Bookmap Knowledge Base

Bookmap Knowledge Base

  • User Guide
  • Add-ons
  • Java API
  • JavaScript API

›1. Introduction to Bookmap

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

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

  • FairX Futures Exchange
  • Thinkorswim (TOS)
  • 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

Bookmap® 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® Digital+ allows viewing 3 trading pairs at the same time and provides access to VWAP, Correlation Tracker, advanced edu course and more.

  • Bookmap® Global connects to multiple stocks and futures as well as crypto assets, and provides access to advanced education.

  • 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 as well as the access to weekly live trading sessions with experts.

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.

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.

  • See the list of features and tools provided by Bookmap packages for stocks and futures traders and for crypto traders
  • 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

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Stocks Connectivity

dxFeed for US Stocks (Recommended)

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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

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dxFeed TradeStation for US Stocks

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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

Note: You can connect to TradeStation for cross trading only via Dxfeed for stocks data purchased from Bookmap. Learn more about cross trading here.

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dxFeed Interactive Brokers for US Stocks

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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.

Note: You can connect to Interactive Brokers for cross trading only via Dxfeed for stocks data purchased from Bookmap. Learn more about cross trading here.

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dxFeed thinkorswim (TOS) for US Stocks

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Thinkorswim (also known as TOS) is a suite of award-winning trading platforms designed by traders, for traders.

We’ve joined forces with TD Ameritrade to give you all the power of Bookmap directly within the thinkorswim platform. Allowing you to access higher time-frame charts, analyze the order flow, and execute from your TD Ameritrade account. All conveniently from one place.

Bookmap Limitations

It's important to mention that there are some limitations when using Bookmap through TOS.

You won't be able to do the following:

  • Use add-ons from the marketplace (e.g. the MBO Bundle – Stops and Icebergs Tracker & Liquidity Tracker Pro)
  • Use the Replay mode
  • Use Bookmap to trade, or use any other Global+ advanced feature (right now only the 'Global Package' is provided)
  • Use the latest Bookmap versions (for now, only version 7.1 is supported through TOS)

Other than that, you have Bookmap and the data as part of TOS. Note: Dxfeed data will be used for both stocks and futures.

Subscribing to dxFeed thinkorswim for US Stocks

You should contact TOS support to enable Bookmap for you. Please note that all support and education is provided by TOS if you are going to use Bookmap through TOS.

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OmniFeed for US Stocks

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OmniFeed, powered by Exegy, delivers an affordable and comprehensive data solution for Bookmap. Ideal for US stock traders.

Notes:

  • The OmniFeed stock bundle consolidates full-depth data of Nasdaq (ITCH) NYSE Openbook and ARCA with CTA/UTP covering executions from 22 exchanges and the best bid and ask across all these exchanges
  • OmniFeed is supported by Bookmap 7.3 or higher and requires a Global or Global Plus subscription
  • Currently, cross trading is not supported but will be coming soon
  • MacOS currently not supported but coming soon

For pricing of OmniFeed stocks market data, please go to https://bookmap.com/omnifeed

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Quote Media for LSE and Canadian equity market

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Bookmap now connects to Quote Media, a comprehensive, ultra-low latency, enterprise-level streaming market-depth data solution for LSE and Canadian equity market, covering:

  • London Stock Exchange (LSE)
  • Toronto Stock Exchange (TSX)
  • Toronto Stock Exchange Venture (TSXV)
  • Canadian Securities Exchange (CSX) and others

You can connect to each exchange or the Bundle. Find more information pricing in Bookmap Marketplace.

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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 (Recommended)

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Rithmic offers high quality full-depth futures data we recommend using with Bookmap.
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.

Video Guide

Please watch our video guide for further information:

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.

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Rithmic R-Trader API

To allow connection of your Rithmic data to Bookmap and another platform in parallel follow these steps:

  1. Make sure you have the latest version of R | Trader Pro installed. To download the latest version go to https://rithmic.com/rtraderpro.msi
  2. Start R | Trader Pro. On the R | Trader Pro launch pad click “Allow Plug-ins” (see the screenshot below)

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  1. Enter your credentials (in two places) and press the “Login” button.
  2. Make sure you have Bookmap 7.1 b37 or later version installed. Launch Bookmap and press the “Connection→Configure”.
  3. In Bookmap configuration window, press the “ADD CONNECTION” button and select “Rithmic”.
  4. Tick the “Plugin mode” checkbox and enter your R | Trader Pro credentials. Press “OK”.
  5. Tick the Rithmic connection under the Connection menu and click the + button to subscribe to your instrument of choice.

