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Just installed the new BM7 beta. Excellent implementation of this request (even it was planned apparently before this request). Also i do like the additional heatmap colouring option - Great !
Thanks a lot Bruce and BookMap-Team
Can you help answer these questions from other members on NexusFi?
Once a stop limit price is reached, the order becomes a limit order at that price level and is seen as liquidity in the order book at the exchange. A stop loss order is not seen by others. Once the stop order price is reached, the order executes as a market order. Sometimes stop loss orders are held on your broker's server, other times it is held locally on your machine -- it really depends on the broker or data provider. You need to contact them and ask. I hope that helps.
You can turn off the Aggregation of Last Trade under the Configurations tool (sprocket icon on the toolbar in Bookmap 6.1 and lower. In Bookmap 7.0 find Configurations under Settings). Deselect the Aggregate Last Trader option. However, this has been a highly requested feature. Watch this video for more information. You may choose to use this functionality.
I wanted to add a request for consideration, would Bookmap be able to investigate supporting data connection with DTC? (DTCprotocol.org). Being SierraCharts open source connection.
I recently installed bookmap (v6.1 build 70) and I'm using Ninjatrader v7 (latest build).
I have added bookmap as an indicator to three of my charts ES, CL and ZN.
The problem I'm having is that ninjatrader lags pretty bad when there is significant movement in the markets. By lag I meant the NT dom lags (can't move or place orders, price doesn't update for 2-3 seconds) as well as NT charts not updating promptly. Bookmap seems to be running fine with no lag while this is happening.
If I remove the bookmap indicators from the three charts in ninjatrader then the lag no longer happens.
I installed bookmap on a new ssd drive separate from NT and the OS to see if it helps but the problem still occurs. I did notice that the bookmap\cache folder grows to about 2.5 GB by end of day. Not sure this is normal.
When I check system performance CPU usage is about 10% (with one of the cores peaking about 70%), memory is mid way and disk at about 2%. Running on AMD Ryzen 1600, 16GB RAM, Samsung 960 M.2 ssd.
Is anyone else here running bookmap with Ninjatrader as an indicator? Any lag or performance issues?
Please make sure that both Bookmap and NT are set with equal priority as shown below. It’s highly recommended to set both with Normal priority. Based on your description it’s likely that Bookmap has higher priority than NT. Bookmap itself never sets or changes those settings. The default priority is Normal, set by Windows OS. However it happened in the past that Bookmap users change this settings manually and then forgot about it. If this is not the case and you still have this problem, please contact us and our tech support will help.
Indeed, if the problem is as suspected above, this wouldn’t help.
Yes, this is normal. Market data typically consists of 90-97% of market depth updates (order book) and the rest is trades data. This is why observing market depth is so important. But that also implies technological challenges. Note that most trading charts don’t need to handle market depth data and even the trades data is aggregated into candlesticks. Even if those charts display DoM, they need to handle only the current snapshot of market depth.
Bookmap chart may contain millions of market data events. The technological challenges are to allow smooth real-time chart display like HD video experience and also to allow quick and seamless chart manipulation. This required fast access to the market data collected so far. Handling all this data in RAM is not an option due to the large amounts of the data which can reach many gigabytes before compression. To solve this we have developed a proprietary database and a data structure that effectively use both RAM and disk drive. The Bookmap\Cache folder contains the latter. It can easily grow to several gigabytes and it’s normal. The proprietary data structure is optimized for fastest access with both SSD and HDD, but SSD is obviously faster.
There are two main folders which Bookmap creates during installation by default:
Installation folder. By default: C:\Program Files\Bookmap\
User folder. By default: C:\Bookmap
From the performance point of view it doesn't really matter on which drive you have the Installation folder. But if you have enough space on your SSD drive, it’s recommended to put the User folder on it because this is where the market data is maintained by Bookmap and SSD is faster than HDD.
We are considering to open the development of adapters that will enable to connect Bookmap to any platform as open source projects for traders and programmers. It will enable to connect Bookmap to any market data and trading interface. The adapters can be developed using Bookmap Layer 0 API. In fact, this is how the adapters for already supported platforms were developed by Bookmap team. Here is more information about Layer 0 API:
In general the access to Layer 0 API requires Bookmap Quant license. This allows firms and organizations to use Bookmap with their own market data and trading interfaces in both real-time and Replay. But we can give access to it for free for software developers in cases when the adapter that is being developed is an open source project and connects to popular platforms such as Sierra/DTC. Once the adapter is ready, all traders will be able to download it and plug-in into Bookmap without the need to access L0 API.
For best user experience Bookmap has to receive high quality market data with full market depth (order book) as a stream of incremental of updates, stream of trades in a form of Time & Sales, and to be able to use server-side orders management such as OCO and Brackets. Is this the case with DTC?
In my case, the bookmap process shows as javaw.exe since it's running under the java platform I guess? It is set to "Normal" priority. Ninjatrader is also set to Normal, I never changed these values. I am running Windows 10 btw.
Not sure if I mentioned this, but even if I exit bookmap but keeping the bookmap xray indicator running in the ninjatrader chart, I still experience the lag. Again, this lag is usually apparent under heavier market activity. At this time I'm only running CL and ES on bookmap.