> Today, almost 3 months after the rest of the market, IB finally rolled > out 10 deep market depth for Globex futures. Seeing that JBT has only > been seeing half of the market depth info that other players are > seeing, I would be very interested to hear from anybody that has been > running/testing over the past 3 months to see if there has been any > obvious changes in system performance. >
One immediate effect that I see today is that my system (which was optimized on the 5-deep data) is not triggering any trades. The 10- deep data seems to smooth out the fluctuations in the depth balance. Today is the first day I've been testing the 10-deep data, so full implications are to be analyzed. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
