Chart types and loading history

Friday 6 November 2026, 09:30 ET (21:30 ICT). In its first minute NQ trades 6,827 contracts and swings 66.50 points, from 27,186.25 down to 27,119.75. On a 1-minute chart that is one candle. On a chart that starts a new bar every 4,000 contracts it is one bar and most of a second. On a chart that starts a new bar every 50 points of range it is three bars and the start of a fourth.

At 09:59 the market is quiet: 1,366 contracts. Still one candle on the 1-minute chart, but only a third of a 4,000-contract bar.

Same trades, three pictures. This lesson shows what each ATAS X chart period holds constant, how much history to load, and how to set New York’s session on your clock.

Key terms

Chart period (chu kỳ biểu đồ): the rule that decides when one bar ends and the next begins Definition.

Time bars (nến theo thời gian): a new bar every fixed stretch of clock time, such as 1 minute Definition.

Tick bars (nến theo số lệnh khớp): a new bar every fixed number of trades, whatever their size. In ATAS X this period is called Tick; it counts trades, not price ticks Definition.

Volume bars (nến theo khối lượng): a new bar every fixed number of contracts traded Definition.

Range bars (nến theo biên độ): a new bar once the current bar’s high minus low reaches a fixed size Definition.

Renko (nến gạch Renko): fixed-size bricks drawn only when price has moved a full brick beyond the last brick; time and wicks are dropped Definition.

RTH (phiên giao dịch chính): regular trading hours, 09:30 to 16:00 ET, when the Nasdaq-100 stocks trade; NQ’s overnight trading on CME Globex is the ETH session Definition.

Days to load (số ngày tải dữ liệu): how many past sessions ATAS X downloads when it opens a chart Definition.

Term you need: contract and tick. One NQ contract is one unit traded. The smallest price step is 0.25 point, called a tick, worth $5 per contract (M0.01).

Chart first: one tape, three rules

How it works

What each period holds constant

Every chart period fixes one thing and lets the others vary Definition:

• Period: Time (1 minute) — Fixed per bar: clock time; Varies per bar: contracts, trades, range; What it hides: a busy minute and a dead minute look the same width.

• Period: Tick (N trades) — Fixed per bar: number of trades; Varies per bar: contracts, time, range; What it hides: one 50-lot and one 1-lot count the same.

• Period: Volume (N contracts) — Fixed per bar: contracts traded; Varies per bar: time, range; What it hides: how long the bar took.

• Period: Range (N points) — Fixed per bar: high minus low; Varies per bar: time, contracts; What it hides: how much business it took to move.

• Period: Renko (brick size) — Fixed per bar: net move; Varies per bar: everything else; What it hides: wicks, time, and prices that traded inside a brick.

On 6 November the first five minutes traded 30,407 contracts and the five minutes before 10:00 traded 13,641. The 1-minute chart gives each stretch five bars; the 4,000-contract chart starts eight bars in the first and three in the last.

How much history to load

Each study needs a number of past sessions: a prior-day high needs one complete prior session, a five-day volume profile needs five. Load what your studies need plus one House rule. More days take longer to load and use more memory; too few and session studies draw nothing, or draw from a partial day.

The clock behind a custom session

A custom session tells ATAS X where your trading day starts and ends. ATAS X reads the times you type on the platform’s own clock, not New York’s: its hint says to enter session times in your local time zone Definition. In Vietnam (UTC+7, no daylight saving) 09:30 ET is 21:30 ICT from November to March and 20:30 ICT from March to November (MKT1.04 owns the clock).

Myth / hypothesis: “Range or Renko charts filter out the noise, so their signals are more reliable.” They remove the clock, not the noise, and nobody we know of has shown better results for them on NQ Lore. Renko bricks are drawn at prices set by the brick rule, so a backtest that fills at brick prices can fill where nobody traded.

