Bookmap forum

I'm happy with how it works, but it is just too slow, even on a >5 GHz CPU. I miss trades because Bookmap cannot compute AVWAPs fast enough. I also do not understand why, for each new AVWAP, it needs to process so many historical data points (often >100 million). I regularly have to restart Bookmap intraday to reduce the amount of historical information AVWAP processes.
 
I can supply screen captures, profiler traces, etc., if needed. However, my experience seems similar to that of many Bookmap users. In some situations, I just cannot wait 30-60 seconds for an AVWAP to render.

Thanks for considering this!

It is really bad with current volatility. It cannot be correct, that AVWAP always needs to scrub through all historic data loaded. Sometimes it takes 2 minutes to add an AVWAP. By that time my trade is gone.