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Bookmap® Connectivity

  • Bookmap® Digital: A free version supporting crypto with the ability to display one instrument at a time.

  • Bookmap® Digital+: Upgrade to view three trading pairs simultaneously and access VWAP, Correlation Tracker, advanced educational courses, and more.

  • Bookmap® Global: Connect to multiple stocks, futures, and crypto assets with access to advanced education.

  • Bookmap® Global+: Additional add-ons, chart trading, and access to live trading sessions with experts.

Please note that Bookmap packages do not include data and brokerage services; connect to a market data provider via your broker/exchange or purchase a data subscription through Bookmap (cryptocurrency subscriptions are free).

Connect to US stocks, various futures data feeds, and multiple digital currency exchanges simultaneously with a Global/Global+ subscription.

For more information, explore:

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Stocks Connectivity

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To connect Bookmap to US stocks with full depth data, a subscription to dxFeed is required. You can purchase dxFeed for stocks data here.

Here are some important notes about dxFeed:

  • dxFeed covers all US equities.
  • Supported market data feeds include Nasdaq TotalView (full depth), Cboe/EDGX (full depth), and NBBO. However, ARCA and other ECNs are not included in dxFeed's market depth data, which may result in order book discrepancies. To learn more about NBBO, click here.
  • Upon subscribing to a new symbol, up to 24 hours of backfill data can be merged with real-time data. The backfill data has a resolution of one second and consolidates data from Nasdaq TotalView full depth, Cboe/EDGX full depth, and CTA/UTP (NBBO).

It's essential to note that subscribing to dxFeed provides data only and not brokerage services. If you have an account with TradeStation or Interactive Brokers, you can obtain data via dxFeed and execute trades through your brokerage account. More details are available below.

For pricing details of dxFeed stocks & futures market data, please visit dxfeed.bookmap.com.

To subscribe to dxFeed data for US stocks:

  1. Log into your Bookmap account at www.Bookmap.com/portal after subscribing to Bookmap.
  2. In the toolbar, click on "Add Subscription".
  3. Choose the desired dxFeed subscription and proceed through the purchasing process.
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Subscribing to dxFeed video

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Connecting to Interactive Brokers video

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dxFeed TradeStation for US Stocks

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If you have Bookmap Global+ and a TradeStation account, you can place orders from Bookmap to your TradeStation account for stocks. Please remember that a dxFeed subscription is still required to access US stocks data in Bookmap.

Connecting to TradeStation enables cross trading, but it requires dxFeed for stocks data, which can be purchased from Bookmap.

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Connecting to TradeStation 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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For users with Bookmap Global+ and an Interactive Brokers account, you can place orders from Bookmap to your Interactive Brokers account.

A dxFeed data subscription for stocks is still required to access US stocks data in Bookmap. 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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Connecting to Interactive Brokers video

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dxFeed thinkorswim (TOS) for US Stocks

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Thinkorswim (TOS) is a trading platform designed by traders, for traders. Through our partnership with TD Ameritrade, Bookmap is integrated directly into the thinkorswim platform, offering access to higher time-frame charts, order flow analysis, and trading execution from your TD Ameritrade account.

Please note that using Bookmap through TOS has some limitations:

  • Cannot use Bookmap to trade or access any other Global+ advanced features; only the 'Global Package' is provided.
  • Add-ons from the marketplace and Replay mode are not available.

To enable Bookmap within thinkorswim, please contact TOS support. All support and education for Bookmap through TOS are provided by TD Ameritrade.

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Futures Connectivity

Bookmap connects to various data providers for futures trading, including Rithmic (MBO & full depth), dxFeed (full depth), CQG Continuum, Gain Capital, IQFeed.

If your broker supports any of these platforms, you can use Bookmap to visualize market data and trade. Otherwise, you can subscribe directly to the data provider for data-only access. To trade from the Bookmap chart to your funded account, you need the Bookmap Global+ package.

Futures backfill data of up to 24 hours is available for all connections. To learn more about this click here.

