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Please let me know if I understand it correctly. You wish it to behave exactly like delta column with the same reset mechanism (when price changes), and same depth configuration, but instead of counting the total size change, it should count the number of changes. Is it correct?
Also if there is a user configurable value which says...hey instead of 10levels...perhaps count only 2/3 levels will be great
Appreciate you taking the time and looking into this ...and/or commenting. If implemented in some future release will be great. If not...totally understand that there are other prioritites
@jphiggs, just wanted to clarify our previous answer.
Are you maybe looking for the ability to load your own market data (not recorded by Bookmap) and maybe your orders into Bookmap for research? If yes, for this purpose there is a solution called Bookmap Quant. The data doesn't have to be futures data: it can be equities or anything else. Please take a look at this page and write to us if this is what you are interested in.
Do you mean connecting historical data and orders or real-time? If historical, then please take a look one message above. If you mean connecting real-time data and orders, this is also possible, but at this stage will require a custom solution. Please let us know.
It is a real time stream. Looking to get ASX equities into bookmap (not IB data though), there are two options; eSignal has live L2 data and another Australian company; https://iguana2.com.
Alternatively I was considering writing a wrapper for their data API and passing it to bookmap via a simulated IB connection as their API's open sourced. Do you think this might work?
@amoeba, we plan to provide for Bookmap users an ability to develop adapters for their own real-time data sources and trading services. I can't give the exact timing now, but probably it will be ready during next 3 months.
Also, Bookmap's connectivity to US equities with full depth market data will be available during next 2 months.
@jphiggs, in this case the previous answer was correct: we do not plan to publish the format of Bookmap data files, but with Bookmap API you can record the data in any desirable format. We will provide code examples of such data recorder.