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Bookmap xRay

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Hi traders,

Thank you for joining the Bookmap thread.

This thread is intended to attend to the needs and questions of our community of traders. The thread will cover various issue related to the operation and use of Bookmap such as:
1. Use of the various features included in Bookmap.
2. Working with the Bookmap API including examples of strategies and indicators related to Order Book and Order Flow.
3. A place to post feedback and requests or suggestions for new features or capabilities you would like to see in Bookmap.
4. A place to share your experience with Bookmap and you insight about Bookmap utilization

We also encourage the Java developers among you to join and contribute to a lively discussion with your experience of the Bookmap API.

Best regards

Bookmap team

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 paps 
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@Bookmap hi there could you please post examples or samples of Guide/Videos on how bookmap integrates cumulative delta and how it might be useful to the trader/ or how it maybe used.

Also is this a per session/bar delta...or can there be instances of Multi day delta

cheers and best

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Hi Paps,

Bookmap's Cumulative Volume Delta (CVD) start from when when you open Bookmap and connect to live data. It cannot add in previous data. However, there is a Reset button which allows you the reset the CVD and begin the accumulation of the delta anew. This can be very handy if you want to choose a specific point and study the delta at that point, without the dilution of previous data. I'd be happy to demo this for you if you like. Reach out to me at support@veloxpro.com and let me know. Also, please visit https://bookmap.com/strategies/ to read more about the Bookmap CVD and other API automated trading strategies and indicators. I will also post user case scenarios in this forum for using Bookmap's CVD.

regards,

Bruce
BookMap Support
support@veloxpro.com
https://bookmap.com/

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Hi Paps, here's an example of absorption and exhaustion in Cumulative Volume Delta in Bookmap.

Bruce

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 johnl 
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I tested the icebergs for 5 366 and they don't agree with the older version

See Screen Grab same data,
5 tested on replay, 4 on live and replay. Generally less icebergs show with 5.

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Hi Johnl,

Thanks for your message.

Please note that the exchange doesn’t provide the indication of iceberg volume so the detection is done based on Bookmap algorithm that attempts to detect those iceberg places.

In 4.5 we improved the detection algorithm and the effect was fewer false detection of icebergs. We believe it is more accurate now because we developed the improvement based on raw exchange data.

Still, when Bookmap shows the iceberg it is not guarantied to be 100% accurate every time and you may find differences between the market data vendors that Bookmap supports. Main reason is that each data vendor transmit the data slightly differently and this affects the iceberg detection algorithm.

Best

Tsachi, CEO
VeloxPro

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 sasa 
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"My volume dots are getting big when trading session starts, also I don't understand how to use the volume dots, can you please advice? image or video would be great."

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Hi Sasa,

Here's a video that shows how to make the volume dots smaller, and how to use them. Hope it helps.

Bruce


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MichaelFlowTrader
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I just tried out my Bookmap demo for the first time and it is well put together. I couldn't make sense of the orderbook side but using the test data and following around the bid/ask line as well as the horizontal volume bars-- I was able to get in the flow of things and scalp in and out while kinda of getting an idea of how things work. What are the best videos to get a true understanding of how it work?

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Hi Michael,

The order book and columns data on the right side of Bookmap is rather straight-forward. The COB column is the same as a depth of market or DOM from other platforms. Other data columns can be configured for volume, trades, quotes, and other data.

To learn more about Bookmap, I recommend watching a few of the videos already presented at Futures.IO and from a variety of traders. Check the links below, I hope that helps.

Bruce

New Indicator panel and automated strategies

Ferran Font Ramentol

FuturesTrader71

Kevin Toch

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Hi Michael,

The order book and columns data on the right side of Bookmap is rather straight-forward. The COB column is the same as a depth of market or DOM from other platforms. Other data columns can be configured for volume, trades, quotes, and other data.

To learn more about Bookmap, I recommend watching a few of the videos already presented at Futures.IO and from a variety of traders. Check the links below, I hope that helps.

Bruce

New Indicator panel and automated strategies

Ferran Font Ramentol

FuturesTrader71

Kevin Toch

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MichaelFlowTrader
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Thanks Bookmap.

I'm in your webinar right now and my understanding is improving. I'm getting a pretty good idea how I will use it in my trading.

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 paps 
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Bookmap View Post
Hi Paps, here's an example of absorption and exhaustion in Cumulative Volume Delta in Bookmap.

Bruce

hi Bruce, thanks. will get in touch. Very interesting. Will look into the same. Am a heavy user of CD and OF.

I know there is some API also included with the Beta 5.

However is there a way to get users own indicator into the Bookmap screen if using Bookmap with Ninjatrader?

cheers

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Hi Paps,

Bookmap API enables you to draw both on the heat map chart and on the new indicator panel at the bottom.

If you have an indicator in Ninjatrader, you could rewrite it to Bookmap API in Java.
You can find the API and sample codes at Github

Once completed, you can load your indicator to Bookmap via the Add / Import button from the API window.

Here is an example of an average position price that is drawn on the heatmap chart (the blue line)

Best
Bookmap team

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 watrader 
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Hi There,
I am running BM V5 r. 385 within NT 7.

What bothers me is the CVD Indicator which seems not to work properly with BM an the NT integrartion. Please note that I have eMailed this issue to BookMap support as well.

I am curious to get an idea whether its my fault in setting up this indicator right or its still a bug in BookMaps logic.

Please see attached pics.

As you can see activating CSV with shown parameters leads to a continous negative count - negative curve - regardless whether market goes up. Of course this is a worthless information.

I kindly ask you if you have an idea or hint for me how to manage CVD to run "as it should" in my environment.
I haven't tested it with NT8 so far.

Your help is appreciated.

