[FR] Connection between OpenBB and ATAS for Order Flow Trading

[schwabts]

What's the problem of not having this feature?
I'd rather wish for a connection between OpenBB and ATAS since reading the proposal to integrate MetaTrader and OpenBB as my former enthusiasm for MT5 has shifted towards order flow trading.

Describe the solution you would like
The solution would involve making order book data available in OpenBB and allow for

1. analysing volume profile and TPO data,
2. studying footprint charts, and
3. searching for clusters and imbalances.

As we have

• the CME Reference Data API,
• the CME DataMine API, and
• the CME Globex Order Entry APIs on Google Cloud

I assume it could become possible to trade the order flow on CME with OpenBB itself and without all the existing order flow trading platforms, too.

Describe alternatives you've considered
My my order flow analyses are limited to ATAS and VolFix not knowing of any way of using OpenBB for supporting these activities so far.

[deeleeramone]

This is not something that can be developed internally and hosted in the repository, there are no team members with trading accounts and data license subscriptions to even write code for it.

If you were to write the code I could potentially offer some guidance on how you could integrate it into the OpenBB environment.