Notes:

  • 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.

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dxFeed | for Futures

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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 depth market data for Futures (CME, Cboe and Eurex).

  • 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

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dxFeed thinkorswim (TOS) for Futures

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Thinkorswim (also known as TOS) is a suite of award-winning trading platforms designed by traders, for traders.

We’ve joined forces with TD Ameritrade to give you all the power of Bookmap directly within the thinkorswim platform. Allowing you to access higher time-frame charts, analyze the order flow, and execute from your TD Ameritrade account. All conveniently from one place.

Bookmap Limitations

It's important to mention that there are some limitations when using Bookmap through TOS.

You won't be able to do the following:

  • Use add-ons from the marketplace (e.g. the MBO Bundle – Stops and Icebergs Tracker & Liquidity Tracker Pro)
  • Use the Replay mode
  • Use Bookmap to trade, or use any other Global+ advanced feature (right now only the 'Global Package' is provided)
  • Use the latest Bookmap versions (for now, only version 7.1 is supported through TOS)

Other than that, you have Bookmap and the data as part of TOS. Note: Dxfeed data will be used for both stocks and futures.

Subscribing to dxFeed thinkorswim for US Stocks

You should contact TOS support to enable Bookmap for you. Please note that all support and education is provided by TOS if you are going to use Bookmap through TOS.

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Tradovate for Futures

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Bookmap has partnered with Tradovate to offer zero-cost trading on all FairX instruments. Pay no broker commissions, no data fees, no exchange fees, no NFA fees, and no Bookmap fees.

Markets are open 23 hours a day, 5 days a week. There are 5 instruments available that are correlated to some of the most highly traded stock index and crude oil futures. Margin requirements are as low as $10 (on nano instruments) to $50 (on micro instruments). This creates an exciting opportunity and extremely low barrier to entry for anyone interested in trading futures.

You can also trade regular CME contracts with Tradovate.

For more information please read our FairX/Tradovate partnership page.

Connection

Follow this guide to get started with Tradovate

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CQG for Futures

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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 for CL (Crude Oil) only. 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

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OmniFeed for Futures

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OmniFeed, powered by Exegy, delivers an affordable and comprehensive data solution for Bookmap. Ideal for US futures traders.

Notes:

  • The OmniFeed futures bundle includes data for CME, CBOT, NYMEX, and COMEX exchanges
  • OmniFeed is supported by Bookmap 7.3 or higher and requires a Global or Global Plus subscription
  • Currently, cross trading is not supported but will be coming soon
  • MacOS currently not supported but coming soon

For pricing of OmniFeed futures market data, please go to https://bookmap.com/omnifeed

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Tradestation for Futures

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Notes:

  • Bookmap connects to Tradestation for cross trading only.
  • The cross trading is achieved only via Rithmic or Dxfeed data purchased from Bookmap.

Learn more about cross trading here.

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Gain Capital for Futures

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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

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iQFeed for Futures

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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

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Cedro for Brazilian Futures Data

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Bookmap offers connectivity to Brazilian stocks and futures markets via Cedro.

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Interactive Brokers | TWS API Futures

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Bookmap connects to Interactive Brokers (IB) Traders WorkStation’s API (TWS) for futures data. The IB futures data you get is not full market depth. 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.
  • Bookmap connects to Interactive Brokers (IB) Traders WorkStation’s API (TWS) for cross trading only via Rithmic or Dxfeed data purchased from Bookmap. Learn more about cross trading here.

Connection

Watch this video to learn how to connect Interactive Brokers TWS to Bookmap

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NinjaTrader (Deprecated)

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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.
  • The integration is not guaranteed to work and we do not provide support/fixes/improvements for it

Video Guide

Please watch our video guide for further information:

Connection

Click here to learn how to connect NinjaTrader futures to Bookmap

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TransAct for Futures (Deprecated)

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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 offered by Transact here. Please reach out to the various brokers to understand data costs.
  • The integration is not guaranteed to work and we do not provide support/fixes/improvements for it

Connection

To learn how to connect Transact futures to Bookmap, watch this video.