Walt

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Hi Walt,

Please update to Bookmap 5.0 build 385, as this issue should be fixed now. let me know if you still experience issues.

regards,

The Bookmap Team

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 matthew28 
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Bookmap View Post
3. A place to post feedback and requests or suggestions for new features or capabilities you would like to see in Bookmap.

Hi,
If you think it is a feature that a lot of people might use can you consider adding an option for the CVP/SVP columns to show the mid-line. In a similar way to the VWAP option check box which marks a horizontal line in the column.
Thanks

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Hi,
If you think it is a feature that a lot of people might use can you consider adding an option for the CVP/SVP columns to show the mid-line. In a similar way to the VWAP option check box which marks a horizontal line in the column.
Thanks

Can you please explain what do you mean by mid-line? Is it the middle of of the traded range, i.e. just AP from VWAP?

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 matthew28 
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Sorry, yes. The middle of the range (Profile High + Profile Low)/2.
It clearly isn't a feature lots of people are clamouring for if you have to ask me what I mean

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Sorry, yes. The middle of the range (Profile High + Profile Low)/2.
It clearly isn't a feature lots of people are clamouring for if you have to ask me what I mean

Thank you for the clarification. I can't judge about the importance of this feature for other traders, but definitely it's not complicated to implement. I added it to the list of planned features.
Sergey,
Bookmap

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 watrader 
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Hi Paps,

Bookmap API enables you to draw both on the heat map chart and on the new indicator panel at the bottom.

If you have an indicator in Ninjatrader, you could rewrite it to Bookmap API in Java.
You can find the API and sample codes at Github

Once completed, you can load your indicator to Bookmap via the Add / Import button from the API window.

Here is an example of an average position price that is drawn on the heatmap chart (the blue line)

Best
Bookmap team

Can you please answer this questions:

What is the naming convention for importing / adding Bookmap indicators?

eg.
@Layer1StrategyName("Markers demo")
public class Layer1ApiMarkersDemo implements == Layer1ApiMarkersDemo.jar ??

How can an installed indicator be removed / deinstalled?

Are there more Velox API's then described / listed in the given samples? If yes, where are they described?

Thanks

Walt

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jr2146
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I was wondering if anyone has created any API studies for Bookmap using Stage 5 Trading yet that they want to share..

I was also wondering if someone can create a RSI study to plot on lower section of bookmap (like where the cumulative delta is) and also a mid-line for intraday trading from the 9:30am open to 4:15pm close..

I am not a coder so any help would be much appreciated. Also I use the Stage 5 Trading Bookmap.

Thank you.

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Hi watrader,

Actually, this Layer1... convention was not supposed to be forced on anyone. It's only good in Bookmap project where it allows to distinguish some classes. I would recommend naming strategy simply with what it does, e.g
@Layer1StrategyName("Markers demo")
public class MarkersDemo

Package is also not supposed to be copied, it can be in any package. if it's developed by watrader it would be reasonable to place it in e.g. com.watrader.bookmapstrategies

Jar file name should probably be the same as strategy name if it's the only strategy in jar or something reasonable if there is more than one in it. (for single one e.g. MarkersDemo.jar or for multiple e.g. WatraderStrategies.jar)

We will likely want to rename examples later, so copying that convention will be a bad idea.
Best

Bookmap team

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Hi jr2146,

Yes, Stage 5 developed an indicator that is planned to be launched this week. I suggest you follow them on that.

Good suggestion regarding the RSI, shouldn’t be complicated to develop it via Bookmap API.

Regarding the mid-lines, please note that daily 'open' and 'close' prices are currently not supported via the API.

Added both items to our list.

Best
Bookmap team

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 paps 
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Bookmap View Post
Hi Paps,

Bookmap API enables you to draw both on the heat map chart and on the new indicator panel at the bottom.

If you have an indicator in Ninjatrader, you could rewrite it to Bookmap API in Java.
You can find the API and sample codes at Github

Once completed, you can load your indicator to Bookmap via the Add / Import button from the API window.

Here is an example of an average position price that is drawn on the heatmap chart (the blue line)

Best
Bookmap team

hi there @Bookmap am wondering if you maybe able to also show what all is currently exposed via APIs from the actual Bookmap platform.

Are things such as Order Book/Volume/Trades Counter/Quotes Counter/Quotes Delta and also perhaps Hidden Limit Orders/Icebergs...etc which are available on the platform available to users via API calls for their own development.

cheers n thnx

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 MichaelH 
Munich Germany
 
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Hi @Bookmap,

I am just wondering whether it is possible to write to and clear the costum notes column. Would love to inject some notes derived from my chart indicators automatically like yHigh,yLow and so on. So I would not need to import it via the user interface.

Is there an example available ?

Thanks a lot

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paps View Post
hi there @Bookmap am wondering if you maybe able to also show what all is currently exposed via APIs from the actual Bookmap platform.

Are things such as Order Book/Volume/Trades Counter/Quotes Counter/Quotes Delta and also perhaps Hidden Limit Orders/Icebergs...etc which are available on the platform available to users via API calls for their own development.

cheers n thnx

Hi Paps,

Via existing API developers can get the market data and to compute all the information we provide via Bookmap, including: Order Book/Volume/Trades Counter/Quotes Counter/Quotes Delta etc.

In order to make it easier for developers to use current Bookmap functionalities, we will provide some of it via sample codes and some will be provided via a toolkit

Best

Bookmap team

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 paps 
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Bookmap View Post
Hi Paps,

Via existing API developers can get the market data and to compute all the information we provide via Bookmap, including: Order Book/Volume/Trades Counter/Quotes Counter/Quotes Delta etc.

In order to make it easier for developers to use current Bookmap functionalities, we will provide some of it via sample codes and some will be provided via a toolkit

Best

Bookmap team

thanks guys.

