1.1. Connectivity
It is of great importance that you know the information provided in this section. Please read the following notes thoroughly.
- Bookmap Digital is a FREE version. It supports crypto and allows to display only one instrument at a time.
- Bookmap Global connects to multiple stocks and futures as well as crypto assets.
- Bookmap Global+ in addition to the set of features included in Bookmap Global, it provides various add-ons and the ability to trade from the chart.
Bookmap packages do not include data and brokerage services. Connect to a market data provider via your broker/exchange or purchase a data subscription via Bookmap.
Note: you might have to provide your credentials when connecting Bookmap to markets.
- See the list of features and tools provided by Bookmap packages and compare prices here
- See the list of Bookmap-compatible brokers here
- See the list of accessible crypto exchanges here
- See the list of Bookmap-comaptible market data providers here
Bookmap connects to three different types of markets: US stocks, futures, and digital currencies (crypto). You can connect to US stocks, several futures data feeds, and several digital currency exchanges all at the same time in Bookmap with a Global/Global+ subscription.
Bookmap works on Windows, Mac and Linux but is not officially supported).
You can install Bookmap on as many computers as you want yet you can run Bookmap on only one of them at a time. Although, Bookmap Global+ version allows for access to Replay Mode on a secondary machine.
US Stocks Connectivity
dxFeed | for US Stocks
A subscription to dxFeed is required in order to connect Bookmap to US stocks. Currently this is the only method for connecting Bookmap to the US stock markets with full depth data.
dxFeed for stocks data can be purchased from bookmap.com.
Notes:
- dxFeed covers all US equities.
- Supported market data feeds at this stage are Nasdaq TotalView (full depth), Cboe/EDGX (full depth) and NBBO. ARCA and other ECNs are not included in the dxFeed’s market depth data so you might see order book discrepancies. To learn more about NBBO, click here.
- Up to 24 hours of backfill data can be merged with real-time data upon subscription to a new symbol. The resolution of backfill data is one second. It consolidates data from the following feeds:
- Nasdaq TotalView full depth
- Cboe/EDGX full depth
- CTA/UTP (NBBO)
- When subscribing to dxFeed data, you are only receiving data and not brokerage services. If you have an account with TradeStation or Interactive Brokers, you can get the data via dxFeed and trade via your brokerage account. More details are provided below.
For pricing of dxFeed stocks & futures market data, please go to dxfeed.bookmap.com
Subscribing to dxFeed Data for US Stocks
A subscription to dxFeed is available via your account @ Bookmap. Once you subscribe to Bookmap, log into the www.Bookmap.com/portal. Then in the left margin toolbar, click on “Addons”. Choose the desired dxFeed subscription and go through the purchasing process.
Connection
Watch this video to learn how to connect dxfeed / US Stocks to Bookmap
Brokers: TradeStation | for US Stocks only
If you have Bookmap Global+ version 7.1 or greater and a TradeStation account, it is possible to route live trades from Bookmap to your TradeStation account for stocks. Note that a dxFeed subscription is still required in order to get the US stocks data into Bookmap. You are not receiving TradeStation stock data, you are only routing your trading decisions from Bookmap to your Tradestation account.
Connection
To learn how to connect dxFeed, Bookmap & TradeStation, watch this connection video
Brokers: Interactive Brokers | for US Stocks
If you have Bookmap Global+ and an Interactive Brokers account, it is possible to route live trades from Bookmap to your Interactive Brokers account.
A dxFeed data subscription for stocks is still required in order to get the US stocks data into Bookmap. You are not receiving Interactive Brokers stock data, you are only routing your trading decisions from Bookmap to your Interactive Brokers account.
Futures Connectivity
As a stand-alone platform, Bookmap connects to several data providers such as Rithmic (MBO & full depth), dxFeed (full depth), CQG Continuum, Gain Capital, IQFeed, and Transact. If your broker supports one of those platforms, you can get credentials from your broker and use Bookmap to visualize the market data and trade. If your broker doesn’t support those platforms, you can subscribe directly to the data provider for data only. Note that in order to trade from the Bookmap chart to your funded account you have to have the Bookmap Global+ version.
Futures backfill data of up to 24 hours is available for all connections. To learn more about this click here.