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Crypto Connectivity

  • Bookmap® connects directly to several digital currency exchanges.
  • In Bookmap® Digital (the free version), you can only use Bookmap® with one crypto instrument at a time. If you want more than one instrument (as well as many more advanced features), you’ll need to subscribe to Bookmap® Digital+, Global or Global+. Click here to compare our packages.
  • 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.

How to Connect to Crypto Data

*Explore more about currently available crypto adapters and learn how to install them here.

TradingFull-Depth DataDepth LevelsSupports Liquidation AddonServer-Side Order UpdateServer-Side Market OrderServer-Side BracketsServer-Side OCOServer-Side Trailing StopDemo DataBackfill DataRecording Symbols
Binance✔️✔️Snapshot 5000, Unlimited Updates❌❌✔️❌✔️❌❌✔️16
Binance Futures✔️✔️Snapshot 1000, Unlimited Updates✔️❌✔️❌❌❌✔️✔️13
Bitfinex✔️❌Limited✔️✔️✔️❌✔️✔️❌✔️15
Bitflyer✔️✔️Unlimited❌❌✔️✔️✔️✔️❌✔️All
Bitmex✔️✔️❔❌✔️✔️❌❌✔️✔️✔️❔
Bitstamp✔️✔️Unlimited Snapshot❌❌✔️❌❌❌❌✔️20
Bittrex✔️❌Limited to 500❌❌✔️❌❌❌❌✔️13
BTSE✔️✔️Unlimited❌🄽🄰🄽🄰🄽🄰🄽🄰🄽🄰✔️❌➖
Bybit✔️❌Limited to 200✔️✔️✔️❌❌❌✔️✔️All
CoinbasePro✔️✔️Unlimited❌❌✔️❌❌❌❌❌➖
CoinFlex❌✔️Unlimited❌🄽🄰🄽🄰🄽🄰🄽🄰🄽🄰✔️✔️All
Deribit✔️✔️Unlimited❌🄽🄰🄽🄰🄽🄰🄽🄰🄽🄰❌✔️6
dYdX❌✔️Unlimited❌🄽🄰🄽🄰🄽🄰🄽🄰🄽🄰✔️✔️7
FTX✔️❌Limited to 100✔️✔️✔️❌❌✔️❌✔️16
HitBTC✔️✔️Unlimited❌✔️✔️❌❌❌✔️✔️11
Huobi✔️❌Limited❌🄽🄰🄽🄰🄽🄰🄽🄰🄽🄰❌✔️15
Kraken✔️❌Limited to 1000❌❌✔️❌❌❌❌✔️14
Kraken Futures✔️✔️Unlimited❌✔️❌❌❌❌✔️✔️All
KuCoin❌✔️Unlimited❌❌❌❌❌❌❌✔️11
Liquid✔️✔️Unlimited❌✔️✔️❌❌✔️❌❌➖
OKEX✔️✔️❔❌❌✔️❌❌❌❌❌➖
Poloniex✔️✔️Unlimited❌✔️❌❌❌❌❌✔️14

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Bookmap® Connect 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 Bookmap® Connect (L0 API). It 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).

For more information on how to connect to own data source, visit this page.

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Backfill Data Connectivity

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 stored in C:\Bookmap\Data library. Whenever Bookmap is used with live data (2nd and 3rd run modes), Bookmap stores the data in the Data Library folder (whether or not the data is recorded by the user). Data files are automatically erased from the Data Library folder after 1 week.

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 SourceSupported InstrumentsFreePaid
Provided by BookmapDigital currency from supported exchangesUp to 48 hoursUp to 7 days with Global Plus package
Provided by DevexpertsUS stocks and futures*Up to 1 hourUp 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.

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Bookmap®-Compatible Brokers

Here is a partial list of the featured brokers. Not all brokers are listed.

StocksFutures
TDAmeritrade - thinkorswim (TOS) integrationTDAmeritrade - thinkorswim (TOS) integration
TradeStation - Data subscription via dxFeed with trading activity routed to TradeStationTradeStation - Data subscription via Rithmic or dxFeed with trading activity routed to TradeStation
Interactive Brokers - Data subscription via dxFeed with trading activity routed to Interactive BrokersInteractive Brokers - Data subscription via Rithmic or 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

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Bookmap®-Compatible Market Data Providers