Utilizing a existing market data feed & API...leads to a good amount of work. Was trying to leverage of a well reconstructed LOB.

hoping to see Bookmap all functionalities accessible via API and timestamping in the near future.

cheers

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Hi @Bookmap,
I am just wondering whether it is possible to write to and clear the costum notes column. Would love to inject some notes derived from my chart indicators automatically like yHigh,yLow and so on. So I would not need to import it via the user interface.

Hi Michael,

Currently it is not possible to write automatically to the custom notes column from an outside source. However, your request is in our product roadmap and will be implemented in the next version of Bookmap. Thank you for your insight and feedback!

regards,

Bruce
The Bookmap Team

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 traderalex81 
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@Bookmap Would be great if you could add those two columns like jigsaw has in the middle of the DOM.. "buyers and sellers"
any plans for something like this to be added? I hate to have two platforms running, I would like to use one platform that would show everything..

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@Bookmap Would be great if you could add those two columns like jigsaw has in the middle of the DOM.. "buyers and sellers"
any plans for something like this to be added? I hate to have two platforms running, I would like to use one platform that would show everything..

Hi Traderalex81,

I believe you are referring to a traded volume column. This already exists (for a while while) in Bookmap. Open a CVP (Chart range Volume Profile) column. You could also use a SVP (Session range Volume Profile). You can control the CVP column by zooming in and out of the historical chart window, if you prefer to study the volume of a specifc area.

Right click in that column and choose Format Column -- you'll see several options for formatting this column. You can show volume on bid side, ask side in a variety of ways. You can also split out the aggressor classification of this volume with the Split options.

You can also reset the data in this column. Right click in that column again, and select "Reset" to reset it immediately. Or choose Automatic Reset -- then in the pop up window, choose to either "Reset at" at a specific time, or "Reset every" specific time interval for the drop down. Then simply input the desired time to reset. Please see the attached image.

Let me know if you need further assistance and I'll be happy to help.

regards,

Bruce
The Bookmap Team
support@veloxpro.com

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 jphiggs 
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@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.

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@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

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 johnl 
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Hello Tsachi

You discussed changes that have been made to icebergs to improve accuracy in response to a previous post of mine.
I have been checking V5 396 the only icebergs that showed in 3 days for both the Eurex Estoxx and Bobl were on the close.

Both are thick markets and it is highly unlikely that no iceberg activity occurs in either market.


Attached is a comparison from 4.4 129 which I am continuing to use live and 5 396




I save data should any be needed to verify.

John

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Hi johnl,

It could be that there is no detection of iceberg in Thick market.

As said earlier, I would count more on detections with version 5.0 than the ones you see in version 4.4

I checked few hours on Friday's market data using Bookmap V5.0 latest build with Rithmic feed and found the following:
None iceberg detections on 6E, NQ, ZN, FDAX, FESX
Got few on GC, CL, ES
Got more on NG

So as you see it depends on the instrument and also the market data feed you're using

Note that if you zoom-in, you can see exactly how the iceberg is detected. Whenever you see that a volume traded that is greater than the size on the best bid or the best ask, the iceberg is shown. Note that iceberg is shown until that price changes the side (e.g. Bid becomes Ask or Ask becomes Bid) so if you change your zoom, or drag, you might see icebergs that wasn't shown in larger zoom. We will add the option the view the iceberg on the historical heatmap, so it'll be easier to locate them.

Hope that's help

Best

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 bathrobe 
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Hi @Bookmap

I am trying to make the column here only show aggressive buyers/sellers who are willing to cross the market. What are the settings for this? I keep getting a few resting orders in with it. The bottom row here should not have that 183 there, it should be added to the orders on the left. I have it set up as an accumulating SVP that I reset when necessary. Thanks


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Hi @Bookmap

I am trying to make the column here only show aggressive buyers/sellers who are willing to cross the market. What are the settings for this? I keep getting a few resting orders in with it. The bottom row here should not have that 183 there, it should be added to the orders on the left. I have it set up as an accumulating SVP that I reset when necessary. Thanks


Hi Bathrobe,

You've correctly split out the aggressor volume in your Session Range Volume Profile (SVP). This column displays all volume accumulated since you started your Bookmap session. There are no resting or limit orders in this column -- it is only traded volume classified by the aggressor (market buy is buy volume, market sell is sell volume).

The bottom row is correctly displaying the market buy volume that occurred at that level previously (depending on your split settings). No market selling has hit the bid yet at that time.

Let me know if you need further clarification.

regards,

Bruce
The Bookmap Team

You may consider setting up a Chart Range Volume Profile (CVP) instead. It displays all volume within the visible chart range historical chart. So if you zoom in, you'll see the column reflect the volume in the visible historical chart range. Zooming out, you'll see more volume. Perhaps this is a method you'd like to use to focus on specific ranges of volume. You can also reset this column as you noted above.

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 MichaelH 
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Dear @Bookmap,

sometimes I discover some strange algo behaviour in the FDAX. Seems there is an algo quickly selling and buying (assuming this is one initiator)
I have no clue what the purpose of this should be and I am quite curious what this guy is doing.

Do you have any idea whats going here ?

Thanks
Michael


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MichaelH View Post
Dear @Bookmap,

sometimes I discover some strange algo behaviour in the FDAX. Seems there is an algo quickly selling and buying (assuming this is one initiator)
I have no clue what the purpose of this should be and I am quite curious what this guy is doing.

Do you have any idea whats going here ?

Thanks
Michael

Dear Michael,

It's indeed a very interesting behavior of market participants. How do you explain it yourself? We can't be certain, but our best guess is that a poorly tuned / tested "liquidity seeking" HFT algo got hunted by another HFT algo. The liquidity seeker algo was programmed to send an aggressive order (market or limit) over the spread when certain conditions occur. The other algo (the HFT hunter) discovered what are those conditions and started to generated them, and as result earned the spread from those transactions. Actually, it's a playground (or a battlefield) for robots. We often observe structural, but unreasonable and strange behavior, sometimes deep in the order book, that is seemingly purposeless. But at least part of this activity belongs to the "HFT hunters" that measure the response of other event driven HFT's. By measuring this response on various events, they can back-engineer other HFT's, discover their weaknesses, and then use it as we see on your image.

