Search found 5 matches

by phil83
Wed Sep 16, 2020 2:52 pm
Forum: Bookmap API
Topic: Data recorder - discrepancy in "Quotes" recorded and displayed in BM
Replies: 6
Views: 4091

Re: Data recorder - discrepancy in "Quotes" recorded and displayed in BM

Hi Andrey, thanks for your reply. My Script is calculating with the price of your Simple Demo and divides it by 4 (pip per point) to get the real price. So 3403 is 13616 as data output in the data recorder. This is all fine. I calculate with this further and divide it locally. The issue was regardin...
by phil83
Wed Sep 16, 2020 7:46 am
Forum: Bookmap API
Topic: Data recorder - discrepancy in "Quotes" recorded and displayed in BM
Replies: 6
Views: 4091

Re: Data recorder - discrepancy in "Quotes" recorded and displayed in BM

Update:
I installed the latest build V 7.1.1 build: Mac-119 (released today)

The problem seems to be fixed with this build. Now the heat map values seem to be the same as in the data recorder.
Can you confirm this?

Thanks
Philipp
by phil83
Tue Sep 15, 2020 12:50 pm
Forum: Bookmap API
Topic: Data recorder - discrepancy in "Quotes" recorded and displayed in BM
Replies: 6
Views: 4091

Data recorder - discrepancy in "Quotes" recorded and displayed in BM

Hi everyone, I am using the Data Recorder API to record trades, quotes, BBO etc. in a text file.  When I am looking at the "Quote"-lines that are recorded I see a difference to what is displayed in Bookmap (in the heat map).  API Code (kept in standard from Git) of the data recorder: @Override publi...
by phil83
Fri Jul 24, 2020 2:03 pm
Forum: Bookmap API
Topic: Snapshot of Market Depth
Replies: 2
Views: 3646

Re: Snapshot of Market Depth

Hi Andrey, 

yes that worked fine. 
Thanks for the help!!

Best
Philipp
by phil83
Wed Jul 22, 2020 5:38 pm
Forum: Bookmap API
Topic: Snapshot of Market Depth
Replies: 2
Views: 3646

Snapshot of Market Depth

Hi everyone, I couldnt find anything in the documentation or online. So hopefully you can help Id like to create a snapshot of the market depth in the method initialize of the data recorder. So going through all available price levels and get price level and corresponding limit order volume in the o...