Hi Florent, The sample data you posted works. Thanks!
I have a question about the data format: why does it only record (lowest balance, highest balance, best bid, best ask) rather than the complete order book contents? It seems like there could be some interesting strategies based off of the entire book, and a coder could simply ignore the extra information if it was irrelevant to that particular strategy.. Best, Paul On Apr 13, 1:06 pm, Florent Guiliani <[email protected]> wrote: > On Mon, Apr 13, 2009 at 1:22 AM, Paul Legato <[email protected]> wrote: > > Hi, > > > I compiled the -fg branch, but the backtester rejects the January test data > > file from the website as invalid, saying that the data file must have > > exactly 6 columns. > > > Is there a conversion utility, or another test data file somewhere so I can > > try it out? > > Hi Paul, > > I've uploaded a sample data > file:http://jbooktrader-fg.googlecode.com/files/ES-March.jbtfg.bz2 > > We have also a private group with more data. We're recording a couple a > symbols in RAW data. Let me know if you want to join us. > > -- > Florent, --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