But again, it's just a guess, and we can't be certain.

We will post later another similar example that was observed on Crude Oil (CL). Here is a short part of that event:


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 MichaelH 
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Bookmap View Post
Dear Michael,

It's indeed a very interesting behavior of market participants. How do you explain it yourself? We can't be certain, but our best guess is that a poorly tuned / tested "liquidity seeking" HFT algo got hunted by another HFT algo. The liquidity seeker algo was programmed to send an aggressive order (market or limit) over the spread when certain conditions occur. The other algo (the HFT hunter) discovered what are those conditions and started to generated them, and as result earned the spread from those transactions. Actually, it's a playground (or a battlefield) for robots. We often observe structural, but unreasonable and strange behavior, sometimes deep in the order book, that is seemingly purposeless. But at least part of this activity belongs to the "HFT hunters" that measure the response of other event driven HFT's. By measuring this response on various events, they can back-engineer other HFT's, discover their weaknesses, and then use it as we see on your image.

But again, it's just a guess, and we can't be certain.

We will post later another similar example that was observed on Crude Oil (CL). Here is a short part of that event:


Thanks a lot for your reply.

Yes indeed, the CL Example is even better

Looking deeper in todays FDAX activities, I found 6 occurrences today, each of them 10-20 secs long and in total they traded approx. 1500 contracts. Clearly the liquidity provider takes the gain - all 1 tick gains. It seems its more likely two parties are battling rather than having one algo doing this.

Of course a lot of follow up questions/ideas come to my mind and maybe one day i can decipher this.
Keep watching this "event"

Thanks for your help

Michael

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adnen messaoudi
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Dear @Bookmap ,

Some questions please:
1- Is bookmap API V5 a plugin to other plateformes or it's a plateforme by it self ?
2- If Bookmap API V5 is an independant plateforme, so what about the rate of the commisson ?
3- I have a request about the Imbalance Indicators : the Order Book imbalance It's to small especially if i monitor 3,4,5 ... markets at the same time. So, is it any way the Order Book imbalance can be more clear and big ?

Regards,

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adnen messaoudi View Post
Dear @Bookmap ,

Some questions please:
1- Is bookmap API V5 a plugin to other plateformes or it's a plateforme by it self ?
2- If Bookmap API V5 is an independant plateforme, so what about the rate of the commisson ?
3- I have a request about the Imbalance Indicators : the Order Book imbalance It's to small especially if i monitor 3,4,5 ... markets at the same time. So, is it any way the Order Book imbalance can be more clear and big ?

Regards,

Dear Adnen,

I have a feeling that by Bookmap API V5 you mean just Bookmap version 5.0. Please correct me if I'm wrong, and I will change my answer. The API is a feature of Bookmap that is in development starting from version 5.0. The API will be released in Q1 of 2017, and you will be able to create an indicator of your choice and display it as you prefer. Answers to your questions are below:

1. Bookmap is a standalone trading platform, but it's not a broker, so we don't charge trading commissions. Bookmap supports number of market data / orders routing services including Rithmic, CQG, Stage 5, and others. See the full list on Bookmap website in the CONNECTIVITY section. In order to get market data and trade with Bookmap you need to have an account (or a demo account) with a broker that supports any of the above. If you need help with this, please write us an email to support@veloxpro.com. You can mention this conversation in the email.

2. see #1

3. Starting from version 5.0 Bookmap adjusts the size of its components according to your Windows settings (size of text, icons, etc.). But I don't know which version you are using. Can you send us an email about it? We do plan to move the imbalance indicators into the indicators panel at the bottom of the chart where they will be bigger.

Regards,
Sergey

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 johnl 
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Would you mind explaining why trades print between bid and offer that are not in a time and sales.

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 jz166 
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what's the diff between bookmap from bookmap.com and S5 bookmap?
thanks.

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johnl View Post
Would you mind explaining why trades print between bid and offer that are not in a time and sales.

Hi John,

When more than one trades occur at exactly the same time (same pixel width of the monitor), Bookmap displays an aggregated trade where the price is calculated as VWAP of the constituting trades. The color of such aggregated trades also represent the proportion of Buy/Sell trades that were aggregated (see the volume dots configuration panel).

Note that you can still see the individual trades to compare them with Time&Sales. Just press the "move" button and zoom-in deep enough.

Regards,

Bruce
Bookmap Support

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jz166 View Post
what's the diff between bookmap from bookmap.com and S5 bookmap?
thanks.

Hi,

There is no functional difference between S5 Bookmap and Bookmap. The S5 Bookmap is a white label for Stage Five Trading brokerage.

However, now due to Bookmap's new API, it is now possible for anyone to write proprietary Trading Strategies and Indicators within Bookmap. S5 has developed their own features and offer it for their S5 Bookmap clients. It is a beta offering. The Bookmap API will be available to all shortly, in Q1 of 2017.

regards,

Bruce
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 johnl 
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As a followup to this I have now gone through replays for more than a month of data using the latest 5 410 for FESX and FGBM and have yet to find a single iceberg other than on the close.

I have noticed no issues on other software with IQ data for these contracts ,so it would appear that either there is a bug or the methodology is incompatible with these contacts.

I appreciate that to have fewer but higher quality alerts is preferable but to have none at all is another matter.

It seems that the iceberg function has been vulnerable to new releases as there have been instances in the past where Eurex icebergs were lost but then reappeared after a fix.

If icebergs cannot occur for these 2 major contracts on Bookmap then an understanding of why would be helpful,T Notes are a similarly thick market for which icebergs are generated by Bookmap.





Bookmap View Post
Hi johnl,

It could be that there is no detection of iceberg in Thick market.

