Bookmap

What it is

Bookmap is a desktop application that draws one thing well: the limit order book as a heatmap with time on the horizontal axis, so resting liquidity, pulled orders and sweeps leave a visible trail instead of flickering away in a DOM ladder. Traded volume sits on top as bubbles, with a conventional DOM, time and sales, and volume and delta columns around it.

The job it is bought for is order flow on a handful of instruments — usually ES, NQ, CL or a similar contract — not scanning a universe. There is no screener and no scanner at any tier, and symbol limits run from one on the free plan to twenty on Global Plus.

Pricing

Four tiers, and the two numbers that matter are which one can see live depth and which one can send an order. Digital (free) and Digital Plus ($19/month) connect only to delayed US stocks and futures plus real-time crypto. Paid data connections — BookmapData, dxFeed, Rithmic, CQG Continuum — start at Global, $49/month. Placing a stock or futures order from the chart or the DOM is a Global Plus feature at $99/month; below it the only live order entry is crypto, and everything else is the simulator. Global and Global Plus also sell as lifetime licences at $990 and $1990, and the symbol limits run one, three, ten and twenty across the four tiers.

Data is billed separately and roughly doubles the cost. BookmapData, which the vendor sells only against Global or Global Plus, is $34/month per CME exchange, $79 for the four-exchange bundle and $59 for Nasdaq TotalView. dxFeed is the depth-by-price alternative at $37/month per futures exchange or $97 for the CME four, with Nasdaq depth $69, Cboe EDGX $59, the US equities bundle $119, Eurex $69 and ICE US futures $219.

Data & coverage

CME Group futures come with market-by-order data, which is the reason to pay for this rather than a cheaper heatmap. Stocks are depth-by-price only: Nasdaq TotalView covers the Nasdaq book for about 13,000 listings, and dxFeed adds Cboe EDGX with NBBO elsewhere. Crypto is free and real-time across more than twenty venues. Backfill when you subscribe to a symbol is up to 72 hours on BookmapData, 24 on dxFeed, one hour on Rithmic unless you pay $14/month more.

Integrations

Add-ons are written in Java against the Layer 1 API, with an official MIT-licensed Python bridge for indicators that can also place orders. Several of the vendor's own add-ons — sweep indicator, absorption, DOM Pro — are gated to Global Plus, and the marketplace sells third-party ones separately again.

Execution comes from a broker, because Bookmap is not one. TradeStation and Interactive Brokers cover stocks, Tradovate, Plus500 and Rithmic cover futures. Two of those change the data arithmetic: routing through Plus500 includes Level 2 for eligible non-professionals, so no separate data subscription is needed, and the Tradovate arrangement carries no broker commission, data, exchange, NFA or Bookmap fee on the seven Coinbase Derivatives contracts it covers, which margin at $10 to $50.

Limitations

• No real-time stocks or futures below $49/month, whatever data you hold elsewhere.
• MBO is CME-only. US equity depth is per-venue, not a consolidated book.
• No screener, no scanner, no backtester; replay is a recording, not a strategy test.
• Order entry on stocks and futures needs Global Plus. Global buys the data connection and the heatmap, not the ability to trade off it.
• CQG support means CQG Continuum, and within it crude oil only. CQG IC is not supported.
• Exchange fees quoted are non-professional. A professional CME bundle is $599/month.

Alternatives

Sierra Chart and Quantower cover order flow at lower licence cost with less refined heatmaps; Jigsaw and ATAS target the same DOM-and-tape reader; Exocharts is the crypto-first equivalent. The rest of the field is in charting platforms and screeners.