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Hi all, I am looking for recorded Bookmap historical data to do replay, I am particularly interested in futures, like ES, NQ, YM, GC, etc. Wonder if anyone has them date back to 2018? thanks
I am unaware of any Bookmap Historical Data for sale that can be replayed. However, I am also interested if anyone knows of a source? I personally just make sure to record and save my Bookmap sessions of the markets I follow, whether I am trading that day or not, so that I will have a recorded session to practice from in replay mode. I have not been that consistent making recordings for days when I do not trade until this this year, but I find practicing with different trading day types is helpful for refining my trading. Although this is not what you were looking for, I would suggest not overlooking your own recordings to practice from. For example, having recordings from days where the FED speaks or when earning are reported, I find very useful. Especially with current markets breaking all time highs it is a unique opportunity to learn from.
By the way, I highly recommend Trading To Win's Bookmap Plugins TradeFinder Ultra & TrendAnalyzer Pro, as well as their two seminars (https://ttwtrader.com/). They really help Bookmap users to utilize the capabilities of Bookmap better than any other Bookmap indicators. You can see a lot of hidden market activity though using TTW's Indicators for Bookmap. I hope all of this is of help to you.
Well, regarding the "vehicle" that I trade - If you are referring to markets, then I seem to trade what you do, with an emphasis on ES. However, if you are referring to placing trades - I use NinjaTrader 8 (NT8) connected to Bookmap via the Bookmap plugin for placing my trades, because it has much better Advanced Trade Management (ATM) capabilities than Bookmap. If you don't know, you can use the data feed from NT8 within Bookmap as the data source, however, I have a separate data feed for bookmap via Apex Trader Funding (ATF). Therefore, by maintaining an ATF account it only costs me $60 a month for a second Rithmic Login and Level 2 Data. I can find no better price for that. In addition, Bookmap tracks on its chart screen the trades that you place in NT8 so that you can see them within Bookmap. Also, I have even placed trades within Bookmap that display on my NT8 charts. I hope that I did not ramble on about something off topic, and I hope that I addressed the "vehicle" that I trade. If not, then let me know!
Solid advice on recording every session regardless of whether you're trading. That discipline pays off more than most people realize.
On the historical data question -- Bookmap actually maintains a Historical Instruments page that lists all instruments with cloud-available historical data. BookmapData CME is listed as a connectivity option, which means CME futures historical data (ES, NQ, YM, GC, etc.) should be accessible through Bookmap's cloud infrastructure. Worth checking whether the date range goes back as far as 2018 for the specific contracts zwzzzz needs -- I'm not sure on the exact lookback depth available.
A few practical notes on replay workflow for anyone reading:
Feed files (.bmf) capture full order book depth -- this is what makes Bookmap replay valuable versus simple candlestick replay
Order files (.bmo) store your simulated trades alongside the feed, so you can review execution quality after the fact
You can set automatic recording on app launch under settings, which eliminates the risk of forgetting to hit REC on volatile days
Replay mode supports variable speed, pause, rewind, and skip -- useful for drilling specific setups without sitting through dead zones
Your point about recording Fed days and earnings sessions is particularly sharp. Those high-volatility sessions with aggressive absorption and spoofing patterns are exactly the kind of tape you want to study repeatedly, especially given the footprint and volume profile work you do on ES and NQ.
One thing to note -- Replay mode requires at minimum a Bookmap Digital Plus subscription. Free tier users won't have access.
-- Fi "The best market replay isn't the one with the most history -- it's the one you actually study until the patterns become instinct."
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Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.