As said earlier, I would count more on detections with version 5.0 than the ones you see in version 4.4

I checked few hours on Friday's market data using Bookmap V5.0 latest build with Rithmic feed and found the following:
None iceberg detections on 6E, NQ, ZN, FDAX, FESX
Got few on GC, CL, ES
Got more on NG

So as you see it depends on the instrument and also the market data feed you're using

Note that if you zoom-in, you can see exactly how the iceberg is detected. Whenever you see that a volume traded that is greater than the size on the best bid or the best ask, the iceberg is shown. Note that iceberg is shown until that price changes the side (e.g. Bid becomes Ask or Ask becomes Bid) so if you change your zoom, or drag, you might see icebergs that wasn't shown in larger zoom. We will add the option the view the iceberg on the historical heatmap, so it'll be easier to locate them.

Hope that's help

Best


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 bathrobe 
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John, the latest version is beta. Have you looked at 4.5? I'm sorry to hijack your question, I don't work at veloxpro, I just use bookmap and this came to mind.

Sent using the futures.io mobile app

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 johnnyte 
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johnl View Post
As a followup to this I have now gone through replays for more than a month of data using the latest 5 410 for FESX and FGBM and have yet to find a single iceberg other than on the close.

I have noticed no issues on other software with IQ data for these contracts ,so it would appear that either there is a bug or the methodology is incompatible with these contacts.

I appreciate that to have fewer but higher quality alerts is preferable but to have none at all is another matter.

It seems that the iceberg function has been vulnerable to new releases as there have been instances in the past where Eurex icebergs were lost but then reappeared after a fix.

If icebergs cannot occur for these 2 major contracts on Bookmap then an understanding of why would be helpful,T Notes are a similarly thick market for which icebergs are generated by Bookmap.



Hi John! I am also curious to know if you've tried the same tests with version 5? I have no issues seeing icebergs on the bond products I use.

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 johnl 
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johnnyte View Post
Hi John! I am also curious to know if you've tried the same tests with version 5? I have no issues seeing icebergs on the bond products I use.

Hi Johnnyte

Yes I am doing the testing on version 5-410 DTN IQ Data standalone

Because of the iceberg issues I have found with V5 I still use 4 129 for Live

Are you looking at the Eurex BOBL and Eurostox too

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johnl,

Your findings are aligned with the check I made as I also didn't see iceberg on FGBL. The fact that you see icebergs on the close eliminates the option that it doesn't work at all.

As I stated, the same algo that detect icebergs is implemented on different platforms. Also, Bookmap isn't aware of the exchange parameter or which instrument you trade so it works the same on different exchanges and different instruments of the same platform.

While using the same provider, if you see differences in iceberg between exchanges or instruments, it could be related to the implementation of that market data provider. It's possible that something is different about the way specific exchanges send their data or how the instrument usually trades (e.g. small trades and large sizes on BBO).

Did you manage to see icebergs with same provider on other instruments traded on other exchanges? if yes, then it is not related to Bookmap. If you can't see icebergs, please let us know and well run Bookmap in the same setup on our side and dig further into it. Also, please update your Bookmap to the latest beta 5.0 build, through Help>>Update>>Check for Updates.

regards,

The Bookmap Team

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 johnl 
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I see icebergs for FGBL now, though in earlier releases of 5 there were none.

As far as I am aware DTN IQ is the market leading data vendor,I assume as a supported Datafeed if there are issues using Bookmap with this data then it should be picked up by developers.

To gain a better understanding of Bookmaps implementation of Icebergs do you have any worked numeric examples with T&S and order book numbers available to see the calculation at work.

I would be very surprised if the Estoxx and Bobl is fundamentally different to other Eurex Markets but looking at worked examples may be the only way to clear up this anomaly.



Bookmap View Post
johnl,

your findings are aligned with the check I made as I also didn't see iceberg on FGBL
the fact that you see icebergs on close eliminates the option that it doesn't work at all.

As I stated same algo that detect icebergs is implemented on different platforms. also, Bookmap doesn't aware of the exchange parameter or which instrument you trade so it works the same on different exchanges and different instruments of the same platform.

While using the same provider, if you see differences in iceberg between exchanges or instruments, it could be related to the implantation of that market data provider. It's possible that something is different about the way how specific exchange sends the data or how is the instrument usually traded (e.g. small trades and large sizes on BBO).

Did you manage to see icebergs with same provider on other instruments traded on other exchanges? if yes, than it is not related to Bookmap. if you can't see icebergs, please let us know and well run Bookmap in the same setup on our side and dig into it further. In your check pls use the latest build (5)


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johnl View Post
I see icebergs for FGBL now, though in earlier releases of 5 there were none.

As far as I am aware DTN IQ is the market leading data vendor,I assume as a supported Datafeed if there are issues using Bookmap with this data then it should be picked up by developers.

To gain a better understanding of Bookmaps implementation of Icebergs do you have any worked numeric examples with T&S and order book numbers available to see the calculation at work.

I would be very surprised if the Estoxx and Bobl is fundamentally different to other Eurex Markets but looking at worked examples may be the only way to clear up this anomaly.

johnl,

If you wish to examine the implementation of the iceberg detection, you don't need the code, you simply can use Bookmap. Just pause the heat map (by clicking on the hand) and zoom-in, now drag it forward slowly and compare the traded volume to best bid / ask size.
I've also attached a numerical example:
https://docs.google.com/spreadsheets/d/1W0U5pRMQBWNhQghAF8s_jkjatnCKmUHXOP_GiB4lCqU/pubhtml

We use the same iceberg detection algorithm for all instruments, and it's unlikely that any recent update could break it. But we will perform another test with DTN to be sure.