All data and trading connections / supported market data providers

ConnectionsFuturesStocks*CryptoData typeMinimum License **TradingMarket depth dataData quality score 1-5 ****MacOS *****ExchangesAPI access ******Where can I get the data?Demo data available?Status remarks
Rithmic (Recommended)Yes--Real-timeGlobalYesFull5-CME, Eurex, ICE, ...-From BookmapYes-
dxFeed (Recommended)YesYes-Real-timeGlobalVia Tradestation and IB***Full5-Nasdaq, EDGX, CME, ICE-From Bookmap--
dxFeed (Recommended)YesYes-DelayedDigitalSimulatorFull5-Nasdaq, EDGX-From Bookmap--
TradeStation-via dxFeed-Real-timeGlobalYesFull5---From Bookmap--
CedroYesYes-Real-timeGlobalNoFull5-BM&F Bovespa (Brazil)-From Cedro--
S5 TraderYes--Real-timeGlobalYes10 levels4NoCME, Eurex, ICE, ...-From Stage 5Yes-
CQGYes--Real-timeGlobalYes10 levels except CL4-CME, Eurex, ICE, ...-From brokersYes-
Interactive BrokersYesvia dxFeed-Real-timeGlobalYes10 levels2-CME, Eurex, ICE, ...-From IB--
GainYes--Real-timeGlobalYes10 levels4NoCME, Eurex, ICE, ...-From brokers--
IQFeedYes--Real-timeGlobalNo10 levels3-CME, Eurex, ICE, ...-From IQFeedYes-
Ninja TraderYes--Real-timeGlobalYes10 levels (full with Rithmic)3NoContinium = CQG Kinetick = IQFeed-From NinjaTrader--
Transact (demo only)Yes--Real-timeGlobalYes10 levels3NoCME-From Transact--
Binance--YesReal-timeDigitalYesFull5-Binance-Included-Alpha
Binance Futures--YesReal-timeDigitalYesFull5-Binance Futures-Included-Alpha
Bitfinex--YesReal-timeDigitalYes100 levels5-Bitfinex-Included-Alpha
Bitflyer--YesReal-timeDigitalYesFull5-Bitflyer-Included-Alpha
BitMEX--YesReal-timeDigitalYesFull5-BitMEX-Included-Beta
Coinbase--YesReal-timeDigitalYesFull5-Coinbase-Included--
FTX--YesReal-timeDigitalYesFull5-FTX-Included-Alpha
HitBTC--YesReal-timeDigitalNoFull5-HitBTC-Included-Alpha
Kraken--YesReal-timeDigitalNoFull5-Kraken-Included-Alpha
Kraken Futures--YesReal-timeDigitalYesFull5-Kraken Futures-Included-Alpha
OKCoin--YesReal-timeDigitalYesFull5-OKCoin-Included-Alpha
OKEX--YesReal-timeDigitalYesFull5-OKEX-Included-Alpha
Poloniex--YesReal-timeDigitalYesFull5-Poloniex-Included-Alpha
Bookmap ReplayYesYesYesHistoricalGlobal+SimFull5-Any-Files recorded by user--
Virtual exchange---Real-time, simulatedDigitalYesFull5-VE-Included-Sep 2018

Notes:.

  • Only stocks with market depth data are considered

  • TT.NET. SDK is now not supported by Bookmap.

** 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 Interactive Brokers or Tradestation for both Stocks and Futures.

**** 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.

← Bookmap Knowledge BaseSoftware Versions →
  • Stocks Connectivity
    • dxFeed for US Stocks (Recommended)
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    • dxFeed thinkorswim (TOS) for US Stocks
    • OmniFeed for US Stocks
    • Quote Media for LSE and Canadian equity market
  • Futures Connectivity
    • Rithmic (Recommended)
    • Rithmic R-Trader API
    • dxFeed | for Futures
    • dxFeed thinkorswim (TOS) for Futures
    • Tradovate for Futures
    • CQG for Futures
    • OmniFeed for Futures
    • Tradestation for Futures
    • Gain Capital for Futures
    • iQFeed for Futures
    • Cedro for Brazilian Futures Data
    • Interactive Brokers | TWS API Futures
    • NinjaTrader (Deprecated)
    • TransAct for Futures (Deprecated)
  • Crypto Connectivity
  • How to Connect to Crypto Data
  • Bookmap® Connect API
    • (Layer 0 API)
  • Backfill Data Connectivity
  • Bookmap®-Compatible Brokers
  • Bookmap®-Compatible Market Data Providers
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