My opinion is that TWS BookTrader is simply smarter tool when it comes to handling market depth. Removing JBT validation logic would solve our problems but then can we trust signals generated from data that might be distorted? I remember that last year we did some testing with raw data. Back then our main concern was timing and discrepancies among users, but maybe we should do some more testing? We could record raw data with every operation listed (insert update delete) and then analyze it line by line.
More extreme example :) http://jbooktrader.googlegroups.com/web/depth16.png?gsc=TqIuRAsAAADBZL-Hty4GHhz5EyyI8Kvm On Jul 17, 2:54 pm, nonlinear5 <[email protected]> wrote: > I looked at IB BookTrader window a lot before, but I just noticed that > the cumulative bid and cumulative ask size numbers are updated very > infrequently there, something in the order of once per minute or so. > That means it's meaningless to compare them to those in the IB market > depth window where the cumulative numbers are changing several time > per second. So, perhaps, the issues that I reported above are not as > severe as they appeared to me first. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