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BookmapData CME

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BookmapData CME offers exclusive access to real-time, full-depth Market-by-Order (MBO) data directly from CME, providing several key benefits:

  • Full-depth visibility with MBO data: This offers enhanced clarity and insights into market participant behavior, facilitating informed strategic decisions.
  • Low Latency: Data is delivered from exchange co-located servers.
  • Longer Historical Data: Receive updates from CME, CBOT, NYMEX, and COMEX, with up to 48 hours of backfill data.
  • Fully compatible with all Bookmap add-ons.

Bookmap is a direct data provider, obtaining data directly from the CME group. Cross-trading is available. Please note that Bookmap does not provide brokerage services.

Instruments available include ES, NQ, among many others. Please refer to the symbols table to see more.

Jumpstart your trading strategy with BookmapData at half the price for the first month.

CME Bundle Offer

Exchanges: CME, CBOT, NYMEX, COMEX.

  • $79 per month (discounted monthly bundle rate).
  • $34 per separate exchange with 50% ($17) for the first month.

How to Subscribe

BookmapData requires a Global / Global+ package. Log in and get BookmapData here.

Please watch our

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video guide

for further information on getting and connecting to BookmapData.

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Rithmic

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Rithmic offers high-quality full-depth futures data recommended for use with Bookmap. You can get Rithmic CME Market by Order Data directly from Bookmap Marketplace. Contact Rithmic for more information and a 14-day free trial.

Notes:

  • Rithmic data includes full-depth market data for most futures markets.
  • For CME futures, Rithmic provides Market-by-Order data.
  • Rithmic does not offer brokerage services. Refer to the list of brokers that Rithmic supports.
  • The same Rithmic market data credentials can be used in Bookmap for other platforms. Additional costs may apply.
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Subscribing to Rithmic video

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Connecting to Rithmic video

Rithmic Troubleshooting Guide

Rithmic Connection Issues: Invalid Credentials

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When configuring connectivity in Bookmap, pay attention to the Rithmic System/Gateway combination.Use the default settings or select the closest gateway.

For R-Trader and Plugin mode, ensure that you enter the same credentials for both connections.

Rithmic Inconsistent MBO Data Received

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Inconsistent MBO data may cause a minor issue. If you encounter this, follow the steps displayed in the window.

You can proceed with caution by pressing "Continue" and checking "Ignore further minor errors." Keep in mind that this action may impact MBO-based indicators and their functions due to potential data issues. This could pose a risk if your trading strategy relies on these indicators or if an indicator failure occurs at a critical time.

Data Latency Spike Detected

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This message appears when data is delayed in a specific time interval, which could be caused by a slow internet connection or issues at the data provider's end. Regardless of where the data delay occurs (on a Rithmic server or while being transmitted to the client), Bookmap tries to detect instances where server-side timestamps start lagging.

To address this, consider selecting the closest gateway (more details in this article). Note that you have the option of turning on Aggregation in the Connectivity Configuration window to reduce data volume. However, please be aware that using Aggregation should be a last resort, as it could hinder various functionalities, particularly those dependent on high-quality data like MBO.

Connection

When configuring connectivity in Bookmap, pay attention to the Rithmic System/Gateway combination. If unsure, use the default settings.

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Rithmic R-Trader API

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To connect your Rithmic data to both Bookmap and another platform simultaneously, follow these steps:

  1. Ensure you have the latest version of R | Trader Pro installed. Download it from https://rithmic.com/rtraderpro.msi.
  2. Start R | Trader Pro, click "Allow Plug-ins" on the R | Trader Pro launch pad.
  3. Enter your credentials in both places and click the "Login" button.
  4. Launch Bookmap and go to "Connection → Configure."
  5. In the Bookmap configuration window, click "ADD CONNECTION" and select "Rithmic."
  6. Tick the "Plugin mode" checkbox and enter your R | Trader Pro credentials. Click "OK."
  7. Under the Connection menu, select the Rithmic connection, and click the + button to subscribe to your desired instrument.

Notes:

  • Ensure you use the same credentials in both Bookmap and R | Trader Pro.
  • Keep R | Trader Pro open during the session to maintain the market data connection.