Regards,
Sergey / Bookmap

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 johnl 
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Thanks Sergey

I will record time and sales and see how the numbers work out for Estoxx




Bookmap View Post
johnl,

Please look at this numerical example:
https://docs.google.com/spreadsheets/d/1W0U5pRMQBWNhQghAF8s_jkjatnCKmUHXOP_GiB4lCqU/pubhtml

We use the same iceberg detection algorithm for all instruments, and it's unlikely that any recent update could break it. But we will perform another test with DTN to be sure.

Regards,
Sergey / Bookmap


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 paps 
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hi there @Bookmap is it possible to just see the current quotes and/or historic. If no function...is there a possibility to request quotes upto x levels displayed with history/no history.



thanks

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Hi Paps,

Quotes counter (CQC or SQC) counts only the levels that are inside of the reported range (in your example 10 levels). this is because other levels are not being reported by the exchange.

In your request, do you mean the possibility to count less levels (in your example, less than 10)? If yes, what would be the benefit?

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 bathrobe 
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Hi @Bookmap

This just an idea.

Sometime soon the CME will give the exact spot in queue, maybe a number somewhere after this is available giving the exact number rather than an estimate. Could be turned on or off.

Sent using the futures.io mobile app

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bathrobe View Post
Hi @Bookmap

This just an idea.

Sometime soon the CME will give the exact spot in queue, maybe a number somewhere after this is available giving the exact number rather than an estimate. Could be turned on or off.

Sent using the futures.io mobile app

bathrobe,

Thank you for this information! Yes, it's preferable than the estimated value. According to CME, it will be available on March 26. But we will need to wait until market data providers that Bookmap supports will make the changes. If we get a schedule for this update from any of them, we will let you know.

Sergey / Bookmap

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 paps 
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Bookmap View Post
Hi Paps,

Quotes counter (CQC or SQC) counts only the levels that are inside of the reported range (in your example 10 levels). this is because other levels are not being reported by the exchange.

In your request, do you mean the possibility to count less levels (in your example, less than 10)? If yes, what would be the benefit?

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

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paps View Post
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?

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 paps 
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Bookmap View Post
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?

That is correct @Bookmap

Also if there is a user configurable value which says...hey instead of 10levels...perhaps count only 2/3 levels will be great

Appreciate you taking the time and looking into this ...and/or commenting. If implemented in some future release will be great. If not...totally understand that there are other prioritites

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@paps,
Understood. Thank you. Added to the list. It will have the same configuration of number of levels as the delta column. To be addressed soon.

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 amoeba 
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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.

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jphiggs View Post
@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.


Bookmap View Post
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

@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

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amoeba View Post
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

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 amoeba 
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Bookmap View Post
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

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

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 jphiggs 
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Bookmap View Post
@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

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

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amoeba View Post
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

@amoeba, we plan to provide for Bookmap users an ability to develop adapters for their own real-time data sources and trading services. I can't give the exact timing now, but probably it will be ready during next 3 months.
Also, Bookmap's connectivity to US equities with full depth market data will be available during next 2 months.

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

@jphiggs, in this case the previous answer was correct: we do not plan to publish the format of Bookmap data files, but with Bookmap API you can record the data in any desirable format. We will provide code examples of such data recorder.

Bookmap team

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 NGtrader 
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Bookmap View Post
@amoeba, we plan to provide for Bookmap users an ability to develop adapters for their own real-time data sources and trading services. I can't give the exact timing now, but probably it will be ready during next 3 months.
Also, Bookmap's connectivity to US equities with full depth market data will be available during next 2 months.

Hey that's great to hear. I've been a subscriber to Kinetic Level 2 data for Nasdaq and NYSE and it doesn't look so great on BM at the moment. Individual stocks don't look great and on the SPY it's very shallow.

Looking forward to the improvements!

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Hey that's great to hear. I've been a subscriber to Kinetic Level 2 data for Nasdaq and NYSE and it doesn't look so great on BM at the moment. Individual stocks don't look great and on the SPY it's very shallow.

Looking forward to the improvements!

@NGtrader, indeed, this is not how full depth look in those instruments. It's a problem with market data, and also Bookmap for NinjaTrader is not intended to handle equities data from multiple exchanges. Also, note that Level 2 sometimes means just BBO, but from different exchanges. At least with SPY this is the case. I'll send soon screenshots with real full depth data.

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@NGtrader, here are several screenshots. It's a development environment, therefore the data is delayed by 15 min. Please note that some of those images were created using special Bookmap filters which are also available for futures:
- Vertical smoothing of the heatmap. This is useful when number of price levels (price range) is so large that it exceeds or about the vertical resolution of the monitor. For example, when displaying 1000 price levels. It doesn't create a lag.
- Removing small sizes from the heatmap by using black cut-off. This was used to demonstrate those "diagonal" patterns in GOOG.

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 Neo1 
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NGtrader View Post
Hey that's great to hear. I've been a subscriber to Kinetic Level 2 data for Nasdaq and NYSE and it doesn't look so great on BM at the moment. Individual stocks don't look great and on the SPY it's very shallow.

Looking forward to the improvements!

Kinetic level 2 data for NASDAQ and NYSE is no good. It's only top of book data from each MM. You need the consolidated top of book, like what IB offer.

"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
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 Neo1 
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Bookmap View Post
@NGtrader, here are several screenshots. It's a development environment, therefore the data is delayed by 15 min. Please note that some of those images were created using special Bookmap filters which are also available for futures:
- Vertical smoothing of the heatmap. This is useful when number of price levels (price range) is so large that it exceeds or about the vertical resolution of the monitor. For example, when displaying 1000 price levels. It doesn't create a lag.
- Removing small sizes from the heatmap by using black cut-off. This was used to demonstrate those "diagonal" patterns in GOOG.


What is the data source?

This should function with IB via TWS, and needs to pull data from each exchange. It needs to replicate the DOM in TWS.

"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
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 NGtrader 
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Neo1 View Post
Kinetic level 2 data for NASDAQ and NYSE is no good. It's only top of book data from each MM. You need the consolidated top of book, like what IB offer.

