Can I use Bookmap with Optimus with different feeds? Which feeds are supported?
Bookmap is very good in dealing with depth of market data and order flow handling. These strategies demonstrate basic abilities of Bookmap API that allows the users to create a more sophisticated strategies.
Bookmap provides in depth analysis of each order which will enable you to zoom in, asses the impact of latency of your strategy performance and improve / update your strategy.
You get developer level algorithms for entry and exit.
Conceptually, Bookmap is built from the ground up to be an order book and order flow visualization tool. We are the pioneer in simplifying an overwhelming amount of data for the trader. Others might have some sort of a heatmap, but they are simply adding it onto an existing DOM
Looking on functionalities, here are some of the differences:
- Record, replay & run simulations
- See the real market spread
- Play the market like HD video (up to 125 updates/sec)
- Zooming to highest resolution (nano seconds)
- Smart volume Dots clustering & configuration
- Trading directly from the chart, inc. cross instrument trading
- Watch your orders on the chart
- Connect your own data and display your proprietary indicators, including order queue estimation
- Indicator pane synced to the chart
- API & Automated strategies
We hope this answers your question.
Currently price alerts are implemented via the notes. Via the API you can of course add all type of alerts and finally you can also alerts to the strategies
I am interested in blocks of 250,500 and 1000 ES lot trades but spread out over time frames of 5,15,30 and 60 minutes. If you can specify any other features this that allow resting order and filled orders customization, please let me know.
You can filter the volume in Bookmap to display any specific amount of your choice. You can choose either block trades or flurries of several trades that meet a specific volume threshold like 500 over a period of time. This functionality has been in Bookmap for several years.