Liquidity Tracker indicator has now been released for Bookmap. This indicator allows users to see the liquidity for bid, ask, and bid minus ask over time. This can reveal imbalances in the market that may affect the price.
Liquidity Tracker can be set up to calculate liquidity in many...
Hi Cornerstone,
Yes that's precisely right. This is where a traditional DOM breaks down -- it cannot display the not only the liquidity, but neither the price structures, nor the context of the aggressor volume within the price structure and liquidity. In essence, the complete picture of the...
Yes, Bookmap supports full market depth data, and now Market-by-Order (MBO) data as well. Bookmap also gives your estimated position in the order book queue as a graphical representation in the histogram in data column.
This post is about comparing Bookmap to traditional DOM's, which basically only displays a snapshot of the current market.
What about where traders previously bid and offered? It's hard to recall all that.
What about behavior around the BBO? Did they pull liquidity, add it above or below the...
What are the challenges using a traditional DOM? Well, it’s limited only to current market data. Once the numerical values update in the DOM, then the data is lost. We’d have to memorize what occurred at these specific price levels, track if liquidity was pulled, added, or transacted.
But what...
Bookmap is a high-performance data visualization and trading platform.
Bookmap offers a new perspective on the market and together with its analytic set of tools allows traders to make better and more educated trading decisions.
Bookmap is not a holy grail system with magical buy and sell...
In addition to dxFeed US stocks feed, users now can power Bookmap with a new source of Futures data
dxFeed offers 3 data packages:
Individual connections to CME / CBOT / NYMEX / COMEX for $29 per month each
CME bundle of CME, CBOT, NYMEX, COMEX for $79 per month
ICE for $179 per month...