Bookmap Knowledge Base

Bookmap Knowledge Base

  • User Guide
  • Add-ons
  • Java API

›5. Indicators

1. Introduction to Bookmap

  • Bookmap Knowledge Base
  • Bookmap® Connectivity
  • Software Versions
  • Bookmap System Requirements

2. Getting Started

  • Register And Download Bookmap
  • Visit Bookmap Portal
  • Enter Your License Key
  • Select A Run Mode
  • Connect To A Broker Or A Data Provider
  • Install An Adapter
  • Connect To Own Data Source
  • Subscribe To An Instrument
  • Open The Main Window
  • Activate Bookmap Offline
  • Add-ons Manager

3. Setting Up & Operating Bookmap

  • Tabs
  • Heatmap. Main Chart
  • Columns

4. Trading

  • Trading with Bookmap
  • Order Types
  • Orders Management
  • Cross-Instrument Trading
  • Trading Configuration Panel
  • Trading from DOM
  • Cross Trading

5. Indicators

  • Display And Settings
  • Cumulative Volume Delta
  • Large Lot Tracker
  • Imbalance Indicators
  • Strength Level Indicator
  • Correlation Tracker
  • MBO Bundle Installation Guide

6. Multibook

  • Introduction to Multibook
  • Multibook Synthetic Instruments
  • Multibook vs Multibook Customizer
  • How to Install Multibook
  • Multibook FAQ

7. Strategies

  • Automated Strategies
  • Automated Strategies FAQ

8. Partnerships

  • Thinkorswim (TOS)
  • Coinbase Derivatives Exchange
  • Coinbase Derivatives - Nano Bitcoin

9. Bookmap Wiki

  • Iceberg Orders Tracker
  • Market Mechanics

10. Help

  • Bookmap Basics FAQ
  • Bookmap Performance FAQ
  • Bookmap For Crypto FAQ
  • Bookmap Marketplace FAQ
  • MBO Bundle FAQ
  • Multibook FAQ
  • Glossary
  • Release Notes

11. Errors

  • General Errors And Crashes
  • Performance Issues
  • dxFeed Data And Backfill Data Issues
  • Rithmic Issues
  • Other Issues

12. Appendices

  • Appendix I. Keyboard Hotkeys
  • Appendix II. Custom Notes
  • Appendix III. Special Orders
  • Appendix IV. Orders Format
  • Appendix V. Colour Value Names

Large Lot Tracker

Large Lot Tracker Application

Bookmap can display an approximation of the largest single pending order at any price level if that order crosses a certain threshold. In order for the Large Lot Trade to be displayed, it has to be at least 20% of the total order size at the relevant price level and at least 10% of the width of the largest pending orders bar.

Large Lot Tracker is displayed by a vertical white line on the order bars on the COB column. The distance between the vertical line and the base of the bar is an approximation of the size of the largest order.

screenshot

Large Lot Tracker Interpretation

This feature can be utilized to identify the presence of a dominant market participant(s) at a certain price level.

Large Lot Tracker Settings

Once enabled, the Large Lot Tracker Add-on is activated by clicking the studies panel icon above the chart and checking the Largest Lot Tracker check box. Users can set the thresholds that a single order must pass in order to be displayed as a large lot.

There are two thresholds to pass: the size of the order relative to the total size at the relevant price level (Minimum percentage at price level) and the size of the order relative to largest total size at any of the visible order book levels (Minimum percentage in Order Book).

screenshot

Large Lot Tracker Limitations

The Large Lot Tracker is not based on exchange transmitted data but rather on an internal algorithm that approximates the largest single order at any price level. Therefore, it is not guaranteed to be 100% accurate. It requires the COBB (current order book bars) to be defined as one of the user’s columns selection.

← Cumulative Volume DeltaImbalance Indicators →
  • Large Lot Tracker Application
  • Large Lot Tracker Interpretation
  • Large Lot Tracker Settings
  • Large Lot Tracker Limitations
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