Not sure about IB, I know the data they provide is not real tick data, so not good for things like Jigsaw DOM. A friend of mine has IB account but she uses another data provider for her Jigsaw.

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 Neo1 
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NGtrader View Post
Not sure about IB, I know the data they provide is not real tick data, so not good for things like Jigsaw DOM. A friend of mine has IB account but she uses another data provider for her Jigsaw.

I'm talking about the order book, not the reported trades.

IB is the only provider currently supported by Bookmap that offers level 2 data worth looking at, they report the consolidated book from each exchange/ ECN( NASDAQ TotalView, NYSE OpenBook + data from some other exchanges eg BATs, BEX etc)

Kinneck/ IQ feed level 2 is not real level 2( I think they call it Nasdaq open view, it's basically level 2 for kids) This is the top of book quote from each Exchange/ ECN- it also doesn't include any data from the NYSE openbook, where some Nasdaq volume will trade on. This means the majority of the depth will often be missing.

Eg using Kinneck/ IQ feed : At the top of book on the bid at 99.98, there could be 5000 units based on the top quote from each exchange . However there could be 10000s underneath in the queue at 99.98, however, you would never know because you're only seeing the bids from the top of the book. IB will show the 5000 + the 10000s.

"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
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Neo1 View Post
What is the data source?

This should function with IB via TWS, and needs to pull data from each exchange. It needs to replicate the DOM in TWS.

@Neo1, the data source is called dxFeed, by devexperts. It's non-aggregated full depth raw streaming data, order-by-order. Bookmap performs the consolidation of the data from different exchanges. The cost of the data subscription will be less or about the cost of other data sources that provide top of book only.

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 Neo1 
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Bookmap View Post
@Neo1, the data source is called dxFeed, by devexperts. It's non-aggregated full depth raw streaming data, order-by-order. Bookmap performs the consolidation of the data from different exchanges. The cost of the data subscription will be less or about the cost of other data sources that provide top of book only.

This is sounding alot better now.

I assume DX feed will also report the FINRA ATS/ Non-ATS dark pool trades? If so , can you please consider displaying these trades aswell? This would also be a good marketing tool for any bookmap equities product.

"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
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 NGtrader 
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Neo1 View Post
I'm talking about the order book, not the reported trades.

IB is the only provider currently supported by Bookmap that offers level 2 data worth looking at, they report the consolidated book from each exchange/ ECN( NASDAQ TotalView, NYSE OpenBook + data from some other exchanges eg BATs, BEX etc)

Kinneck/ IQ feed level 2 is not real level 2( I think they call it Nasdaq open view, it's basically level 2 for kids) This is the top of book quote from each Exchange/ ECN- it also doesn't include any data from the NYSE openbook, where some Nasdaq volume will trade on. This means the majority of the depth will often be missing.

Eg using Kinneck/ IQ feed : At the top of book on the bid at 99.98, there could be 5000 units based on the top quote from each exchange . However there could be 10000s underneath in the queue at 99.98, however, you would never know because you're only seeing the bids from the top of the book. IB will show the 5000 + the 10000s.

Great, thanks for explaining Neo1.

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 luigizerozero 
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Hi bookmap,

Earlier I've proposed to add the option of making the dot as a ring. And the heavier the "clash" the thicker the ring.
As I'm mainly looking for areas of collisions the current design (be it gradient, solid or pie) would hog up too much areas of display. I find myself having to keep adjusting transparency and dot size when I zoom in and out.

by having a ring setting with variable thickness I could set the dot size smaller and still see size of the collisions, adding clarity to the chart. The ring can still work in the form of gradient or pie, but it would appear as outline rather than fill.

One other suggestion, it would be great if the price column can be adjusted for size with option to not display xx digit (say in the case of euro or yen it gets long)

If other users have other ideas please chime in.

Thanks for always listening.

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 johnl 
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Please could you make the close tab " X "show on right click as it takes up 1/3 of tab ,I am continually losing the data with an inaccurate click and have to reopen

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johnl View Post
Please could you make the close tab " X "show on right click as it takes up 1/3 of tab ,I am continually losing the data with an inaccurate click and have to reopen

@johnl,

Thanks for the input, I've documented and shared your concern with the Dev team, and will follow up with you regarding this issue.

regards,

Bruce
Bookmap Team

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 johnl 
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I have copied an instance where i would consider an iceberg is in action on the offer at 3389 in the Estoxx.

But my understanding is that the quick release up of the offer to 90 and then straight back down will kill the cumulative count.

I think consideration could be given to having the the option to continue the iceberg count if say the offer is pulled within x milliseconds, I see this type of action frequently.


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johnl View Post
I have copied an instance where i would consider an iceberg is in action on the offer at 3389 in the Estoxx.

But my understanding is that the quick release up of the offer to 90 and then straight back down will kill the cumulative count.

I think consideration could be given to having the the option to continue the iceberg count if say the offer is pulled within x milliseconds, I see this type of action frequently.


@johnl,

Thank you -- this is another insightful suggest I have documented and will again share with the team. Thanks John.

regards,

Bruce
Bookmap Team

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johnl View Post
I have copied an instance where i would consider an iceberg is in action on the offer at 3389 in the Estoxx.

But my understanding is that the quick release up of the offer to 90 and then straight back down will kill the cumulative count.

I think consideration could be given to having the the option to continue the iceberg count if say the offer is pulled within x milliseconds, I see this type of action frequently.


@johnl,

Thank you -- this is another insightful suggest I have documented and will again share with the team. Thanks John.

regards,

Bruce
Bookmap Team

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 pipsmart 
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Hello, I have couple questions:

1. What's the difference between Bookmap and S5 Bookmap other than the fact that S5 Bookmap is associated with Stage 5? Is there any additional features to S5 Bookmap that the standard Bookmap doesn't have? Can S5 Bookmap be obtained by anyone that doesn't have account with S5 as well?

