> 1) Do nothing (current code stops updating prices, continue with this > practice) > 2) Trust IB BookTrader, continue on as normal. > 3) Trust IB Market Depth, continue on as normal. > 4) Trust nothing, setPosition(0) in all strategies on this underlying > until things match. > > JBT always matches the IB Market Depth Window, even when the data becomes suspicious. I don't think there is a way to match IB BookTrader, so there is really no option 2.
I've added some diagnostic logic to MarketDepth.java and I'll run in on Monday to see the extend of this problem. I've attached the source code if anyone wants to do the same. It logs all the discrepancies in market depth to event report. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
