First launch the ATAS software and then click the "Connections" menu in the tool bar.
Next click the "Add" button on the bottom left of the Connections window. You will want to locate "CQG" for the data provider and select "Next". If you do not see CQG as an available option you will need to contact ATAS support staff to request to enable it for your ATAS license.
All you need to do next is just enter your LIVE CQG username and password and select "Finish". Now you can connect to CQG.