Thanks much guys, good to know this! Would JST be a more appropriate tool to use - How many securities can be tracked with it?
W.r.t time-series based strategies (2 SMA-crossover for example), does JBT currently support indicator construction like JST does ? Does JBT receive a trade-feed as well as orderbook feed? Gvanto On Feb 1, 6:38 am, nonlinear5 <[email protected]> wrote: > Gab is correct, the maximum number of symbols subscribed to market > depth is limited to 3 in TWS. The reason for this is an enormous > amount of messages associated with market depth (approximately 50 > messages per second per symbol). Thus, JBT is probably not the right > tool for scanning securities. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
