Historical Data Backfill

Add your new features and requests here.
bucks
Posts: 12
Joined: Thu Jun 06, 2019 6:19 pm

Historical Data Backfill

Post by bucks » Sun Jun 30, 2019 9:46 pm

It would be great to backfill and bring in historical data to see longer term levels. 

Gilbert
Posts: 6
Joined: Tue May 28, 2019 8:25 am
Has thanked: 4 times

Re: Historical Data Backfill

Post by Gilbert » Mon Jul 01, 2019 11:35 am

Hi!
It is by design that we provide up to 24 hours of recent historical data. It is unlikely that this will change in the near future.

mpxtreme
Posts: 28
Joined: Thu Oct 25, 2018 12:20 am
Been thanked: 4 times

Re: Historical Data Backfill

Post by mpxtreme » Thu Oct 17, 2019 1:24 pm

When you say up to 24hours or data...is this from the users data feed or from DevExperts?
Because most if not all trading platforms at least provide the backfill from the start of the Globex
session when launching the platform in the morning from the user's data feed ...Rithmic CQG etc
Which includes Bid Ask volume but usually not the orderbook updates.

Most users would prefer the total globex volume from the session open ..all volume traded from 18:00.
Having a Volume Profile and the visuals offered by the lower/higher volume nodes with the high/low reference points
is of much more value to users than the historical heatmap data.However I'm sure it would be easy to include both by
just filling the VP column separately with the historical data provided by their data feed.

Thanks

mpxtreme
Posts: 28
Joined: Thu Oct 25, 2018 12:20 am
Been thanked: 4 times

Re: Historical Data Backfill

Post by mpxtreme » Fri Oct 25, 2019 9:20 pm

Is the 24hour backfill included for all Bookmap users by default from DevExperts?

Thanks
mpxtreme

Zack
Posts: 61
Joined: Mon Jun 11, 2018 12:41 pm
Been thanked: 8 times

Re: Historical Data Backfill

Post by Zack » Sat Oct 26, 2019 9:25 am

Those who subscribe to Stocks get it as part of dxFeed. Futures subscribers get 1 hour by default and can subscribe to 24 hours
To learn more how it works, see here (called recent historical data)

mpxtreme
Posts: 28
Joined: Thu Oct 25, 2018 12:20 am
Been thanked: 4 times

Re: Historical Data Backfill

Post by mpxtreme » Wed Oct 30, 2019 4:51 am

All if not 90% of the broker feeds listed as supported by Bookmap ,do provide historical data.
Why limit the data to 1 hour when all of this data is free? It should be a minimum of 24 hours.


Even someone who connects to IQFeed will only have 1 hour of backfill data?

In a crash,computer issue or internet disconnect during the day...when reconnecting all the already
collected data is wiped from the chart. This is why it's imperative that at least 24 hours of data backfill
should be allowed.

Understandable the data comes from DXfeed for Futures which fills in the orderbook data however...
As mentioned before..most Bookmap users would prefer the trade data going back
to the Globex open. It's a simple standard to meet as every charting/trading platform does this.
 

Post Reply