Every term below is used elsewhere on this reference in the sense given here. Where a term has a platform-specific meaning, the definition states the ATAS connotation rather than a general market meaning.
01 Aggregation and bar construction
- Aggregation rule
- The rule that closes a bar: elapsed clock time, a count of prints, a volume total, or a price range. Two panels using different rules over the same instrument produce series that cannot be compared row for row.
- Tick count
- An aggregation expressed as a number of prints, written for example as 1500 ticks. Density stays comparable between instruments because the number of prints per bar is fixed.
- Range bar
- A bar that closes when price has travelled a configured distance, written for example as 8R. Time span varies; internal structure is uniform.
- Session template
- The named definition of when a session begins, ends and resets. It governs bar boundaries, daily resets and composite windows, and it is the parameter most often responsible for a replay that does not match a live observation.
02 Footprint and cluster vocabulary
- Footprint
- A bar rendered as a column of price rows, each row carrying one or more numbers derived from the prints that occurred at that price.
- Cluster
- The numeric content of one price row inside a footprint bar. The cluster mode decides whether that content is a two-sided pair, an aggregate, a signed difference or a marker.
- Bid x Ask
- A cluster mode that prints the two traded sides separately, with the aggressor attribution preserved. The value on each side is the quantity taken by the aggressive order at that price.
- Delta
- The signed difference between the two sides of a row or bar. A positive delta means the aggressive side was taking offers at the levels counted.
- Diagonal imbalance
- A condition in which one row's size exceeds its diagonal neighbour by a configured ratio, typically expressed as a multiplier such as 3.0.
- Stacked imbalance
- Diagonal imbalances occurring on successive rows on the same side, which is why the marker layer is described separately from the numeric layer.
- Summary row
- A per-bar row that carries a bar-level quantity such as total volume or total delta, drawn independently of the price rows.
- Single print
- A price row touched by exactly one period. Merging ticks into larger rows merges single prints, so the row rule changes where they appear.
- Tail
- A run of single prints at an extreme of a profile, indicating fast travel through that price region.
03 Profile vocabulary
- TPO
- Time price opportunity: one letter or mark contributed by one period to every price row it touched.
- Row rule
- How many ticks constitute one profile row. It changes resolution and legibility but not the underlying touch record.
- Value area
- The contiguous price range containing a configured share of the total, commonly seventy per cent, extended outwards from the point of control row by row.
- Point of control
- The row with the largest count in the window. It does not move when the value area percentage changes.
- Composite profile
- A profile merged from several sessions. Its value area is recomputed from the merged totals and is not an average of the components.
- Split mode
- The rule that decides where one profile ends: a session boundary, a clock boundary or a manual bar.
04 Depth and ladder vocabulary
- Depth ladder
- A price-columned view of resting size from the order book, with configuration for aggregation step, cumulative columns and event annotations.
- Aggregation step
- The number of adjacent book levels summed into one displayed row. A step of one shows raw levels; larger steps hide microstructure.
- Pull
- Resting size that disappears from a level without being matched, annotated when it exceeds a size threshold and persists across a confirm window.
- Confirm window
- The number of feed updates a change must persist across before it is treated as an event rather than a single refresh.
- Absorption
- Aggressive volume arriving at a level without the level giving way, visible as repeated delta against a stable price row.
05 Configuration vocabulary
- Indicator instance
- One configured occurrence of an indicator in a panel, holding its own inputs, aggregation override and rendering hints. Inputs are never inherited globally.
- Aggregation override
- A per-instance rule that lets an indicator compute on a different bar rule than the panel draws.
- Template
- A reusable partial configuration applied to a new panel, which fully determines that panel's inputs.
- Layout
- The geometry of a workspace: panel arrangement, docking and display assignment.
- Theme
- A palette organised by role plus the mapping rules that apply it to cluster cells, axes and events.
Terms used in comparison with other order-flow platforms are applied on the architecture comparison page; practical questions are collected on the FAQ page.