Bookmap forum

I'm using Bookmap on Nasdsaq stocks and very often see clear levels with lots of orders, for example:

However, on DAX I never see any clear levels where lots of orders are accumulated. It's mostly just orders around the Bid-Ask:

I've tried both DXFeed EUREX and Rithmic EUREX Feeds.

Is there something I'm missing or this is just how the DAX moves?
 

The second screenshot (with only 10 levels) looks like a limited depth (only 10 levels). While the other one has all the data (full depth). You'd probably see similar picture if you could get a full depth data subscription, but I'm not sure if it's available at all.
Also, obviously, if the depth is limited in bookmap settings - disable the limit.
If there is any misunderstanding from our side could you please attach full-scale screenshots so symbol names are visible.

Thanks for the thorough reply. The symbol on the lower screenshot is FDAX0624. The screenshot above is some big Nasdaq stock (I don't remember which one)

Can you check if it possible to get more than 10 limits on DXFeed or Rithmic? As far as I read here on the forum, the most is 10 levels and Rithmic provides it. That is what I show on the screenshots above. So If I understand correctly there is no way to get the full book data?

It depends on specific exchange. For CME (e.g. ES) you can get full depth. I'm not sure if that's available for Eurex, need to check

mpl256 wrote: ↑

Tue Apr 30, 2024 5:27 pm

Thanks for the thorough reply. The symbol on the lower screenshot is FDAX0624. The screenshot above is some big Nasdaq stock (I don't remember which one)

Can you check if it possible to get more than 10 limits on DXFeed or Rithmic? As far as I read here on the forum, the most is 10 levels and Rithmic provides it. That is what I show on the screenshots above. So If I understand correctly there is no way to get the full book data?

You can get full depth for Eurex only with SierraChart or TradingTechnologies. All others just 10 bid/asks.