Support Board
Date/Time: Mon, 25 Nov 2024 15:43:42 +0000
Post From: Bookmap style Orderbook & Heatmap for US Equities
| [2024-02-29 19:23:37] |
| User763335 - Posts: 82 |
|
Am subsribed to both "Nasdaq Total View" Market depth data feed & US Consolidated Tape for Equities. Using <Ticker>_MBO notation for charting(Footprint,Volume Profile,TPO etc). Former user of Bookmap. Trying to come up with Bookmap style Orderbook/Heatmap for some of my key tickers like $TSLA, $AMD, $SPY, but dont have much luck. Under the Symbol Settings, I dont find the _MBO ticker, but located <Ticker>-NQTV (for eg TSLA-NQTV). Supports Market Depth="supported", Record Market Depth Data="yes", "Use Custom symbol Settings Values" are set. Plotted a 30sec chart, using a HeatmapExample.cht found on this support forum and this (attached) is what I get. Market Depth Historical Graph is the only study. Graph type is Bid/Ask Volume bar. Some of chart settings are Maximum Market Depth Data Days to load=30, Maximum Market Depth Levels=500,Number of Levels for Bid/Ask Depth Calculations=500. How do I get the CurrentOrderBook(COB) on the right column, with Bid/Ask size rounded to K/M and colored distinctly, SessionVolumeProfile & ChartVolumeProfile(visible bars) on the right columns? How do I make the Liquidity levels on the heatmap more pronounced and discrete? Right now, it has painted in pretty much two colors broadly, one above(ask side) and one below(bid side)..without any clear distinct liquidity levels.. Looking to get something like attached Bookmap screenshot.. What am I doing wrong? can you pls assist? Thanks |
 2024-02-29_13-53-52.png / V - Attached On 2024-02-29 18:56:34 UTC - Size: 28.56 KB - 296 views 2024-02-29_14-21-28.png / V - Attached On 2024-02-29 19:22:47 UTC - Size: 170.88 KB - 218 views |