> > I am looking for Level 2 order book data and I want to take a look at > those snapshots of IB order book data. > Which portion of the JBookTrader gets that data from IB in real time? >
Take a look at marketbook and marketdepth packages in the source code. > Will I be able to extract that order book data and export to a local > harddisk? > > It's done automatically every time you run a strategy in forward test or trade modes. Look in marketData directory. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
