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Thanks for the detailed reply, what you are offering would be amazing.
There are other FIO users who have more experience with custom interfaces using DTC than I do, but from what I have read in the specs guide everything you mentioned is supported.
Let's see if we can get some support and maybe start a github repository.
Cheers,
Michael
Can you help answer these questions from other members on NexusFi?
If anyone wishes to develop Bookmap/DTC adapter, please create a project on GitHub and send us an email with request to Bookmap's Layer 0 API. At a later stage we will created a mechanism for self-enabling the API access via our website, and also a place for developers community to list and discuss all ongoing projects.
Hi. Thank you for clarifications. You will see bookmap.exe instead of java.exe with new version Bookmap 7. It's available on the website. Although it has some nice features (see here: https://bookmap.com/release-notes/), it doesn't guarantee solving the problem that you described.
The next candidate for the problem source is your Antivirus (specifically host intrusion prevention system, sandbox) that may cause the lag. Try to disable your antivirus, and then completely reinstall Bookmap.
If this doesn't help, update NT7 to NT8. NT8 seems to run indicators in a separate thread, not the UI (user interface) thread. So, even if communication between NT and Bookmap isn't fast enough to handle spikes in data stream, the UI of NT8 will not freeze. This would be at least a workaround.
In general, please note that NT doesn't have a standard API exposed to other processes. It's only intended to indicators (NT scripts), running inside NT process. But because Bookmap is itself a standalone program, it cannot be rewritten as NT indicator. Instead, when you add a Bookmap indicator to NT, this indicator communicates with Bookmap through Windows interprocess communication protocol. While it's pretty fast and we've done a lot to optimize it, it's not as fast as direct connections as with the rest of platforms and API's that Bookmap supports. Also, this interprocess communication can be blocked or slowed down by Antiviruses as false positive detection. So, please try the above steps and we'll decide how to proceed based on the results. You can also write us and request remote desktop support, just mention this post as a reference.
Why doesn't bookmap provide best bid/ask prices for equities? you should really offer level 1 in combination with totalview, otherwise its kinda useless for equities. I was looking at some stocks in bookmap, and seeing spreads of 30-50 cents, I checked my level 2 and the spread was its normal 5 cents or so.
I can't speak on behalf of Bookmap, but my guess is that it has to do with the data feed. Bookmap is driven off of one data feed and you might be seeing L2 data driven from several different feeds/exchanges.
To clarify, Nasdaq Totalview does contain best bid/ask, which is simply the top of its full market depth data. But I assume that you refer to NBBO that reflects the consolidated top of the book from all exchanges. We are reviewing the available options with Devexperts (dxFeed provider) and will send an update here during this week.
Thanks to Bookmap for addressing a very much needed functionality to make US Equities useful. I agree totally, it needs more than just NASDAQ Total View to get a complete picture of the market data. Bookmap support linked me to this thread so I can follow the conversation (because I've been pestering them about this).
Yes, totally. I registered on this forum for this very question.
Looking forward to getting this update for Bookmap,
Thank you all for your interest! Here is an update.
Devexperts, the dxFeed provider, is already the the process of adding CTA and UTP data feeds, containing 5 levels top book from all exchanges. This will be added to the currently available Nasdaq Totalview. Bookmap will adjust its data handler in order to avoid double counting Nasdaq Totalview data. Another undergoing process in parallel is adding full market dept data from BATS.
We will send an update about it and about the pricing of data packages once we have more information. We expect the price to be very competitive even comparing to data vendors that provide much lower quality of equities data.