Rithmic
Rithmic offers high quality full-depth futures data. We recommend using Bookmap with Rithmic data.
You can get Rithmic CME Market by Order Data directly from Bookmap. Visit Bookmap Marketplace for details.
Please contact Rithmic for other information as well as for the 14 day free trial.
Notes:
- Rithmic data consists of full depth market data for the majority of futures markets.
- For CME futures, Rithmic provides Market-by-Order data.
- Rithmic does not offer brokerage services. See list of brokers that Rithmic offers.
- You can use the same Rithmic market data credentials in Bookmap for other platforms. Additional costs may apply.
Connection
While configuring connectivity in Bookmap, pay attention to the Rithmic System/Gateway combination. If you are not sure what Gateway should be set to, use the default settings.
Rithmic R-Trader API
To allow connection of your Rithmic data to Bookmap and another platform in parallel follow these steps:
- Make sure you have the latest version of R | Trader Pro installed. To download the latest version go to https://rithmic.com/rtraderpro.msi
- Start R | Trader Pro. On the R | Trader Pro launch pad click “Allow Plug-ins” (see the screenshot below)
- Enter your credentials (in two places) and press the “Login” button.
- Make sure you have Bookmap 7.1 b37 or later version installed. Launch Bookmap and press the “Connection→Configure”.
- In Bookmap configuration window, press the “ADD CONNECTION” button and select “Rithmic”.
- Tick the “Plugin mode” checkbox and enter your R | Trader Pro credentials. Press “OK”.
- Tick the Rithmic connection under the Connection menu and click the + button to subscribe to your instrument of choice.
NOTE
- Make sure you use the same credentials in Bookmap and in both places in RTrader
- Keep RTrader open for the session, otherwise, you will loose the market data connection
- Watch our brief instructional video to learn how to connect Bookmap via Rithmic's R-Trader Pro API. It can save you an additional market connection and therefore help you bypass CME professional fees when having more than 2 exchange connections.
dxFeed | for Futures
You can connect Bookmap to dxFeed for futures. A subscription to dxFeed for futures is offered via your account on Bookmap. Once you subscribe to Bookmap, log into the www.Bookmap.com/portal, click on “Addons” in the left margin and choose the desired dxFeed subscription. For pricing of dxFeed stocks & futures market data, please go to dxfeed.bookmap.com.
Notes:
- dxFeed offers full depth market data for CME, CFE/CBOE Volatility Index futures (VIX) and ICE.
- dxFeed does not offer brokerage services directly. Routing trading activity to other brokers is not supported at this time.
Connection
Watch this video to learn how to connect dxfeed futures to Bookmap
CQG for Futures
Bookmap connects to CQG Continuum data only; it does not connect to CQG IC nor any other CQG products. Note that CQG Continuum currently offers full depth market data only for COMEX and NYMEX exchanges and does not offer full depth for indexes or other CME futures. You can subscribe directly to CQG Continuum for market data.
Please contact CQG Continuum for more details.
Notes:
- CQG does not offer brokerage services. See list of brokers that offer CQG Continuum. Please reach out to the various brokers to understand data costs and any trading fees associated with CQG Continuum data.
- To connect Bookmap as a standalone consumer of CQG Continuum, request information from your broker for both Bookmap Private Label and CQG Continuum in CAST.
- You can use the same CQG Continuum market data credentials in Bookmap for other platforms. Additional costs may apply.
Connection
To learn how to connect CQG Continuum for futures to Bookmap, watch this video
Gain Capital for Futures
Bookmap connects to Gain Capital OEC futures data. You can subscribe directly to Gain Capital for Futures data visualization here.
Notes:
- Gain Capital does not currently offer full depth market data for futures.
- See list of brokers that Gain offers. Reach out to the various brokers to understand data costs and any trading fees associated with Gain Capital OEC data.
- The Stage 5 platform is based on Gain Capital OEC data.
Connection
Watch this video to learn how to connect OEC futures to Bookmap
iQFeed for Futures
Bookmap connects to IQFeed futures for data. You can subscribe directly to IQ Feed for Futures data visualization only.
Notes:
- No brokerage services are available directly from IQ Feed. Click here to see list of brokers that IQFeed offers. Please reach out to the brokers to understand data costs and any trading fees associated with IQFeed data.
