bigdatainbeta24 wrote: ↑Mon Jun 01, 2020 6:09 pm
Hi Rok,
This is great news. Thank you.
I am very new to Bookmap. I haven't tried this because I'm still on the Digital subscription.
Could you share with me the following:
1. Do you get fullmarket depth?
2. Have their been any complaints with this data connection fromTradestation?
3. How do you access this adapter? Is it simply adding the Tradestation connection in Bookmap and then subscribing to any ticker/symbol?
Please let me know.
Thank you.
Peter
Hi Peter, sorry for the late response.
At this point we do not get full depth, but we're in communication with TradeStation and will implement max depth we get when that is possible. Note that Bookmap also supports
cross-instrument trading where you can trade on e.g. AAPL via TradeStation while looking at the AAPL chart from dxFeed (where the depth is full).
I'm not aware of major complaints but best if you try it and see. One downside might be that the order status reports (add, fill) have a slight delay due to the way the TradeStation API exposes these events (it's not done via push, but via fetching every 2 seconds). But this shouldn't impact the trading strategy since the latency from Bookmap to server is still very quick.
Accessing the adapter is done, as you say, simply by adding the Tradestation connection and subscribing to a symbol.