Watch our instructional video on connecting Bookmap via Rithmic's R-Trader Pro API. It allows you to bypass CME professional fees by consolidating more than 2 exchange connections.

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dxFeed | for Futures

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Connect Bookmap to dxFeed for futures by subscribing via your Bookmap account. Follow these steps:

  1. Subscribe to Bookmap and log into the www.Bookmap.com/portal.
  2. Click on "Add Subscription" from the Portal sidebar, and choose your desired dxFeed subscription. For pricing of dxFeed stocks & futures market data, visit dxfeed.bookmap.com.

Notes:

  • dxFeed provides 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. Use cross trading.
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Subscribing to dxFeed video

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Connecting to dxFeed video

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dxFeed thinkorswim (TOS) for Futures

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Access the power of Bookmap directly within the thinkorswim (TOS) platform, developed by traders for traders. Benefit from higher time-frame charts, order flow analysis, and seamless execution from your TD Ameritrade account, all within one convenient place.

Bookmap Limitations

When using Bookmap through TOS, there are some limitations to be aware of:

  • Add-ons from the marketplace, such as the MBO Bundle – Stops and Icebergs Tracker & Liquidity Tracker Pro, cannot be used.
  • The Replay mode is not available.
  • Trading with Bookmap or utilizing any other Global+ advanced feature (only the 'Global Package' is provided) is not possible.

Other than these limitations, you have access to Bookmap and its data as part of TOS. Note: Dxfeed data will be used for both stocks and futures.

Subscribing to dxFeed thinkorswim for US Stocks

To enable Bookmap within thinkorswim, contact TOS support. Please note that all support and education will be provided by TOS when using Bookmap through their platform.

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Tradovate for Futures

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Bookmap and Tradovate have joined forces to offer zero-cost trading on all Coinbase Derivatives Exchange instruments. Enjoy trading without broker commissions, data fees, exchange fees, NFA fees, or Bookmap fees.

Markets are open 23 hours a day, 5 days a week, with 7 instruments available that correlate to highly traded stock index, crude oil, and crypto futures. The low margin requirements of $10 (on nano instruments) to $50 (on micro instruments) present an exciting opportunity and a remarkably low barrier to entry for futures trading.

Additionally, Tradovate allows trading regular CME contracts.

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Connecting to Tradovate video

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CQG for Futures

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Bookmap connects to CQG Continuum data, providing access to full-depth market data for CL (Crude Oil). Please note that Bookmap does not support other CQG products, such as CQG IC.

To use CQG Continuum with Bookmap, you can subscribe directly to CQG Continuum for market data. For brokerage services, check the list of brokers offering CQG Continuum and inquire about data costs and any associated trading fees.

If you wish 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.

Please reach out to CQG Continuum for more details and any additional inquiries.

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Connecting to CQG video

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Tradestation for Futures

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Notes:

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Connecting to TradeStation

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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:

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Connecting to Gain Capital

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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.

Notes:

  • No brokerage services are available directly from iQFeed. Refer to the list of brokers that offer iQFeed data for data costs and trading fees.
  • iQFeed provides full depth data for the e-mini and micro contracts of the S&P 500 and Nasdaq-100 futures instruments.
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Connecting to iQFeed

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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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Connecting to 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. You can subscribe directly to Interactive Brokers.

Notes:

  • IB does not currently offer full depth market data for futures.
  • Market data updates are less frequent than with other providers. For best quality market data, consider using another provider.
  • 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
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Connecting to Interactive Brokers

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NinjaTrader

(Not recommended)

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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:

  • It is recommended to connect Bookmap directly to the data provider for better stability and data quality.
  • Most NinjaTrader market data feeds do not contain full depth data. Rithmic contains full depth when connecting to NinjaTrader, but MBO data is not supported.
  • Bookmap does not guarantee the integration's functionality, and no support/fixes/improvements are provided for it.
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Connecting to NinjaTrader

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Connecting Rithmic and CQG to NinjaTrader and Bookmap

Connect to Ninja

Connecting to Ninja as an indicator is somewhat different. Once you have Ninja Trader and Bookmap already installed and connected to the live markets, follow these steps:

Initial setup:

  1. In Bookmap, connect to Ninja Trader under 'Connections -> Ninja Trader'.
  2. Import the Bookmap indicator in Ninja Trader: Go to 'Tools -> Import -> NinjaScript Add-On...' and select 'C:\Bookmap\NT\BookmapNinjaIndicator.zip'.
  3. Restart Ninja Trader and connect to your data provider.
  4. Open a chart in Ninja Trader and load the indicator named 'Bookmap' from the 'Indicators' icon. Do this for every chart you want to open in Bookmap.

