Thanks, Eugene, I already feel better knowing that you're "on it" :) I'll also do the same, perhaps we can compare notes after close tomorrow. Perhaps this is affecting some more than others?
On 19 July, 16:46, Eugene Kononov <[email protected]> wrote: > > 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 -~----------~----~----~----~------~----~------~--~---
