Search found 5 matches
- 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...
- 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
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
- 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...
- 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
yes that worked fine.
Thanks for the help!!
Best
Philipp
- 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...