Timeframe Question

Market data, Trading, Technical support, Features requests, etc
DPM
Posts: 1
Joined: Sun Dec 15, 2019 2:18 pm

Timeframe Question

Post by DPM » Sun Dec 15, 2019 2:20 pm

New to bookmap.

It seems to be delivering data on a 1 minute timeframe, or 1 minute candles.

Is there a way to change the timeframe to 5 minutes and up?

Thanks

AndreyR
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Re: Timeframe Question

Post by AndreyR » Mon Dec 16, 2019 8:35 am

Hi DPM,
could you clarify what kind of timeframe you need to set (please attach a screenshot if possible).
To change the time interval shown on the axis:
move the mouse wheel up or down while keeping the mouse pointer over the heatmap.
To change the time interval for candles:
Bookmap -> Studies configuration (a microscope icon on the toolbar) ->
-> Candlesticks (tick the box in and press the Candlesticks button) -> Interval (pick an interval from the range)

ingyukoh
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Re: Timeframe Question

Post by ingyukoh » Sun Dec 29, 2019 11:05 am

Dear DPM and AndreyR,

Multi time frame can illuminate time price space.

Simple average of ask/bid liquidity over time T of tick and trade volume
would be appropriate. Display in the same price-time coordinate with cumulative order book(COB)
over T, CVP(cumulative volume profile) as well as CVD.
Simultaneous understanding of price-time with heatmap, volumne dot, CQC,COB, CVP,CVD, and
quote deltas where T=1min, 5 min, 30 min, 1 hr, 4 hr, 1 day, 1 week.

Key questions to clarify is that for large T(1 day for example) averaging over ask/bid liquidity and
trade volume is meaningful.
Since time average behavior of micromarket in longer time frame
keeps the same auction system of maker/taker, this simple averaging concepts are assumed to be valid.

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