Orderbook Heatmap / Historical Market Depth

Tradovate Feature Requests Trader Desktop
43

Up vote for more datafeeds choices and MBO from rithmic

1 Like
44

Canā€™t wait to try this out. Patiently waiting!

45

Is there a rough ETA on when this might be available at this point?

46

@BWeis
Any update on when this feature may come out ?

Thank you

47

Weā€™ve shifted focus a little to adding additional columns to the DOM as the limitation on CQG data (only showing 10 bid / ask levels) has made this (heatmap) less attractive to our users.

We continue to have discussions with CQG about their timing around increasing the number of levels available

2 Likes
48

@BWeis
You are correct with inly 10 levels, you cannot take full advantage of it. Now, are there are plans to support Rithmic data feed in the future?

49

No immediate plans, howeverā€¦

If you use/like Bookmap, they have written to our API as an order execution route. In this way, you would be able to use Bookmap with Rithmic data and route orders to your Tradovate account

3 Likes
50

I understand, I donā€™t have bookmap or have rithmic. I hope CQG comes out with more market depth to make this more attractive.

Thanks

51

It sounds like one would pay for and use Bookmap, pay for Rithmic MBO data, and execute/route to Tradovate? So, one would have the benefits (and cost) of the MBO Bookmap world but have the very low execution pricing from Tradovate? If so, does Bookmap formally support this approach?

1 Like
52

It is my understanding that this would be supported:

Data from Rithmic, order routing through Tradovate

1 Like
54

You can have Bookmap for $40 in TOS and it comes with full order book in the heatmap and data (VP, bid/ask delta).

55

Just be aware that Bookmap via TOS has less features than the full desktop version of Bookmap, i.e. add-ons, custom columns, and trading.

1 Like
56

Need more liquidity levels, 10 on each side doesnā€™t make the cut. Will be switching brokers soon.

57

adding my vote here. Even with 10 levels of live data only having a historical heatmap is very useful.
Iā€™d apreciate any development in this direction.

58

@BWeis Please confirm belated receipt of request.

59

Adding my interest to this feature as wellā€¦ Would be a great addition and I am willing to pay for it as an add-on feature.

But it should include full depth, maybe support for multiple providers (dxfeed, etc. ) and you can innovate/tradovate on an amazing evolving order book visualizationā€¦ It does not have to be the way Bookmap shows itā€¦ I am saying start from scratch ā€¦ we traders need more market depth and a much cleaner better way to visualize at a glance the evolving nature of the historical order book.

Thanks!