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Getting Started with ATAS (OrderFlowTrading.net) - How to connect to CQG, Rithmic or CTS

Posted by AMP Futures on May 15, 2018 3:29:13 AM

Which Data-Feeds at AMP can be used with ATAS?

ATAS can be connected to CQG, Rithmic, CTS

What is the Data being used for real-time simulation demo and what can I do with an

ATAS demo account? 

After you created your demo account with ATAS you will have 7 days to test the full platform with all the modules enabled. All the feeds contract prices are real time data. After the expiration of the 7 days trial you will not be able to trade and the quotes will be delayed.

What is the process for an AMP  customer to enable ATAS for LiveTrading

For a Live Trading account you will have to contact OrderFlowTrading, who are the developers of the ATAS trading platform and buy a license for a live trading account. 

Connecting exchange account - CQG Datafeed:

 To connect your real account with CQG (Continuum):

  • You need to tell your broker you are going to be trading with ATAS ("Please add AdvancedT&S (ATAS) to my login _______. I’m aware of additional cost. Full Name").
  • In their turn, your broker will use CQG CAST back office to add ATAS as an enabled trading platform for your account (using AdvancedTS ID).
  • After that you will be able to use ATAS to trade your CQG account.

Notice! CQG account is available only for work on the one program (it can be used in several different program but not simultaneously). If you want use it simultaneously in the several platforms you need to contact your broker and order extra login CQG

To set CQG connection into ATAS platform:

 

  1. Go to the main window menu - Settings, then the submenu Connection to DataFeed
  2. Clic mouse button on the lamp connections in the main window platform.

 

A new window will open:

 

 

To add a new connection press Add button.

 

Now choose CQG connection and press Next button.

 

The connection window will appear:

 

If you have real account enter your Login and PasswordLive type and click Next button.

* Logging level - logging level selected by the user ! The choice of the level depends on the degree of descriptiveness connected account (ie that it will check the logs, it is necessary for detection and elimination of errors). There are 4 levels of logging: 

  • Debug
  • Info
  • Warning
  • Error

Enter your personal data and e-mail and press Register demo button. Your credentials will be generated, boxes in the previous tab will be automatically filled and connection will be created.

When connection setting is done, press Connect button next to CQG connection.


*After connection is set up please wait a minute before clicking Connect button.



  1. Type - source connection.
  2. State. After adding a new connection, the status default Disconnected. To connect you must click Connect button.
  3. Quotes Source- The option of choice quotes provider.

Important: for the Russian and American markets should only be connected to one source quotes!

  1. If you want to connect to happen automatically when you launch the platform, you must enable the option Connect on startup.
  1. Connection Setup button. 
  2. Remove the connect button.
  3. Disconect button.
  4. Add a new connection button.
  5. Save settings button.

 

 

Connecting to Rithmic:

This manual serves as a giude to connect both real and demo Rithmic accounts. If you do not have a real Rithmic account, you must register Rethmic Demo account. 

 To configure the Rithmic connection to the ATAS platform, choose one of the options:

 

  1. In the main program window, select the Settings menu item; then, Connection to DataFeed.
  2. Click once on the connection indicator in the main platform window.

 

This will open the connection window:

 

To add new a connection click Add.

This will open a window with a list of available accounts

and quotes sources:

  

In this window, you select the connection type Rithmic, and click Next.

 

  

1) Enter your account data (login and password) in the connection window.

2) In the Data Source field, select the required account type (Real or Demo).

3) Click Next.

Important information for Rithmic. account holders.

 * After setting up the connection appears as a separate line in the terminal window:

 

  1. Type - source connection.
  2. State. After adding a new connection, the status defaultDisconnected. To connect you must click Connect button.
  3. Quotes Source - The option of choice quotes provider.

IMPORTANT! Only one quotes source must be connected for Russian and US market!

  1. If you want to connect to happen automatically when you launch the platform, you must enable the option Connect on startup.
  2. Connection Setup button.
  3. Remove the connect button.
  4. Disconect button.
  5. Add a new connection button.
  6. Save settings button.

 

An important feature of Rithmic connection.

As practice shows, Rithmic connection is quite sensitive to the communication channel and the CPU load. If the CPU is heavily loaded or if there are problems with the communication channel, Rithmic connection may become unstable.

 

Connection issues can be of 2 types:

  1. Disconnection. At this situation ATAS provides a notification.
  2. The potential connection loss. It is a kind of medium condition between the established and lost connection. At such moments Rithmic sends messages like: "PnL Connection - Heartbeat has been quiet for XX seconds". "Here, Trading Connection", "History Connection", etc. can stand instead of PnL Connection. These messages indicate that there was no data exchange with Rithmic connection for a certain number of seconds (PnL, trade, historical, etc.). For a trader it can mean the following:
  • If there is a problem with the PnL connection: it is possible that price, volume, direction of position in ATAS (the parameters that have been received before connection loss) can differ from Rithmic server parameters.
  • If there are problems with trade connection: after sending set orders to Rithmic server, their state may not be sent back to ATAS.

Thus, if there are problems with Rithmic connections mentioned above, ATAS can not guarantee that information displayed is correct. Therefore, ATAS provides two mechanisms to protect you from such situations:

  1. If messages like "PnL Connection - Heartbeat has been quiet for XX seconds" are received, ATAS displays a pop-up window, which displays the text of the message.
  2. Thereafter if the user tries to set the order or change the position, ATAS will require confirmation of the operation, in which all Rithmic messages obtained earlier will be displayed:

 

In this case, the user should decide whether or not to execute the order.

Similar dialog boxes are displayed, if the user trades through a composite portfolio with included Rithmic account, which received these messages earlier.

 

 

Connecting to CTS T4:

o configure the connection CTS to the ATAS platform, choose one of the options:

 

  1. Go to the main window menu - Settings, then the submenu Connection to DataFeed.
  2. Click once on the connection indicator in the main platform window.

 

This will open the connection window:


 

To add new a connection click Add

Next, a window opens with a list of available accounts and vendor quotes:

In this window, you select the CTS connection type and click Next.

Next, a window opens for the signing of the agreement:

 

OCO (one cancels other) orders for the CTS connection are locally emulated on your computer. This means that the platform must be connected to your broker for OCO orders to function properly. If you are disconnected and an OCO order is filled, the other orders of the same group WILL NOT BE CANCELED!

 

If you are agree, click I Accept, Please continune.



 

1) In the connection window, enter the login data

received from the broker (login, password and the Firm as well as other data)

by clicking on the arrow button.

2) Click Next. 

*Logging level - logging level selected by the user ! The choice of the level depends on the degree of technical detail of the information to the merchant server is displayed in the logs. 4 logging levels are available:

  • Debug
  • Info
  • Warning
  • Error

* After setting up the connection appears as a separate line in the terminal window:

  1. Type - source connection.
  2. State. After adding a new connection, the status default Disconnected. To connect you must click Connect button.
  3. Quotes Source- The option of choice quotes provider.

IMPORTANT! Onle one quotes scource must be connected for Russian and US markets!

  1. If you want to connect to happen automatically when you launch the platform, you must enable the option Connect on startup.
  2. Connection Setup button.
  3. Remove the connect button.
  4. Disconect button.
  5. Add a new connection button.
  6. Save settings button.

Topics: ATAS