- IQFeed does not currently offer full depth market data.
Connection
Watch this video to learn how to connect IQFeed futures to Bookmap
TransAct for Futures
Bookmap currently connects to Transact futures. You can subscribe directly to Transact futures data here.
Notes:
- Transact does not currently offer full depth market data for futures. It also has some stability-related issues; therefore, we do not recommend using Transact market data.
- See list of brokers that Transact offers. Please reach out to the various brokers to understand data costs.
Connection
Watch this video to learn how to connect Transact futures to Bookmap
Cedro for Brazilian Futures Data
Bookmap will offer connectivity to Brazilian futures markets via Cedro soon.
NinjaTrader
Bookmap connects to NinjaTrader 7 & 8. Data first arrives from a third party vendor into the NinjaTrader platform and then is output to Bookmap.
Notes:
- Although this method of connectivity is available, it is recommended to connect Bookmap as a standalone platform directly to the data provider. This will improve stability and the quality of the data received.
- Most NinjaTrader market data feeds do not contain full depth data. Rithmic contains full depth when connecting to NinjaTrader, however MBO data is not supported.
Connection
Click here to learn how to connect NinjaTrader futures to Bookmap
Interactive Brokers | TWS API Futures
Bookmap connects to Interactive Brokers (IB) Traders WorkStation’s API (TWS) for futures for data only. You can subscribe directly to Interactive Brokers.
Notes:
- IB does not currently offer full depth market data for futures.
- Market data updates are not frequent; therefore, we do not recommend using IB data.
- If you’re using dxFeed for futures market data, it is not possible to trade from the Bookmap chart into a live Interactive Brokers account. This is only possible with dxFeed stock data.
Connection
Watch this video to learn how to connect Interactive Brokers TWS to Bookmap
Trading Technologies | TT .NET Futures Connectivity
Bookmap connects to the TT .NET API. You can subscribe directly to Trading Technologies.
Note:
- TT.NET connectivity is relatively new and does not currently offer full depth market data for futures.
Crypto Connectivity: Supported Exchanges & Critical Notes
Bookmap connects directly to several digital currency exchanges:
- Binance
- Binance Futures
- Bitfinex
- Bitflyer
- BitMEX
- Bybit
- Coinbase
- FTX
- Deribit
- HitBTC
- Kraken
- Kraken Futures
- OKCoin
- OKEX
- Poloniex
Notes:
- In Bookmap Digital (the free version), you can use Bookmap with one crypto instrument only, for both for market data visualization and trading. If you want more than one symbol at a time, you’ll need to subscribe to Bookmap Global or Global+.
- A crypto exchange account is not required in order to connect to a crypto exchange.
- Some crypto adapters provide access to both market data and trading, while other allow for market data connectivity only.
Crypto Adapters: Data & Features
| Trading | Full-depth Data | Server-side order update | Server-side market order | Server-side brackets | Server-side OCO | Server-side trailing stop | Demo Data | Working backfill data | |
|---|---|---|---|---|---|---|---|---|---|
| Binance | ✅ | ✅ | ❌ | ✅ | ❌ | ✅ | ❌ | ❌ | ❌ |
| Binance Futures | ✅ | ✅ | ❌ | ✅ | ❌ | ❌ | ❌ | ❌ | ✅ |
| Bitfinex | ✅ | ❌ | ❌ | ✅ | ❌ | ✅ | ✅ | ❌ | ❌ |
| Bitflyer | ✅ | ✅ | ❌ | ✅ | ✅ | ✅ | ✅ | ❌ | ✅ |
| BitMEX | ✅ | ✅ | ✅ | ✅ | ❌ | ❌ | ✅ | ✅ | ✅ |
| Bitstamp | ✅ | ✅ | ❌ | ✅ | ❌ | ❌ | ❌ | ❌ | ✅ |
| Bybit | ❌ | ✅ | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | ❌ | ❌ |
| Coinbase | ✅ | ✅ | ❌ | ❌ | ❌ | ❌ | ❌ | ❌ | ❌ |
| Deribit | ❌ | ✅ | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | ❌ | ❌ |
| FTX | ✅ | ✅ | ✅ | ❌ | ❌ | ❌ | ✅ | ❌ | ✅ |
| HitBTC | ✅ | ✅ | ❌ | ❌ | ❌ | ❌ | ❌ | ❌ | ❌ |
| Kraken | ❌ | ✅ | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | 🄽/🄰 | ❌ | ✅ |
| Kraken Futures | ✅ | ✅ | ✅ | ❌ | ❌ | ❌ | ❌ | ✅ | ✅ |
| OKCoin | ✅ | ✅ | ❌ | ✅ | ❌ | ❌ | ❌ | ✅ | ❌ |
| OKEX | ✅ | ✅ | ❌ | ✅ | ❌ | ❌ | ❌ | ✅ | ❌ |
| Poloniex | ✅ | ✅ | ✅ | ❌ | ❌ | ❌ | ❌ | ❌ | ✅ |
Crypto Adapters: Functionality & Requirements
Most adapters are designated as alpha. It means that although they have been used for a while, we are still testing them and some issues might appear. Shall you encounter any problems, please, report them or request new ones in the "Supported Connections" section of our Forum.
