larger time frames and historical data

Market data, Trading, Technical support, Features requests, etc
cruechick101
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larger time frames and historical data

Post by cruechick101 » Wed Jun 28, 2023 11:50 pm

I know that people have asked about historical data on bookmap on here before, but they were from a few years ago. 
 is it possible now or in the near future to be able to see data at larger timeframes for stocks? like if i want to use my bookmap indicators to analyze a chart with daily time slices over a period of months? is there a data provider that does that?

Andry API support
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Re: larger time frames and historical data

Post by Andry API support » Thu Jun 29, 2023 9:57 am

Hi,
large periods of history are not supported yet. We are planning to support it later.

vectr07
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Re: larger time frames and historical data

Post by vectr07 » Sat Nov 04, 2023 2:16 am

Hi....what are the maximum timeframes supported for Rithmic data (ie. ES, MGC, CL etc) and for DxFeed data (ie. TSLA, SPY, NVDA etc)?....and what selection can be made for the max historical data on the tab...ie 12h, 24h, 48h?
Thanks.

Andry API support
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Re: larger time frames and historical data

Post by Andry API support » Mon Nov 06, 2023 7:57 am

If you have a Dxfeed or Omnifeed subscription by default you get up to 24 hours of historical/backfill data.
If you use any other data feed like Rithmic, CQG etc you get 1 Hour of historical/backfill data. If you want to get more historical data then you have three options:
1. Subscribe to the dxFeed CME Historical Market Depth Data for $14/month. This will provide you with up to 24H DxFeed Historical/Backfill data . You can find this subscription after you login on your account page here: https://bookmap.com/members/signup
2. Record your live session and then review it in replay mode. For more info please check the below 2 video guides:
https://www.youtube.com/watch?v=dWOE2NiYm5A
https://www.youtube.com/watch?v=yQcK1Bf6cds
3. Keep Bookmap running and the data will be saved locally. In this way, every time you subscribe to an instrument you will be getting the data you previously had collected locally during a trading session.
If you want more than 24 hours of historical data for Stocks or Futures please let us know. We can extend it for you to up to 28 days if you wish. Note though that the more the data the heavier your machine becomes so you should accept this risk before choosing that option.

pr0ma
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Re: larger time frames and historical data

Post by pr0ma » Mon Jan 29, 2024 12:16 am

the fact that you don't allow your users to download as much data as they want from the exchanges is a shame.
Any other trading platform allows you to connect to your data provider and download the data that you want. Binance data for example is downloadable for free from Binance and you only allow 1 hour or else you have to pay bookmap to download free data that belongs to binance. Not good.

Zack
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Re: larger time frames and historical data

Post by Zack » Mon Jan 29, 2024 5:53 am

note that full depth data is 'heavy' and require a big challenge to store, deliver and process it...
in any case, we are working on this and plan to support the ability to see long history soon

seanp
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Re: larger time frames and historical data

Post by seanp » Sat Mar 30, 2024 10:03 pm

I use Sierra Chart with their Denali data feed and I am able to download, store, and replay any amount of historical data (with full depth).

I understand the concerns about performance and storage, but it would be nice to let users determine what works for them.

I trade from my laptop while traveling full time and am unable to leave my machine on 24-7 to record data, so the ability to download historical data, even if just from the previous week, would be great.

 

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