For subsequent connections:

  1. In Bookmap, connect to Ninja Trader under 'Connections -> Ninja Trader'.
  2. Select the chart in Ninja Trader and press F5 (or right-click and select 'Reload NinjaScript').
  3. Bookmap will automatically open the instrument. If nothing happens, ensure the chart has loaded the 'Bookmap' indicator.

Note: The old 'BookMap xRay' indicator is now discontinued. If you have it installed, please remove and replace it with the latest version.

How to connect Bookmap to Ninja

If you encounter connection issues:

  • Disconnect NinjaTrader from all the providers and close all the charts.
  • Go to the Control Center (Ninja Menu) -> Tools -> Remove NinjaScript/Assembly and remove Bookmap Indicators.
  • Restart NinjaTrader.
  • Go to the Control Center -> Tools -> Import Ninja Script for Bookmap again.
  • Open a new chart with a non-expired instrument and make sure that data is received.
  • Open Bookmap and go to Connections -> Ninja Trader.
  • Add Bookmap Indicator to the chart in NinjaTrader.
  • In the alert window in Bookmap, select the appropriate account.
  • If the issue persists, contact support@bookmap.com and request a remote session.

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Crypto Connectivity

Bookmap® directly connects to several digital currency exchanges. Here are some key points to note:

  • In Bookmap® Digital (the free version), you can use Bookmap® with one crypto instrument at a time. For multiple instruments and advanced features, consider subscribing to Bookmap® Digital+, Global, or Global+. Check our packages comparison for more information.
  • For majority of crypto exchanges, no exchange account is required to view market data using Bookmap®.
  • Certain crypto integrations offer both market data and trading functionalities, while others support viewing market dataonly.

How to Connect to Crypto Data

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Connecting to Crypto

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Connecting to Binance

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Connecting to OKX

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Connecting to Bybit

*For more information on currently available crypto adapters and installation guidelines, click 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
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 Bookmap® Connect API, or Layer 0 (L0) API, facilitates connectivity to exchanges, data vendors, and trading systems not directly supported by Bookmap®. Connecting via L0 grants access to full Bookmap® functionality supported for built-in adapters.

Users can develop their own Bookmap® adapter using the Bookmap® Connect (L0 API) for connecting to preferred exchanges, data vendors, and trading systems while retaining Bookmap® functionality.

Notes:

  • New adapter development typically involves two stages: data connectivity and trading connectivity.
  • Trading functionality implementation is optional; you can choose partial implementation for specific visualization needs.
  • L0 API includes two solutions: Quant (paid) and Connect (free).

For details on connecting to a custom data source, refer to this page.

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Backfill Data Connectivity

Bookmap® offers up to 24 hours of backfill data upon instrument subscription.

How it works:

  1. Bookmap attempts to load historical data from the C:\Bookmap\Data library. Data from live sessions is stored in the Data Library folder and is automatically erased after 1 month.
  2. If there are data gaps or no previous recordings, Bookmap downloads missing data from relevant servers based 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 differs from Historical Data. Backfill Data precedes real-time subscriptions, while Historical Data is used in Bookmap Replay.
  • Backfill data is not recorded into ".bmf" data files, which only contain real-time data from the subscription moment. Users can save complete data through File >> Export.
  • Not all crypto exchanges currently support backfill data.

