Bookmap forum

@leecooker - I've tested this in the past and can confirm that you can subscribe to individual options expiry+strike price combinations using the DTN IQFeed service. I'll be honest with you - there's little edge to be had here. The challenge is that each bookmap view is going to be a single strike, ...

A year would be awesome but really max would be the farthest you can zoom out without data being garbled I doubt that you would be able to get a year's worth of data into Bookmap. Also, after communicating with the Polygon.io team it doesn't appear that this will be usable/feasible right now as the...

bucks wrote: ↑

Fri Nov 08, 2019 4:26 pm

Need more than 24 hours of historical book data on equities

I'll add this to the development scope. In theory we should be able to pull as much historical trade and quote data as needed through the Polygon API. How far back do you think is a reasonable limit? A week?

Hello! I'd like to open the discussion of having a Bookmap Connect plugin developed to allow for connecting to Polygon.io. The goal is to enable Bookmap to access consolidated quotes (limit orders in the books) and trading feeds that cover 100% of US equities trading. This is 16+ exchanges plus dark...