I work in deep learning using orderbook and trade volume. How can I extract orderbook and trade volume in Bookmap?
One method is : for "time and sales" through "export data in column as in csv". Unfortunately only trade data.
Is there simpler method than java writing orderbook and trade data to file through DataRecorder.java in github BookmapAPI/simple-demo ?
Best regards,
Ingyu
orderbook trade data
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Andry API support
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Re: orderbook trade data
Hi! Java is the only way in this case.
Bookmap API is primarily intended to draw indicators with. So it might be not too convenient for doing some other things.
Bookmap API is primarily intended to draw indicators with. So it might be not too convenient for doing some other things.
Re: orderbook trade data
I work on a different platform, Sierra Chart, and have a replay problem when testing strategies based on DOM data. The problem is with correctness and ideality with real ones written to the data file from the DOM. Therefore, I am looking for software that provides the highest quality reproduction of the DOM from recording historical data. I read on your site that it is only possible to access Replay DOM in the last 24 hours.
1. How accurate is the data during playback and is it realistic? If the answer to the first paragraph is Yes, then the second question arises
2. Is there a way and ability to record historical data locally on a user's computer in order to record a long period of time for researching trading ideas and further testing? For example, I will be interested in data for the year. If yes, then the third question.
3. Will this feature be included in the service package?
4. Will I be able to use the recorded data for non-graphical testing in a third-party platform? For very fast testing, such as Zorro. Or maybe there is a possibility of synchronizing Bookmap interfaces with others?
1. How accurate is the data during playback and is it realistic? If the answer to the first paragraph is Yes, then the second question arises
2. Is there a way and ability to record historical data locally on a user's computer in order to record a long period of time for researching trading ideas and further testing? For example, I will be interested in data for the year. If yes, then the third question.
3. Will this feature be included in the service package?
4. Will I be able to use the recorded data for non-graphical testing in a third-party platform? For very fast testing, such as Zorro. Or maybe there is a possibility of synchronizing Bookmap interfaces with others?
-
Andry API support
- Posts: 548
- Joined: Mon Jul 09, 2018 11:18 am
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Re: orderbook trade data
Hi Wanderr, apologies for the delayed response.
1) The data during replay looks exactly like the live data;
2) The recording feature allows to record unlimited amounts of data locally. Please keep an eye on your disk drive capacity and keep in mind possible connection issues while recording.
3) Take a look at Record and Replay feature at Pricing and Packages;
4) Unlikely unless you transform the recorded data so it meets the third-party platform requirements. So there may be two ways of recording data (and you'll always need to develop your own custom module to transform the data):
- to record a common Bookmap feed file and transfer it while replaying to the desired format.
- to record and transform data on-the-fly (and in this case you won't need a record/replay feature).
Please note: non-crypto data providers usually put license limitations on data usage (they mostly won't let you expose their data). So please carefully check your data provider's license agreement.
1) The data during replay looks exactly like the live data;
2) The recording feature allows to record unlimited amounts of data locally. Please keep an eye on your disk drive capacity and keep in mind possible connection issues while recording.
3) Take a look at Record and Replay feature at Pricing and Packages;
4) Unlikely unless you transform the recorded data so it meets the third-party platform requirements. So there may be two ways of recording data (and you'll always need to develop your own custom module to transform the data):
- to record a common Bookmap feed file and transfer it while replaying to the desired format.
- to record and transform data on-the-fly (and in this case you won't need a record/replay feature).
Please note: non-crypto data providers usually put license limitations on data usage (they mostly won't let you expose their data). So please carefully check your data provider's license agreement.