> Open market depth for any stock and you will notice that situation > described by you happens > very often. The only difference is that MM panel shows different > market maker name and > that's what makes it normal of course. In case of the futures > identical price at two > different levels is an erroneous occurrence.
Right, I agree with that. I ran a YM strategy with JBT during the normal hours, and the 10-level depth seemed OK, although I have not looked at it in detail. One thing to do is to log an error when the isValid() method in MarketDepth.java returns false. That would give us a good idea whether the 10-level book is reported consistently enough to be able to trade it. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
