ATAS Order Flow Trading Connection Guide
Step 1. Platform Subscription Information
You are required to have a personal license key for ATAS Order Flow Trading in order to use the platform.
License keys can be purchased via this link: ATAS Order Flow Trading Pricing
Step 2. Complete RITHMIC Market Data Agreements
Please start with Step 1 before contacting Support. Your MultiCharts connection will not work until you sign the CME agreements via R-Trader.
- Use the following link to download and install R|Trader Pro Soffware: R|Trader Pro
- Once installed, a new window will come up, enter your OneUp Trader account username and password in the appropriate fields
- "Username" (USER ID - found in your welcome email)
- "Password" (found in your welcome email)
- “System” dropdown menu, select “Rithmic Paper Trading”
- “Gateway” dropdown menu, If you are in the USA then select CHICAGO, if you are in Europe then select EUROPE or FRANKFURT, and if you are in Asia you will want to select TOKYO or SINGAPORE
- When you connect, you have 2 CME GROUP Documents that you need to agree to.
- Document 1: Click "I Agree" in the first one
- Document 2: select either “Non-Professional” or “Professional” and then "Submit". Please note if you are a professional, OneUp Trader will have to invoice the exchange fee difference monthly to your card on file for the evaluation($405 for all four exchanges). If you are a professional user and are netted with the exchange, please let us know so we can kindly pass that on to our ISV.
- Non-Professional - All regular market data included in your evaluation
- Professional- CME-$105, CBOT-$105, NYMEX-$105, COMEX-$105
Step 3. ATAS Connection Setup
To configure the Rithmic connection to the ATAS platform, choose one of the options:
- In the main program window, select the Settings menu item; then, Connection to DataFeed.
- Click once on the connection indicator in the main platform window.
In new architecture you can open connections window by clicking one of marked buttons:
Connections window will open.
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
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 continue.
- Enter your account data (login and password) in the connection window.
- In the Data Source field, select the required account type (Real or Demo).
- 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 default Disconnected. 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!
4. If you want to connect to happen automatically when you launch the platform, you must enable the option Connect on startup
5. Connection Setup button.
6. Remove the connect button.
7. Disconnect button.
8. Add a new connection button.
9. Save settings button.
You ALSO can connect your Rithmic's account NOT directly to ATAS, but using R | Trader Pro , check the box as shown in the screenshot:
IMPORTANT: if R | Trader Pro is not running and configured properly, and the checkbox is checked, the account will NOT be connected.
In R | Trader Pro, you need to allow plug-in connection:
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:
- Disconnection. At this situation ATAS provides a notification.
- 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 cannot ensure that information displayed is correct. Therefore, ATAS provides two mechanisms to protect you from such situations:
- 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.
- 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.