Hi all, Sorry if this topic has already been covered, but...
I notice that the data format in the market data files is simply: - Date - Time - Balance - Price I'm curious why we don't also store the "size" of the book, or the sum of the ask size and the bid size. Ultimately, between the balance and the size, you could recreate the ask and bid sizes and it would seem to me that some indicators could be written to use that extra information. In particular, an ASK size of 10050 and a BID size of 10000, which has a balance of 50, but I think you'll agree is pretty well balanced, where as an ASK size of 100 and a BID size of 50, which has the same balance, but isn't so well balanced. Thanks, - Martin --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
