Install ATAS X and connect a data feed

Thursday 30 October 2026, 09:51 ET (20:51 ICT, US summer time). The NQ footprint on our desk is moving like any other morning: bars print, delta changes, nothing looks wrong. The platform’s log says otherwise. The queue of NQ trades waiting to be processed peaks at 196,935 items. The chart was drawing trades that had already happened.

This lesson sets up ATAS X so you know, before you read a bar, that the data is live and on time, and which data status to declare to the exchange.

Key terms

Data feed (nguồn dữ liệu): the service that carries every trade and order-book change from the exchange to your platform Definition. ATAS X draws charts; it does not create data. Our desk has used Rithmic and dxFeed.

Connection (kết nối): the entry in ATAS X’s Connections window that logs in to your feed Definition.

Tick (tick, lệnh khớp): one trade, with its time, price, size and side Definition.

Log (nhật ký hệ thống): the text file where ATAS X writes what it does, including warnings it never shows on a chart Definition.

Non-professional subscriber (người dùng dữ liệu không chuyên): CME’s category for an individual who uses real-time data only for their own trading; everyone else is a professional subscriber and pays a higher exchange fee Definition.

Terms you need: footprint, delta and order book. A footprint chart opens each candle to show the volume traded at every price inside it (M0.09, M3.01). Delta is aggressive buy volume at the ask minus aggressive sell volume at the bid (M3.04). The order book (sổ lệnh, DOM) lists the resting buy and sell limit orders waiting at each price (M0.02, PLAT2.05).

Chart first: from the exchange to your screen

What to see: the chart sits after the queue. A busy queue does not stop the chart; it delays it. The only reliable witness is the log.

How it works

Step 1: install and log in

Install ATAS X from the vendor’s site on the PC you trade from. It asks for your ATAS login at every start, because it checks for updates then. That login is your platform licence, not your data feed and not your broker. Keep three things apart: platform (ATAS X), data feed (Rithmic, dxFeed or another vendor), execution (on our desk, TopstepX for a Topstep account, PLAT2.08) House rule.

Step 2: connect the feed

Open Connections from the main menu and add your vendor’s connection. For Rithmic, choose the direct connection unless your vendor says to run Rithmic’s RTrader program in host mode. Enable market data; enable trading only if you will place orders from ATAS X. On our desk ATAS X is the read-only order-flow screen, so trading stays off House rule. Success shows Successful connection!

Then open a chart and type NQ into the instrument search. You will see one contract per quarter; which one to chart is PLAT2.02.

Step 3: prove the ticks are live

“Connected” only means the login worked. Live means new trades arrive now. Open Smart Tape, ATAS X’s list of every trade, on NQ and compare the newest row’s time with your clock. Two traps:

• The market is closed. NQ trades on CME Globex from 18:00 ET Sunday to 17:00 ET Friday, with a break every day from 17:00 to 18:00 ET (05:00 to 06:00 ICT in US winter time) Definition. An empty tape then is correct (MKT1.04 owns the session clock).
• The market is quiet. At 03:00 ET a print every few seconds is normal. The real stress test is the cash open at 09:30 ET (21:30 ICT in winter).

ATAS X can also show a latency status on the chart and warn above a delay you set. Use it, but not alone.

Step 4: find the log and read it

The log lives in %APPDATA%\ATAS X\Logs\, one file per day named app_YYYYMMDD.log, also reachable with Open logs folder. Two kinds of line matter:

• Market data queue for NQ@CME_Ind has N pending items: processing cannot keep up with the feed: trades are waiting. Your chart is behind.
• Slow ticks processing or Slow queue item: something on your charts is slow to handle each trade.

Slow lines while history loads at start-up are normal; backlog lines during the session are not. On 30 October too many heavy studies and workspace reloads during the open were the likely cause PlausibleNQ.

Step 5: declare your data status

When you subscribe to real-time CME data, your vendor asks you to certify non-professional or professional. In our words, CME’s non-professional definition has eight conditions, and you must meet all of them Definition:

1. You have an active futures trading account.
2. You are an individual or a qualifying small business.
3. You are not a member of any exchange.
4. You are not registered as a professional trader or investment adviser with any exchange or regulator.
5. You are not acting for a bank, broker or other financial institution.
6. The data is for your personal use only.
7. You trade only your own assets.
8. You use at most two terminals per data distributor, each able to route orders to CME Globex.

Fail one and you are professional; CME keeps the final say. Fees differ by vendor and change, so read your vendor’s price page on the day you subscribe.

What the data says

Worked example: Monday-evening setup from Vietnam

Monday 9 November 2026, 20:15 ICT (08:15 ET). You are setting up before the US open.

1. Log in and connect. Rithmic connection, market data on, trading off: Successful connection!
2. Instrument. Open the December 2026 NQ contract on a 1-minute chart (PLAT2.02 explains why December).
3. Live ticks. Smart Tape: the last print is stamped 08:15:42 ET, your clock reads 08:15:43 ET, and new rows keep arriving.
4. Log. Search today’s file for “pending items”: nothing. Search again at 09:45 ET (21:45 ICT), after the open has hit your charts. That second search is the one that counts.
5. Status. Your own personal account, no registration, one PC: all eight conditions hold, so non-professional.

The mirror and the failure

Silent but healthy: no ticks in the daily break or on a holiday; reconnecting will not help. Moving but late: a chart printing bars during a backlog looks healthy and is not, and you read order flow that has already happened.

The check itself can fail: a quiet log on a quiet night proves little, and 30 October followed a clean 29 October on the same desk.

Do it on the platform

Prop-firm note. For a Topstep account our desk places orders in TopstepX on the firm’s data and reads order flow in ATAS X on its own feed (PLAT2.08). Your ATAS feed is your own subscription and declaration. A funded account raises condition 7 (own assets only): read the firm’s help-center article on market data and ask your vendor in writing before you tick non-professional (PROP1.01).

Common mistakes

Common mistake: Taking one clean open as proof your setup is fast enough. One session is one observation, not a base rate; our backlog came the day after a clean open.

Common mistake: Ticking “non-professional” without reading the eight conditions.

Drill: certify your own setup

On your own PC, with no live trading:

1. Connect and note the success message.
2. During Globex hours, record the newest Smart Tape time against your clock three times, five minutes apart.
3. After the next US open, count pending items and Slow ticks processing lines in that day’s log.
4. Write your data status with one line per condition.

What we don’t know yet

How often backlogs happen, and whether a lighter workspace removes them at the open: not yet measured (the A/B count is queued in the lab).

Recap

• Your feed delivers the data; ATAS X draws it. Connected is not live.
• Prove live ticks at a busy time against your clock; an empty tape from 17:00 to 18:00 ET is the daily break.
• The log is the witness: pending items lines mean every chart is behind.
• You are non-professional only if all eight of CME’s conditions hold.

Further reading

• CME Group, Market Data License Agreement, Schedule 4: the non-professional definition. Your data vendor supplies the self-certification form.
• CME Group, Nasdaq-100 futures contract specifications, cmegroup.com: trading hours, tick size and contract months for NQ.
• ATAS, connecting dxFeed, help.atas.net.
• Our lab: the desk workspace audit of the 30 October 2026 backlog, summarised in the evidence box.

Prerequisites: M0.07 Choosing software & data, M0.09 Reading a price chart · Next: PLAT2.02 Contracts and the roll in ATAS X. You just saw several NQ contracts in the instrument search; the next lesson shows which one to chart and what happens at each quarterly roll.

Educational content only. Not financial advice. Futures trading involves substantial risk of loss.