What the data says

Worked example: one low, three closes

Our lab’s recorded NQ trades for 6 November 2026 (December contract) make the half-hour low 27,037.75, printed between 09:35:03 and 09:35:12 ET. When did each chart first show a closed up bar off that low?

1. 50-point range chart: 09:35:14. The bar that opened at 27,052.50 dipped to 27,037.75 and closed at 27,087.75, exactly 50 points off the low, eleven seconds after the bar opened.
2. 4,000-contract chart: 09:36:14. The next bar opened at 27,068.50 and closed at 27,090.75 a minute later.
3. 1-minute chart: 09:37:00. The 09:35 candle closed red at 27,056.00; the first green candle, 09:36, closed at 27,143.00.

The range chart was first here because a range bar closes the moment price has travelled its size, while a time bar waits for the clock. Earlier is not better on its own.

The mirror and the failure

Mirror (the high). The half-hour high was 27,425.00 at 09:53. The first closed down bar came from the 4,000-contract chart at 09:54:22 (close 27,388.00), then the range chart at 09:54:29 (close 27,375.00), then the 1-minute chart at 09:55:00 (the 09:54 candle, close 27,347.00). This time volume was first. No bar type is always first.

Failure. At 09:33:34 the range chart closed an up bar at 27,191.50. Less than two minutes later NQ was at 27,037.75, 153.75 points lower. A bar that closes early can be early and wrong; the chart type changes when you see a move, not whether it continues.

Failure on the clock. In October 2026 our desk audited a workspace with 09:30 to 16:15 typed as New York time on a platform running on Vietnam time. Its “RTH VWAP” was drawn from 22:30 to 05:15 ET, overnight, and was missing during the New York session.

Do it on the platform

Prop-firm note. If you execute in TopstepX, your account’s trading day is set by Topstep, not by the session you type in ATAS X (PLAT2.08).

Common mistakes

Common mistake: Treating the bar that closes first as an edge. On 6 November the range chart was first off the low, the volume chart was first off the high, and an early up bar at 09:33 failed. Which bar type helps an order-flow rule on NQ is not yet measured.

Common mistake: Typing New York times into a platform that runs on Vietnam time, or forgetting to change them at the US clock change in March and November.

Drill: one morning, three charts

Use a historical session in replay or on a saved chart (PLAT2.06), no live trading.

1. Open three NQ charts of the same morning: 1-minute, Volume 4,000 and Range (start with 200 ticks = 50 points).
2. Count the bars that start between 09:30 and 09:35 ET and between 09:55 and 10:00 ET on each chart.
3. Find the half-hour low and write the time the first up bar closed on each chart.
4. Set the RTH session for your clock and check that the session-begin bar is where volume jumps.

Recap

• Each chart period holds one thing constant: clock time, trades, contracts, range or net move.
• The same tape gives a different number of bars, and different closing moments, on each period; earlier is not the same as better.
• Load the days your studies need plus one.
• ATAS X reads custom session times on the platform clock: in Vietnam, 21:30 to 04:00 for New York’s regular session in winter and 20:30 to 03:00 in summer.

Further reading

• ATAS help center, chart periods and chart settings: help.atas.net.
• CME Group, Nasdaq-100 futures contract specifications and trading hours: cmegroup.com.
• Clark, P. K. (1973), “A subordinated stochastic process model with finite variance for speculative prices”, Econometrica 41(1).
• Ané, T. and Geman, H. (2000), “Order flow, transaction clock, and normality of asset returns”, Journal of Finance 55(5).
• Gillemot, L., Farmer, J. D. and Lillo, F. (2006), “There’s more to volatility than volume”, Quantitative Finance 6(5).
• Our lab: NQ trades recorded through ATAS X on 6 November 2026, re-binned as time, volume and range bars for the figure and the worked example.

Prerequisites: M0.09 Reading a price chart · PLAT2.01 Install ATAS X and connect a data feed · Next: PLAT2.04 Footprint (cluster) configuration. You now choose what each bar holds; the next lesson opens a bar into its prices and sets what the footprint shows.

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