) = Momentum change
Absorption (huge volume, price doesn't move) = Strong level

Advanced Footprint Configurations:

Stacked imbalances: Multiple consecutive imbalance bars (strong momentum signal)
Unfinished auctions: Price rejected quickly from level (trapped traders)
Delta divergence: Price makes new high but delta doesn't (weakening)

Combining Volume Profile + Footprint

Power comes from using both tools together for confluence.

Strategy Example:

Identify LVN (Low Volume Node) on volume profile—thin liquidity zone
Watch footprint as price approaches LVN
Look for large buy imbalance + delta increase as price breaks through LVN
Enter long on confirmation of breakout with aggressive buying

Why this works: LVN shows WHERE price should move quickly (low resistance). Footprint confirms buyers ARE pushing through aggressively.

Another Example:

Price testing VAH (Value Area High) from below—key resistance
Volume profile shows HVN at VAH—heavy resistance
Footprint shows large sell imbalances + negative delta
Enter short on rejection from VAH with seller dominance

Confluence: Volume profile structure + order flow confirmation = High-probability setup.

ATAS Pricing and Plans

ATAS requires separate subscription from TradeDay costs.

ATAS Plans:

Basic: $99/month—Core footprint, volume profile, basic indicators
Professional: $149/month—Full feature set, advanced indicators, market replay
Institutional: $199/month—API access, multi-account, priority support

Total TradeDay + ATAS Monthly Cost:

TradeDay $50K EOD evaluation: $105/month
ATAS Basic subscription: $99/month
Total: $204/month before passing evaluation

Once funded (Funded Sim): $0 TradeDay costs + $99 ATAS = $99/month total

Free Trial: ATAS offers 14-day free trial—test before committing to monthly subscription.

Do You Actually Need ATAS?

Critical question before spending $99-199/month additional.

You Probably DON'T Need ATAS If:

Your strategy is price action-based (support/resistance, patterns)
You trade higher timeframes (15min+ charts)
Tradovate's native footprint/volume profile serve your needs
You're still learning order flow concepts
Budget is tight

You Might Benefit from ATAS If:

Order flow analysis is central to your edge
You're already profitable using basic footprint and want deeper insights
Market replay feature accelerates your learning
You need specific footprint configurations unavailable in Tradovate
You trade multiple markets needing consistent tools

Recommendation: Master Tradovate's native Bid-Ask Volume (footprint) and basic volume profile tools first for 3-6 months. If you consistently identify its limitations, THEN invest in ATAS. Don't start with ATAS—it's overkill for beginners.

FAQ

Does TradeDay officially support ATAS?

TradeDay supports any platform connecting through Tradovate. ATAS connects via Tradovate, so yes, officially compatible.

Can I execute trades directly from ATAS?

Yes. ATAS allows order placement, but execution flows through Tradovate connection. Most traders chart in ATAS, execute in Tradovate for speed.

Is ATAS data real-time with TradeDay?

Yes, real-time Level 1 data. Same data feed as Tradovate platform. Slight latency (50-200ms) due to routing through Tradovate connection.

Does ATAS work on Mac?

No. ATAS is Windows-only. Mac users need Windows virtual machine (Parallels, Boot Camp) or Windows VPS.

Can I use ATAS during TradeDay evaluation?

Yes, fully allowed. ATAS connects to evaluation accounts same as funded accounts.

Is ATAS worth $99/month?

Depends on your strategy. For order flow traders, yes. For price action traders, likely no—Tradovate native tools suffice.

Does ATAS require Level 2 market data?

No. Works with Level 1 data included in TradeDay. Level 2 enhances footprint detail but not required.

Can I practice with ATAS before subscribing?

Yes. ATAS offers 14-day free trial. Test with your TradeDay demo account before buying.

What's the learning curve for ATAS?

Steep. 20-40 hours to understand interface, configure tools properly, and interpret footprint/profile signals effectively. Start simple, add complexity gradually.