Some of them are already available as a part of Bookmap Version 7.1 in the External Plugins Manager (Settings ⟶ Manage plugins).
For installation guidelines, visit this page.
Binance (Spot)
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret under Binance API management settings (make sure to check Enable Trading if you're going to trade).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since Binance has no demo/paper accounts.
See the Bookmap Binance forum section for changelog, to report issues, and request new features.
Binance Futures
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret under Binance API management settings (make sure to check Enable Trading and Enable Futures).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since Binance Futures has no demo/paper accounts.
See the Bookmap Binance forum section for changelog, to report issues, and request new features.
Bitfinex
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret; see instructions on Bitfinex API Key Setup & Login. Check all Read check boxes. For Write check boxes, check Orders and Trading.
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since Bitfinex has no demo/paper accounts.
See the Bookmap Bitfinex forum section for changelog, to report issues, and request new features.
BitFlyer
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret in the Bitflyer Developer page (check all Assets and Trading permissions).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since BitFlyer has no demo/paper accounts.
See the Bookmap BitFlyer forum section for changelog, to report issues, and request new features.
BitMEX
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret in the BitMEX API keys page (select Order Cancel key permissions).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field.
See the Bookmap BitMEX forum section for changelog, to report issues, and request new features.
Bitstamp
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret in the Bitstamp API keys page (select all General and Orders key permissions).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since Bitstamp has no demo/paper accounts.
See the Bookmap Bitstamp forum section for changelog, to report issues, and request new features.
Bybit
No credentials are required to observe the market data. Currently, trading is not supported.
See the Bookmap Bybit forum section for changelog, to report issues and, request new features.
Deribit
No credentials are required to observe the market data. Currently, trading is not supported.
See the Bookmap Deribit forum section for changelog, to report issues, and request new features.
FTX
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret in the FTX profile page (find the API Keys section). Make sure to not create a read-only API key.
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since FTX has no demo/paper accounts.
See the Bookmap FTX forum section for changelog, to report issues, and request new features.
HitBTC
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret under HitBTC API keys settings (make sure to check Order book, History, Trading balance, and Place/cancel orders if you're going to trade).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field.
See the Bookmap HitBTC forum section for changelog, to report issues, and request new features.
Kraken (Spot)
No credentials are required to observe the market data. Currently, trading is not supported.
See the Bookmap Kraken forum section for changelog, to report issues, and request new features.
Kraken Futures
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret, see instructions on How to generate an API key pair (make sure to check Query Funds, Access WebSockets API, and all checkboxes under Orders & Trades).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field.
See the Bookmap Kraken forum section for changelog, to report issues, and request new features.
OKCoin
No credentials are required to observe the market data. Currently, trading is not supported.
See the Bookmap OKCoin forum section for changelog, to report issues, and request new features.
OKEx
No credentials are required to observe the market data. Currently, trading is not supported.
See the Bookmap OKEx forum section for changelog, to report issues, and request new features.
Poloniex
No credentials are required to observe the market data. To be able to trade with your own account, do the following:
- Create an API key+secret in the Poloniex API keys page (make sure to check Enable Trading).
