Search found 33 matches

by ingyukoh
Wed Dec 11, 2019 5:43 pm
Forum: Bookmap API
Topic: orderbook trade data
Replies: 4
Views: 9076

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...
by ingyukoh
Wed Dec 11, 2019 5:13 pm
Forum: General forum
Topic: heatmap from orderbook of limited depth (5 or 10)
Replies: 4
Views: 5342

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...
by ingyukoh
Tue Nov 26, 2019 7:08 am
Forum: Bookmap API
Topic: book map Api for python programmer
Replies: 3
Views: 6421

book map Api for python programmer

My java is not proficient.  Do bookmap has python wrapper around java for python programmer?
Best regards,
Ingyu