01 Data handling and storage model
The three platforms differ in how market data is placed on disk and held in memory before any indicator reads it. That distinction governs replay accuracy, memory footprint and the portability of saved configurations, so it is the correct place to begin a technical comparison.
ATAS connects to a feed, buffers the incoming tick stream into a local database, and promotes only the active session window into random-access memory. The storage layer is deliberately separated from the rendering layer, which means a chart panel can be closed and reopened without fetching the data again. Historical tick files remain readable across sessions, and the analyst can choose how many days are retained locally.
Sierra Chart follows a more file-centric path. Intraday records are appended to a per-symbol data file, and the study engine re-reads that file on demand. Bookmap maintains an in-memory depth and trade matrix that is populated from its own data feed; the matrix is the primary artefact, and persistence is treated as a secondary convenience rather than the base layer.
- ATAS — database buffer plus session window; retention measured in days.
- Sierra Chart — append-only per-symbol files re-read by the study engine.
- Bookmap — live in-memory matrix; disk copies used for review only.
02 Cluster and footprint engine
The footprint engine groups executed volume by price inside a chosen aggregation interval. ATAS resolves each print against a tick grid, then assigns the volume to the bid column, the ask column or both, depending on the cluster mode. Modes include bid by ask, total volume, delta and diagonal imbalance, and each mode exposes its own threshold parameters.
Sierra Chart reaches the same result through a study chain rather than a single object. The analyst adds a numbers bars study, then a subgraph filter, then a colour rule set; the footprint is the product of those stacked studies. Bookmap renders volume as a heat map over a price-by-time grid, with traded size shown as intensity rather than as a two-column ladder.
- Bid by ask
- Two vertical columns per bar; the left column carries sell-side volume, the right column carries ask-side volume.
- Diagonal imbalance
- Compares a cell against the diagonal neighbour; a ratio of 300 percent or higher is commonly flagged.
- Heat map
- Colour intensity scales with traded size; no explicit bid or ask split is drawn.
03 Order-book depth visualisation
Depth display is where the three platforms diverge most visibly. ATAS draws a Smart DOM whose columns are configurable: resting size, cumulative size, pull and stack detection, and depth aggregation can each be placed in a column and renamed. Depth can be aggregated into price buckets so that ten rows of raw depth collapse into one summary row.
Sierra Chart exposes depth through a market depth window plus a depth histogram study, with column ordering defined in a study settings dialog. Bookmap paints liquidity as a continuous heat bar along the price axis; individual resting orders are not listed as rows, which favours pattern reading over row-by-row inspection.
- Depth aggregation step — for example group depth rows into buckets of 4 ticks.
- Cumulative total — running sum from the best bid or best ask outward.
- Pull and stack flags — highlight orders that vanish or reappear within a short window.
- Column width and colour — set per column, independent of the price axis.
A practical starting point for an equity index instrument is a depth step of 2 ticks, a cumulative window of 20 rows and a pull-detection window of 750 milliseconds.
04 Aggregation model and cross-platform matrix
Aggregation converts a raw tick stream into the bars that indicators consume. ATAS offers time, tick, volume, range and Renko aggregation, each configured on the chart panel. Sierra Chart supports time, tick, volume and range bars at the chart level, with additional study-based grouping. Bookmap uses a fixed event-time grid whose resolution is set in the display preferences.
| Aspect | ATAS | Sierra Chart | Bookmap |
|---|---|---|---|
| Primary data artefact | local tick database | per-symbol data file | in-memory matrix |
| Footprint object | cluster chart | study chain | heat map layer |
| Depth row model | configurable columns | depth histogram | continuous heat bar |
| Aggregation types | time, tick, volume, range, Renko | time, tick, volume, range | event-time grid |
| Imbalance rule input | ratio and volume floor | study subgraph filter | intensity threshold |
| Replay control | speed slider and keys | replay toolbar | time-shift control |
| Config surface | indicator property grid | study settings dialogs | layer preferences |
| Scripting route | indicator API | study formula language | add-on layer API |
05 Configuration effort
Configuration effort is best measured by the number of decisions an analyst must make before a useful view appears. In ATAS a footprint view needs a chart, an aggregation type, a cluster mode and a colour rule; four decisions produce a working panel. Sierra Chart requires the study chain to be assembled and each study's inputs aligned, which is more flexible but also more verbose. Bookmap presents depth already aggregated, so fewer decisions are needed to reach a first reading, though fine control is confined to the layer preferences.
Lower effort paths
- Single-window footprint with default colours.
- Depth view with a fixed aggregation step.
- Replay at the default playback speed.
Higher effort paths
- Multi-condition cluster search rules.
- Stacked imbalance with tier thresholds.
- Composite profiles across sessions.
06 Extensibility and workspace portability
Extensibility follows from each platform's scripting approach. ATAS exposes an indicator API in which custom indicators subscribe to the market data stream and emit plotted values. Sierra Chart offers a study formula language and a compiled add-on route. Bookmap provides an add-on layer interface that draws into the depth canvas.
Portability concerns the movement of a configured desk between machines. ATAS stores layouts in workspace files that can be copied to another machine, keeping panel geometry, indicator sets and colour rules together. Sierra Chart keeps chart books as separate files that must be re-linked to the same data symbols. Bookmap keeps layer arrangements in its own profile, which is tied to the local data set.
When moving a workspace, confirm that the destination machine holds the same symbol list and the same aggregation defaults; mismatched symbol names are the usual cause of an empty panel after a transfer.