- In Bookmap, under Connectivity configuration, insert your newly created API key to the Username field, and the API secret to the Password field. Do not select "This is a demo account" since Poloniex has no demo/paper accounts.
See the Bookmap Poloniex forum section for changelog, to report issues, and request new features.
BookmapConnect API
(Layer 0 API)
The purpose of L0 API is connectivity to exchanges, data vendors, and trading systems which are not yet supported. Connecting via L0 opens full Bookmap functionality that is supported for built-in adapters.
If a specific data connection is not offered here, you can develop your own Bookmap adapter via BookmapConnect (L0 API). This allows you to connect to exchanges, data vendors, and trading systems while maintaining full Bookmap functionality.
Notes:
- Typically, the development of a new adapter has two stages: data connectivity and trading connectivity.
- The implementation of trading functionality is not mandatory and can be even implemented partially, for instance, visualization of the evolution of trader's orders but without the ability to send or modify orders from the Bookmap chart.
- There are two distinct solutions that are based on the L0 API: Quant (paid) and Connect (free).
Connecting to your Own Data Source
Bookmap Quant Solution
Bookmap Quant is required in order to connect your own data. It is used by proprietary HFT firms, banks, trading rooms, etc. These traders have their own data and trading systems. Bookmap uses nanoseconds timestamps.
Features
The Bookmap Quant solution includes all built-in features and all of Bookmap’s paid add-ons. In addition, it allows you to add and visualize custom indicators and custom order queue calculations (the order queue is displayed as markers on the order book column) as well as connect Bookmap to clients’ proprietary sources of data. The display of custom indicators is fully configurable including usage of custom icons provided through the API as shown in this image:
Price
The base cost of the Bookmap Quant license is $499 per seat per month, paid annually. For evaluating the Quant solution, Bookmap offers a one-month trial period of up to 5 seats for $500. For more information, custom development, or special offers, please contact the Bookmap team at info@bookmap.com.
Security
To support a fully secure solution, Bookmap Quant clients can use Bookmap Offline Activation. Bookmap is capable of operating without internet access. Users can configure a firewall to allow external access to their custom adapter only.
Bookmap Recorder
One of the most frequent use cases of Bookmap Quant is debriefing of simulations and backtesting results. Unlike debriefing a trading session, there may be thousands of simulations per day. Since simulations typically run much faster than Bookmap’s throughput (30–50k data events per second), and in order to avoid Bookmap being a bottleneck in the process, users can use a utility called Bookmap Recorder, BookmapRecorder.jar. Bookmap Recorder is used to convert custom data into Bookmap-readable format files, which can be opened by Bookmap in Replay mode. The throughput of Bookmap Recorder is roughly 150–200k data events per second, producing files of size ~12 bytes per data event. Users can integrate the recorder into their simulation software and then use Bookmap to replay only the relevant files. For the purpose of replaying data, Bookmap Recorder does not have any disadvantages compared to using the usage of L0 API directly.
Bookmap Connect Solution
Bookmap Connect solution is free. It enables users to connect Bookmap to unsupported yet target connections (e.g. trading platforms, data vendors, exchanges, trading systems, etc).
How to install a Bookmap Connect adapter
Starting from Bookmap 7.0 build 43, users can import and install already developed adapters (including adapters in 'alpha' stage) via Settings->Manage plugins menu and then use them as any other connection, i.e. by adding them via Connections->Configure menu. Currently available adapters are for BitMEX, Bitfinex, and OKCoin exchanges.
Motivation
Prior to Bookmap Connect solution, Bookmap team was responsible to decide which adapters to develop. The evaluation of worthiness of candidate adapters and thus priority of their development isn't simple to determine, and individual users may have different priorities. Bookmap Connect solution solves these problems as following:
- It allows traders and developers to develop adapters according to their priorities, without Bookmap being a bottleneck in the process
- It helps Bookmap to grow by attracting traders who are interested in not supported yet connections to data and trading.
Requirements
Unlike Quant solution, Bookmap Connect solution is free. However it must meet the following criteria:
- The target connection must be available for anyone, not just the developer of the adapter.
- The adapter must be developed as an open source public project such as at GitHub.
