Search found 33 matches
- Wed Dec 11, 2019 5:43 pm
- Forum: Bookmap API
- Topic: orderbook trade data
- Replies: 4
- Views: 9081
orderbook trade data
I work in deep learning using orderbook and trade volume. How can I extract orderbook and trade volume in Bookmap? One method is : for "time and sales" through "export data in column as in csv". Unfortunately only trade data. Is there simpler method than java writing orderbook and trade data to f...
- Wed Dec 11, 2019 5:13 pm
- Forum: General forum
- Topic: heatmap from orderbook of limited depth (5 or 10)
- Replies: 4
- Views: 5366
heatmap from orderbook of limited depth (5 or 10)
If equities have order book of depth 5 or 10( as in case of Nikkei and Kospi), how to draw heatmap which should have more depth information? Do you assume that order book persists? If price goes near that price level, do you adjust the heatmap? In cryptocurrencies like Bitmex, order book has enoug...
- Tue Nov 26, 2019 7:08 am
- Forum: Bookmap API
- Topic: book map Api for python programmer
- Replies: 3
- Views: 6433
book map Api for python programmer
My java is not proficient. Do bookmap has python wrapper around java for python programmer?
Best regards,
Ingyu
Best regards,
Ingyu