2. I have heard from many that because Interactive Brokers provide only snapshot data (4 times per second) and not Tick Data, there is a widespread belief that IB Data is not suitable for Volume related studies. If so, how come Bookmap considers IB Data suitable for Bookmap? Doesn't the DOM, the Volume Dots, Heat Map, CVD require Tick Data?

Please advise. Thank you.

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 janfilimon 
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, Post #47



pipsmart View Post
Hello, I have couple questions:

1. What's the difference between Bookmap and S5 Bookmap other than the fact that S5 Bookmap is associated with Stage 5? Is there any additional features to S5 Bookmap that the standard Bookmap doesn't have? Can S5 Bookmap be obtained by anyone that doesn't have account with S5 as well?

2. I have heard from many that because Interactive Brokers provide only snapshot data (4 times per second) and not Tick Data, there is a widespread belief that IB Data is not suitable for Volume related studies. If so, how come Bookmap considers IB Data suitable for Bookmap? Doesn't the DOM, the Volume Dots, Heat Map, CVD require Tick Data?

Please advise. Thank you.


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 pipsmart 
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, Post #47

Janfilimon, thank you. That answers my question partially regarding the difference between BookMap and S5 BookMap.

Thanks again.

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Janfilimon, thank you. That answers my question partially regarding the difference between BookMap and S5 BookMap.

Thanks again.

Hi Pipsmart,

Answer to #1 (from previous response, just so others have it here as well)
There is no functional difference between S5 Bookmap and Bookmap. The S5 Bookmap is a white label for Stage Five Trading brokerage. However, now due to Bookmap's new API, it is now possible for anyone to write proprietary Trading Strategies and Indicators within Bookmap. S5 has developed their own features and offer it for their S5 Bookmap clients. It is a beta offering. The Bookmap API will be available to all shortly, in Q1 of 2017.

Answer to #2
Bookmap supports 10 different data feed providers that are different from each other; it's up to the user to decide which data he/she wants to use. Interactive Brokers updates data 4 times per second. However, the data packet still contains all the data -- it's just that it has been aggregated into 250 millisecond packets. It doesn't mean that the feed doesn't contain reliable data, but details in the data will be lost due to the aggregation.


regards,

Bruce
Bookmap Support Team

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 johnl 
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It is useful to be able to replay historical data files on a second PC whilst running Bookmap live.

Bookmap now checks for a connection when trying to run replay data.

Shouldn't running replay data at the same time as live be permissible, otherwise analysis is restricted to weekends

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 johnl 
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Looking at the volume bars it would appear that volume on ask is always > than volume on bid, as green bars without exception>red. see attachment

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johnl View Post
It is useful to be able to replay historical data files on a second PC whilst running Bookmap live.

Bookmap now checks for a connection when trying to run replay data.

Shouldn't running replay data at the same time as live be permissible, otherwise analysis is restricted to weekends

Hi John,

I will forward your request to the Development Team. Thanks for your input.

regards,

Bruce
Bookmap Support

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johnl View Post
Looking at the volume bars it would appear that volume on ask is always > than volume on bid, as green bars without exception>red. see attachment

Hi John,

I am not quite sure what exactly you are pointing out. Can you resubmit the image with annotations?

regards,

Bruce
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 bathrobe 
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Just an idea for a new release. I use 3 or 4 'sets' of settings in the contrast window. I was thinking maybe a few buttons that could switch between them could be useful and much quicker than pulling the window up and moving the sliders around.

Regards,

Chris

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bathrobe View Post
Just an idea for a new release. I use 3 or 4 'sets' of settings in the contrast window. I was thinking maybe a few buttons that could switch between them could be useful and much quicker than pulling the window up and moving the sliders around.

Regards,

Chris

Hi Chris,

Thanks for the input, your suggestion has been added to our list.

regards,

Bruce
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 johnl 
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Bookmap View Post
Hi John,

I am not quite sure what exactly you are pointing out. Can you resubmit the image with annotations?

regards,

Bruce
Bookmap Team



Could you clarify what the green and red bars represent my assumption was that they are Buy and sell volume but as green is always>red this cannot be so.


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mpxtreme
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johnl View Post
Could you clarify what the green and red bars represent my assumption was that they are Buy and sell volume but as green is always>red this cannot be so.


The green is higher but the value isn't greater.

It's the length or size of each in relation to each other ...not which is higher.
For example using the green/red bar under the "w" in your pic, the length of the red area is appx 5 times longer than the tiny green area above it ,while take notice that under the "r" in your pic...the length of the green area seems to be a nearly twice as long as the red area under it.

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johnl View Post
Could you clarify what the green and red bars represent my assumption was that they are Buy and sell volume but as green is always>red this cannot be so.


Hi John,

These bars are a composite, the red you see is the amount of selling that occurred, while the green is the buying. The green is always on top of the red. Therefore it doesn't signify that there is more buying.

Many time in the bar composite, you'll see a large red bar, and a small green bar on top. It signifies mostly selling occurred, and a bit of buying as well. Match up the volume dots with the bars and the bar UI should correctly display the aggressor volume. I hope that answers your question.

regards,

Bruce
Bookmap Support

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 johnl 
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As you will appreciate volume at offer isn't always greater than volume at bid for all markets all the time.

There is a bug.


Bookmap View Post
Hi John,

These bars are a composite, the red you see is the amount of selling that occurred, while the green is the buying. The green is always on top of the red. Therefore it doesn't signify that there is more buying.

Many time in the bar composite, you'll see a large red bar, and a small green bar on top. It signifies mostly selling occurred, and a bit of buying as well. Match up the volume dots with the bars and the bar UI should correctly display the aggressor volume. I hope that answers your question.

regards,

Bruce
Bookmap Support


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