How it works
Bookmap Connect solution requires self-enabling the access to L0 API. Once the new adapter is ready, Bookmap team will certify it and then it can be used by other Bookmap users without the need to access L0 API. Users can import the adapter into Bookmap and select it as the desired connection. There is a number of simple steps recommended prior to the development of an adapter.
Make sure the adapter you wish to develop meets Bookmap Connect requirements above.
Evaluate the market data quality of the desired connection. To get maximum of Bookmap powers, it's highly desirable to feed it with MBO or MBP full market depth data. For details, read about Market Mechanics.
Make sure the adapter will allow Bookmap to operate as standalone such as via WebSocket connection that doesn't require another trading platform to be running in parallel. While it's possible to develop an adapter to another trading platform that has an API, it would damage stability by adding dependencies, and may not be able to handle large amounts of data during high market activity. See the Performance FAQs for more details.
Visit Bookmap forum and see if anyone else is already developing an adapter to the target connection you wish to have. They will appear under Bookmap Connect Incubator forum. You may want to contribute to current development (by requesting an access from the project owner) or by testing it or simply to wait for its readiness. Alternatively, you can start a new project, even for the same target connection.
If you decided to start a new project, create a topic under the same forum, describe your project and target connection, provide some milestones (e.g. first data connectivity, then trading capability). This will be helpful for other traders who may also offer their help in development or in testing.
Visit your profile on Bookmap website and self-enable an access to L0 API (Meanwhile please send an email to support for manual enablment) .
Connecting to Backfill Data
Bookmap version 7 and above provides up to 24 hours of backfill Data upon the subscription to an instrument,
Here’s how it works: First, Bookmap attempts to load the historical data recorded during a previous trading session and stored on your computer in the C:\Bookmap\Feeds folder. Backfill data goes to the folder C:\Bookmap\Data library. If there is no previously recorded data or if it has gaps, Bookmap downloads the missing data from one of the following servers (depending on the instrument type).
| Data Source | Supported Instruments | Free | Paid |
|---|---|---|---|
| Powered by Bookmap | Digital currency from supported exchanges | Up to 48 hours | |
| Powered by Devexperts | US stocks and futures* | Up to 1 hour | Up to 24 hours for $14/mo. per exchange |
*Supported futures exchanges are CME and ICE.
Notes:
- Backfill Data must not be confused with Historical Data. Backfill Data is what precedes the moment of a real time subscription while historical data is what is played by Bookmap Replay.
- The backfill data is not recorded into the Bookmap data files “.bmf”. These files contain only the real time data collected from the moment of subscribing to a given instrument. However, users can save the complete data via File >> Export.
- Not all crypto exchanges support backfill data at this time.
Bookmap-Compatible Brokers
Here is a partial list of the featured brokers. Not all brokers are listed.
| Stocks | Futures |
|---|---|
| TDAmeritrade (soon) | TDAmeritrade (soon) |
| TradeStation. Data subscription via dxFeed with trading activity routed to TradeStation | TradeStation (soon) |
| Interactive Brokers. Data subscription via dxFeed with trading activity routed to Interactive Brokers | Stage Five. Rithmic, CQG, Gain OEC, IQFeed, TT.Net |
| Edge Clear. Rithmic, CQG, IQFeed, TT.Net, TradeStation | |
| Cannon Trading. Rithmic, CQG, IQFeed, TT.Net, Transact | |
| Discount Trading. Rithmic, CQG, Gain OEC, IQFeed, TT.Net | |
| AMP Futures. Rithmic, CQG, Gain OEC, IQFeed, TT.Net | |
| Infinity Futures. CQG, Transact | |
| Optimus Futures. Rithmic, CQG, Gain OEC, IQFeed, TT.Net |
Bookmap-Compatible Market Data Providers
All data and trading connections / supported market data providers
