I have only logged in to TWS using a demo account (not even paper- trading account yet).
It seems there isn't true market depth at this subscription level (ie. ALL orders on market for any particular security), but rather, some form of aggregated 'depth' - is this also the case for a normal IB (funded) account and does JBT make use of the full book or this aggregated one? gvanto On Feb 7, 11:57 am, nonlinear5 <[email protected]> wrote: > > If we reduce the market depth from 5 to 1, can we exceed this limit > > and obtain more symbols? > > Well, market depth of 1 means just best bid/ask, so there is no sense > to subscribe to market depth. Yes, you can get more symbols that way, > but the entire micro structure of the market will be lost. I suppose > you can still auto-trade it, but that's not what JBookTrader is all > about. If you don't need market depth, JSystemTrader is a better tool. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
