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Bookmap xRay


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Bookmap xRay

  #101 (permalink)
 
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 Bookmap  Bookmap is an official Site Sponsor
 
Posts: 194 since Jan 2017
Thanks Given: 7
Thanks Received: 173


johnl View Post
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.

Hi John,

I've attached an image that I hope clarifies this UI issue. Think of the bar as a total volume composite just like the pie dots display. I hope this helps. Let me know if I can further assist.

regards,

Bruce

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  #102 (permalink)
 johnl 
london
 
Experience: Advanced
Platform: multicharts,ninja,Bookmap
Broker: IB IQ,OEC
Trading: fdax fgbl
Posts: 57 since Jan 2011
Thanks Given: 8
Thanks Received: 27

ok thanks- understood it reads like a vertical pie


Bookmap View Post
Hi John,

I've attached an image that I hope clarifies this UI issue. Think of the bar as a total volume composite just like the pie dots display. I hope this helps. Let me know if I can further assist.

regards,

Bruce


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  #103 (permalink)
 johnl 
london
 
Experience: Advanced
Platform: multicharts,ninja,Bookmap
Broker: IB IQ,OEC
Trading: fdax fgbl
Posts: 57 since Jan 2011
Thanks Given: 8
Thanks Received: 27


I have switched from IQ to Rithmic today and have seen only a couple of instances of icebergs, typically I would have expected to have seen many more with IQ. Are there any known issues with Rithmic data

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  #104 (permalink)
 
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 Bookmap  Bookmap is an official Site Sponsor
 
Posts: 194 since Jan 2017
Thanks Given: 7
Thanks Received: 173


johnl View Post
I have switched from IQ to Rithmic today and have seen only a couple of instances of icebergs, typically I would have expected to have seen many more with IQ. Are there any known issues with Rithmic data

Hi John,

There could be discrepancies with the Iceberg Detector between various data providers. It depends how the orders hit the book. You could even see discrepancies between the same data provider and differing platforms due to how the API for that provider provides the data for Bookmap to process. Remember, there is no magic here as this number simply represents the quantity of traded volume that is greater than the liquidity that was reported in the limit order book at that exact price and exact moment in time. There are a number of factors that can effect this, including the API and how it prioritizes the data stream during "fast market" or sudden flurries of activity, latency to the API provider and or from the API provider, and many more. Our Iceberg Detector algo does not change -- it makes the same calculation regardless of data feed, platform, or version.

regards,

Bruce
Bookmap Support

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  #105 (permalink)
 johnl 
london
 
Experience: Advanced
Platform: multicharts,ninja,Bookmap
Broker: IB IQ,OEC
Trading: fdax fgbl
Posts: 57 since Jan 2011
Thanks Given: 8
Thanks Received: 27

Is there any intention to support OEC as I believe S5 is using its tecnology

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  #106 (permalink)
 
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 Bookmap  Bookmap is an official Site Sponsor
 
Posts: 194 since Jan 2017
Thanks Given: 7
Thanks Received: 173


johnl View Post
Is there any intention to support OEC as I believe S5 is using its tecnology

Hi John,

Bookmap already supports OEC data for Stage5Trading and Gain Capital. Here's the complete list of data providers we currently supports:
  • Stage 5
  • Gain Capital
  • Ninja 7 & 8
  • CQG
  • Rithmic
  • IQ Feed
  • Transact Futures
  • TT API
  • Interactive Brokers TWS
  • Tradovate
  • AMP

You can add or edit a data provider at https://bookmap.com/portal/, then click on the "Manage Account and Profile, and edit your Account Connectivity / Data Provider input field.

regards,

Bruce
Bookmap Support

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  #107 (permalink)
 
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 bathrobe 
Los Angeles
 
Experience: Advanced
Trading: Energy
Posts: 81 since Oct 2010
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Thanks Received: 35

@Bookmap I have an idea that would help he a lot and want to add it to the list. I use 4 monitors, charts on each and a bookmap window on each. If I click the chart, bookmap moves to the back and I have to hover over the icon in toolbar and select correct instrument amongst 6, can you implement a feature where it would be something like "always on top" or "always in front"? When I used X_Trader in the past they had this and it helped in this scenario.

Thanks

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  #108 (permalink)
 
Bookmap's Avatar
 Bookmap  Bookmap is an official Site Sponsor
 
Posts: 194 since Jan 2017
Thanks Given: 7
Thanks Received: 173


bathrobe View Post
@Bookmap I have an idea that would help he a lot and want to add it to the list. I use 4 monitors, charts on each and a bookmap window on each. If I click the chart, bookmap moves to the back and I have to hover over the icon in toolbar and select correct instrument amongst 6, can you implement a feature where it would be something like "always on top" or "always in front"? When I used X_Trader in the past they had this and it helped in this scenario.

Thanks

Hi Bathrobe,

Thanks for the suggestion, I've documented it and added it to our list.

regards,

Bruce
Bookmap Support

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  #109 (permalink)
 johnl 
london
 
Experience: Advanced
Platform: multicharts,ninja,Bookmap
Broker: IB IQ,OEC
Trading: fdax fgbl
Posts: 57 since Jan 2011
Thanks Given: 8
Thanks Received: 27

Could you explain why both green and red dots appear on the bid i would have expected a trade on the bid to have been given a sell trade circle.

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  #110 (permalink)
 
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 Bookmap  Bookmap is an official Site Sponsor
 
Posts: 194 since Jan 2017
Thanks Given: 7
Thanks Received: 173



johnl View Post
Could you explain why both green and red dots appear on the bid i would have expected a trade on the bid to have been given a sell trade circle.

Hi John,

You use CQG data, however their data feed does not contain the indication of the trade's aggressor, therefore Bookmap estimates it based on current price, according to the most recent update. There may be a very short-time change in price when those trades occur. Try to zoom-in further to see if it's true. If not, then please send us this data file for investigation at [email protected].

Bruce
Bookmap Support

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Last Updated on April 26, 2022


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