hi @Bookmap you are correct. user defined ability to count less. Well am deep into OF. I see a definite relationship into Quotes /Limit Orders / Market Order - and a few nuances of how these are being handled which have a immediate affect on price. currently only quotes delta is dynamic..which is great. however having quotes static-add/del or dynamic on user defined levels is what am looking for. currently quotes displayed is only doing static adds.

this is just a request....as it helps me in my study/observation in the markets. also understand that its just my need and probably not being asked by others.

cheers

Please let me know if I understand it correctly. You wish it to behave exactly like delta column with the same reset mechanism (when price changes), and same depth configuration, but instead of counting the total size change, it should count the number of changes. Is it correct?

@Bookmap Why can't you publish the binary file spec for recorded files so we can do our own research? I think that would be very helpful to many.

Hi jphiggs,

We do not publish the format for several reasons. One of them is compatibility. As long as we don't publish it, we are responsible for the compatibility

However, with Bookmap API it's very easy to record the data in whatever format you may wish. We will implement an example code of such a recorder, and will publish it.

regards,

The Bookmap Team

Hi @Bookmap

Wondering if the new api will also allow custom data feed input? I have some live level 2 stock data feeds I would like to use through bookmap.

Hi @amoeba,

Do you mean connecting historical data and orders or real-time? If historical, then please take a look one message above. If you mean connecting real-time data and orders, this is also possible, but at this stage will require a custom solution. Please let us know.

Best Regards,
Bookmap team

@jphiggs, just wanted to clarify our previous answer.

Are you maybe looking for the ability to load your own market data (not recorded by Bookmap) and maybe your orders into Bookmap for research? If yes, for this purpose there is a solution called Bookmap Quant. The data doesn't have to be futures data: it can be equities or anything else. Please take a look at this page and write to us if this is what you are interested in.

Best Regards,
Bookmap team

Hi,

It is a real time stream. Looking to get ASX equities into bookmap (not IB data though), there are two options; eSignal has live L2 data and another Australian company; https://iguana2.com.

Alternatively I was considering writing a wrapper for their data API and passing it to bookmap via a simulated IB connection as their API's open sourced. Do you think this might work?

Cheers

@Bookmap, no I'm interested in reading Bookmap's recorded files with a program of my own to research trade and book events, etc.