| Connections | Futures | Stocks* | Crypto | Data type | Minimum License ** | Trading | Market depth data | Data quality score 1-5 **** | MacOS ***** | Exchanges | API access ****** | Where can I get the data? | Demo data available? | Status remarks |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rithmic | Yes | - | - | Real-time | Global | Yes | Full | 5 | - | CME, Eurex, ICE, ... | - | From Bookmap | Yes | - |
| dxFeed | Yes | Yes | - | Real-time | Global | Via IB *** | Full | 5 | - | Nasdaq, EDGX, CME, ICE | - | From Bookmap | - | - |
| dxFeed | Yes | Yes | - | Delayed | Digital | Simulator | Full | 5 | - | Nasdaq, EDGX | - | From Bookmap | - | - |
| TradeStation | - | Yes | - | Real-time | Global | Yes | Full | 5 | - | - | - | From Bookmap | - | - |
| Cedro (Coming soon) | Yes | Yes | - | Real-time | Global | Yes | Full | 5 | - | BM&F Bovespa (Brazil) | - | From XP broker | - | - |
| S5 Trader | Yes | - | - | Real-time | Global | Yes | 10 levels | 4 | No | CME, Eurex, ICE, ... | - | From Stage 5 | Yes | - |
| CQG | Yes | - | - | Real-time | Global | Yes | 10 levels except CL | 4 | - | CME, Eurex, ICE, ... | - | From brokers | Yes | - |
| Interactive Brokers | Yes | Yes | - | Real-time | Global | Yes | 10 levels | 2 | - | CME, Eurex, ICE, ... | - | From IB | - | - |
| Gain | Yes | - | - | Real-time | Global | Yes | 10 levels | 4 | No | CME, Eurex, ICE, ... | - | From brokers | - | - |
| IQFeed | Yes | - | - | Real-time | Global | No | 10 levels | 3 | - | CME, Eurex, ICE, ... | - | From IQFeed | Yes | - |
| Ninja Trader | Yes | - | - | Real-time | Global | Yes | 10 levels (full with Rithmic) | 3 | No | Continium = CQG Kinetick = IQFeed | - | From NinjaTrader | - | - |
| Transact (demo only) | Yes | - | - | Real-time | Global | Yes | 10 levels | 3 | No | CME | - | From Transact | - | - |
| TT .NET SDK (Coming soon) | Yes | - | - | Real-time | Global | Yes | 10 levels | 4 | No | CME, Eurex, ICE, Euronext ... | - | From brokers | - | - |
| Binance | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | Binance | - | Included | - | Alpha |
| Binance Futures | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | Binance Futures | - | Included | - | Alpha |
| Bitfinex | - | - | Yes | Real-time | Digital | Yes | 100 levels | 5 | - | Bitfinex | - | Included | - | Alpha |
| Bitflyer | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | Bitflyer | - | Included | - | Alpha |
| BitMEX | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | BitMEX | - | Included | - | Beta |
| Coinbase | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | Coinbase | - | Included | - | - |
| FTX | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | FTX | - | Included | - | Alpha |
| HitBTC | - | - | Yes | Real-time | Digital | No | Full | 5 | - | HitBTC | - | Included | - | Alpha |
| Kraken | - | - | Yes | Real-time | Digital | No | Full | 5 | - | Kraken | - | Included | - | Alpha |
| Kraken Futures | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | Kraken Futures | - | Included | - | Alpha |
| OKCoin | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | OKCoin | - | Included | - | Alpha |
| OKEX | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | OKEX | - | Included | - | Alpha |
| Poloniex | - | - | Yes | Real-time | Digital | Yes | Full | 5 | - | Poloniex | - | Included | - | Alpha |
| Bookmap Replay | Yes | Yes | Yes | Historical | Global+ | Sim | Full | 5 | - | Any | - | Files recorded by user | - | - |
| Virtual exchange | - | - | - | Real-time, simulated | Digital | Yes | Full | 5 | - | VE | - | Included | - | Sep 2018 |
Notes:
* Only stocks with market depth data are considered
** Indicate which Bookmap license is required from Digital to Global+. Note that for Trading Futures or Stocks Global+ is required
*** Connect Bookmap to dxFeed and then to your Interactive Brokers account for trading. Currently supports Stocks only.
**** Internal score based on factors such as latency, data throttling, and synchronization between market depth data with T&S and BBO. Users can compare themselves data quality of multiple data vendors using Bookmap [1].
***** MacOS is not supported with target connection API based on .NET, which is Windows OS dependent
****** Gives access to Bookmap_API for development of custom modules. In order to access dxFeed stocks data via API (i.e. "Non-display" data), please contact dxFeed directly via sd@dxfeed.com.