> Is it necessary to collect all the data available on 24hr? JBT keep > collecting till 17:36 yesterday and start to collect at 00:02 after midnight > on this Thursday. >
It used to be that each strategy created its own data file (even if it was for the same instrument), and the data recording period was determined by the strategy's trading schedule. The way it works now is that there is only one data file per instrument, so it's not clear how to determine the data collection boundaries. For example, strategy A trades ES from 2am to 6am, and strategy B trades ES from 10am to 3pm The question is, when should data recording start and stop?. I have not worked out the answer yet, so as it stands right now, the data is recorded non-stop, as long as JBT is running. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
