Footprint for limit orders where? Which Setting in Bookmap?

Market data, Trading, Technical support, Features requests, etc
buerogrosch
Posts: 1
Joined: Sat Nov 12, 2022 10:20 pm

Footprint for limit orders where? Which Setting in Bookmap?

Post by buerogrosch » Sat Nov 12, 2022 10:28 pm

Hello, I'm new and just learning how to use bookmap and footprint for trading futures and I have questions:
 
Please take a look to the attached screenshot of Bookmap. There you can see a bookmap excerpt from the GOLD futures from 11/10/2022.
 
Question:
 
1.) The yellow-orange bar at number 1: Are these all sell-limit orders? Or are there buy limit orders there as well? And how do I find out how many sell and how many buy limit orders are hidden in the crossbar?
 
2.) Same question as number 1.
 
3.) The orange bar at number 3: Are these all buy limit orders? Or are there also sell limit orders? And how do I find out how many buy and how many sell limit orders are hidden at this point, on this crossbar?
 
So is there a way to break down the yellow-orange bar with Bookmap or other programs and determine how many long and how many short limit orders are hidden in it?
 
Can Bookmap do that? And if not, are there any alternative programs which can do so?
 
And 4.) Is there a feature / setting in your program that shows me FOOTPRINT and DOM / order book for limit orders that have not yet been redeemed and market orders that have already been redeemed separately for CME and COMEX futures? I would like to see both: A footprint and order book for already filled market orders and for limit orders not filled yet in REALTIME. Question: Is there such a feature / setting in Bookmap and if so, what is it called? Where can I find it? And what are the costs for such features?
 
I am grateful for any help.
 
Greetings Thommy
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nmarkidis
Posts: 4
Joined: Sat Jul 03, 2021 3:23 pm

Re: Footprint for limit orders where? Which Setting in Bookmap?

Post by nmarkidis » Mon Nov 14, 2022 7:32 pm

Hi,

The horizontal colorful bars you see on the chart is called heatmap.  The Heatmap shows a graphical representation of liquidity in the current and historical order book. The redder the colour of the heatmap, the higher the liquidity.  Colder (or bluer) colours – ending with dark blue – indicate lower liquidity (https://bookmap.com/knowledgebase/docs/ ... docusaurus). 

1.) The yellow-orange bar at number 1: Are these all sell-limit orders? Or are there buy limit orders there as well? And how do I find out how many sell and how many buy limit orders are hidden in the crossbar?

These are all sell limit orders since you are above the best ask price. Under the COB (Current order Book) column you can see the liquidity per price level (liquidity = all buy/sell limit orders waiting to be executed in the Orderbook)

2.) Same question as number 1.

These are all buy limit orders since you are above the best ask price. Under the COB (Current order Book) column you can see the liquidity per price level (liquidity = all buy/sell limit orders waiting to be executed in the Orderbook)

3.) The orange bar at number 3: Are these all buy limit orders? Or are there also sell limit orders? And how do I find out how many buy and how many sell limit orders are hidden at this point, on this crossbar?

These are all sell limit orders since you are above the best ask price. Under the COB (Current order Book) column you can see the liquidity per price level (liquidity = all buy/sell limit orders waiting to be executed in the Orderbook)

So is there a way to break down the yellow-orange bar with Bookmap or other programs and determine how many long and how many short limit orders are hidden in it?

You can zoom-in vertically and check the total size of orders per price level if you want. Just hover your mouse cursor over the price ladder and scroll upwards for the zoom-in.

4.) Is there a feature / setting in your program that shows me FOOTPRINT and DOM / order book for limit orders that have not yet been redeemed and market orders that have already been redeemed separately for CME and COMEX futures? I would like to see both: A footprint and order book for already filled market orders and for limit orders not filled yet in REALTIME. Question: Is there such a feature / setting in Bookmap and if so, what is it called? Where can I find it? And what are the costs for such features?

Bookmap's core functionality does not support the footprint view but we have a 3rd party addon in our Marketplace that supports it. Here's the page (https://marketplace.bookmap.com/marketp ... duct/38131).

In order to get a general idea of some key features you get with Bookmap I would strongly suggest to check the below video:
https://www.youtube.com/watch?v=Zn-9x5xFiRI

Also, for the full educational material please head over to our education page here: https://bookmap.com/education

If you have more questions I would suggest to contact us either through chat on our Bookmap website or by email at [email protected]

Kind Regards,
Nick

Bookmap Support Team


 

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