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Bookmap®-Compatible Brokers

Here is a partial list of featured brokers. Please note that 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
Discount Trading - Rithmic, CQG, Gain OEC, IQFeed, TT.Net
AMP Futures - Rithmic, CQG, Gain OEC, IQFeed, TT.Net
Infinity Futures - CQG
Optimus Futures - Rithmic, CQG, Gain OEC, IQFeed, TT.Net

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Bookmap®-Compatible Market Data Providers

Supported data and trading connections / market data providers:

ConnectionsFuturesStocks*CryptoData typeMinimum License **TradingMarket depth dataData quality score 1-5 ****MBO add-ons supportMacOS *****ExchangesAPI access ******Where can I get the data?Demo data available?Status remarks
BookmapData CME (Recommended)Yes--Real-timeGlobalTradovate, CQG, Tradestation, InteractiveBrokers, and GainFutures***Full5YesYesCME-From Bookmap--
RithmicYes--Real-timeGlobalYesFull5Yes-CME, Eurex, ICE, ...-From BookmapYes-
dxFeedYesYes-Real-timeGlobalVia Tradestation and IB***Full5No-Nasdaq, EDGX, CME, ICE-From Bookmap--
dxFeedYesYes-DelayedDigitalSimulatorFull5No-Nasdaq, EDGX-From Bookmap--
TradeStation-via dxFeed-Real-timeGlobalYesFull5No---From Bookmap--
CedroYesYes-Real-timeGlobalNoFull5No-BM&F Bovespa (Brazil)-From Cedro--
S5 TraderYes--Real-timeGlobalYes10 levels4NoNoCME, Eurex, ICE, ...-From Stage 5Yes-
CQGYes--Real-timeGlobalYes10 levels except CL4No-CME, Eurex, ICE, ...-From brokersYes-
Interactive BrokersYesvia dxFeed-Real-timeGlobalYes10 levels2No-CME, Eurex, ICE, ...-From IB--
GainYes--Real-timeGlobalYes10 levels4NoNoCME, Eurex, ICE, ...-From brokers--
IQFeedYes--Real-timeGlobalNo10 levels except ES and NQ3No-CME, Eurex, ICE, ...-From IQFeedYes-
Ninja TraderYes--Real-timeGlobalYes10 levels (full with Rithmic)3NoNoContinium = CQG Kinetick = IQFeed-From NinjaTrader--
Binance--YesReal-timeDigitalYesFull5No-Binance-Included-Alpha
Binance Futures--YesReal-timeDigitalYesFull5No-Binance Futures-Included-Alpha
Bitfinex--YesReal-timeDigitalYes100 levels5No-Bitfinex-Included-Alpha
Bitflyer--YesReal-timeDigitalYesFull5No-Bitflyer-Included-Alpha
BitMEX--YesReal-timeDigitalYesFull5No-BitMEX-Included-Beta
Coinbase--YesReal-timeDigitalYesFull5Yes-Coinbase-Included--
HitBTC--YesReal-timeDigitalNoFull5No-HitBTC-Included-Alpha
Kraken--YesReal-timeDigitalNoFull5No-Kraken-Included-Alpha
Kraken Futures--YesReal-timeDigitalYesFull5No-Kraken Futures-Included-Alpha
OKCoin--YesReal-timeDigitalYesFull5No-OKCoin-Included-Alpha
OKEX--YesReal-timeDigitalYesFull5No-OKEX-Included-Alpha
Poloniex--YesReal-timeDigitalYesFull5No-Poloniex-Included-Alpha
Bookmap ReplayYesYesYesHistoricalGlobal+SimFull5No-Any-Files recorded by user--
Virtual exchange---Real-time, simulatedDigitalYesFull5No-VE-Included-Sep 2018

Notes:.

  • Only stocks with market depth data are considered.
  • TT.NET SDK is not supported by Bookmap.
  • Indicate which Bookmap license is required from Digital to Global+; Global+ is required for trading futures or stocks.
  • Connect Bookmap to dxFeed first, and then to Interactive Brokers or Tradestation for both stocks and futures.
  • Internal score is based on factors like latency, data throttling, and synchronization between market depth data with T&S and BBO. Users can compare data quality of multiple 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. To access dxFeed stocks data via API (i.e., "Non-display" data), please contact dxFeed directly via sd@dxfeed.com.