S5 BookMap

S5 BookMap powered by Rithmic and CQG data technology offers a unique perspective when watching the Depth of Market (DOM) dynamics & order book flow. Traders of all time frames and genres are demanding more. More transparency.  Clearer insights into not only price and time but limit order book information as well. Todays traders are becoming more sophisticated, more aware and more educated.  Traders are demanding a different class of tool,  a different platform born in the world of sub second data and BookMap delivers.

There is no transparency in the market today. Traders don’t have a way to analyze in real time or offline the activity taking place in the order book and order flow. Therefore, traders are essentially trading the market blindfolded. All current charting tools provide filtered or aggregated perspective of market action not allowing traders to get real insight into actual supply and demand thus leaving them shortsighted as far as real time price action is concerned.

Market depth is being updated in real time and it changes constantly throughout the trading session. On an instrument such as the E-mini S&P 500 futures contract (ES), which trades under extremely high volume, the market depth updates many times each second and therefore it is very hard to follow those changes.

Server co-location is available for traders wanting closer proximity and lower latency connection though a Dedicated Trading Server, or Virtual Private Server.

S5 BookMap Platform Fee

• Global – $49/Month

• Global+ – $99/Month

Data Technology Fee

• Rithmic – $20/Month + $0.25/Contract

• CQG – $10/Month + $0.10/Contract

How is it different from any other charting platform out there?

Traders will not find the classical bars and candles or other forms of aggregated data. Traders will not see the chart shifts once in awhile to add a new bar. Instead, traders will see an HD movie that visualizes gigabytes of non-aggregated market data (both trades and market depth).

S5 BookMap is fine tuned for human visual perception, and allows to digest huge amounts of information, and unveil the real auction that takes place in the market. The only limitation of data precision is the resolution of the monitor.

What is the easiest way to add BM to an existing trading style or strategy?

The historical depth of market information is useful to traders because it shows not only where price is now, but where it is likely to be in the near future.

Our clients use S5 BookMap because

• It provides information. All of it, concerning the market data.

• It tells a story behind that information.

• It helps to achieve the goal of better trading performance both in real time trading and by debriefing recorded trading sessions.

• It is beautiful.

• It educates about market data dynamic and microstructure, and about dominant market participants. Remember, a monthly chart is also an aggregation of the activity on the microseconds level.