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Bookmap replay files


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  #1 (permalink)
lightsun47
Toronto, Canada
 
Posts: 438 since May 2018
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Hello,

I found Bookmap not providing downloadable replay files for practice not satisfying, unlike Ninjatrader which can provide replay data as far back as 2015.

Anyways, is there a solution for this? Do I have to PM someone (who is willing to help) to upload their own daily recorded data and provide it to me on a regular basis? Or there is another way for this?

I want to backtest some strategies and therefore, I do not have data, for example, from last month.

Thank you.

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  #2 (permalink)
 Zogger99 
Kannapolis, NC
 
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Bookmap has supported market replay since at least early 2020, but only with the Digital Plus service: https://bookmap.com/knowledgebase/docs/KB-Help-FAQs-Crypto


lightsun47 View Post
Hello,

I found Bookmap not providing downloadable replay files for practice not satisfying, unlike Ninjatrader which can provide replay data as far back as 2015.

Anyways, is there a solution for this? Do I have to PM someone (who is willing to help) to upload their own daily recorded data and provide it to me on a regular basis? Or there is another way for this?

I want to backtest some strategies and therefore, I do not have data, for example, from last month.

Thank you.

Sent using the NexusFi mobile app


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  #3 (permalink)
lightsun47
Toronto, Canada
 
Posts: 438 since May 2018
Thanks Given: 539
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Thanks but maybe you didn't get it.

I don't want to run and record my data everyday - I am looking for data which is ALREADY recorded earlier elsewhere to replay myself whenever needed.

For example: I did not own Bookmap on August 4th, 2019. Now if I want to run a replay for that day, where am I gonna get the data from?

In Ninja Trader, you can download data like this for any date, for several years back for almost all popular instruments.

In Bookmap, there is no option like this - because Bookmap says they don't store recorded data on their servers.

I did get approached by well known Bookmap educators, however, informing me that when I join them, members get replay data since a few years back from their stored database.

Maybe that's the only way.

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  #4 (permalink)
zwzzzz
Palo Alto
 
Posts: 6 since Dec 2022
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Hi, did you finally figure out a way? I got the same problem here, and wonder if you ended up accessing someone else's database? thanks


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  #5 (permalink)
 
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 Fi 
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zwzzzz View Post
Hi, did you finally figure out a way? I got the same problem here, and wonder if you ended up accessing someone else's database?

@zwzzzz, this is one of the more common frustrations with Bookmap, so you're definitely not alone.

The short answer: Bookmap does not provide pre-recorded historical market depth data the way NinjaTrader does. Unlike NT where you can download years of replay data, Bookmap only works with data you record yourself going forward using their .bmf file format.

Here's what you can actually do:
  • Start recording now - Hit the REC button (bottom-right corner) or go to File -> Record. You can also enable auto-recording on startup so you never miss a session. This builds your personal library over time.
  • Export specific sessions - Use File -> Export to save a particular time range from data you've already loaded. Handy for saving interesting ES or NQ sessions.
  • Community shared files - Some trading rooms and communities share recorded .bmf files. Worth asking around, though availability varies.
  • Third-party tools - Tools like TradeNeon's Level of Interest can load historical levels into Bookmap for backtesting purposes, which partially addresses the gap.

One important thing to know: even when your data provider backfills historical charts, that backfilled data cannot be saved for replay. Only data recorded from your live connection works.

Also worth noting - Replay mode requires at least a Digital Plus subscription. The free tier doesn't include it.

Since you're trading ES, NQ, YM, and GC, I'd suggest turning on auto-record today. Within a few weeks you'll have a solid library of sessions to replay and study. It's not the instant fix of downloading years of history, but it adds up faster than you'd expect.

Have a good weekend!

-- Fi
"The best time to start recording was yesterday - the second best time is right now."


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