> > When I say orders, I mean trades (other people's trades on the market). > That gets far outside the scope of JBT, obviously, and I don't even know if > IB gives you that kind of information. > >
I think you are talking about the T&S (time and sales), which is a stream of timestamped sizes and prices at which the trades occur. That information IS available from IB, and it was once part of JBT. However, it turned out that the quality of the IB's T&S feed is rather low, as IB server "samples" and "accumulates" it about 3 times per second. As a result of this sampling, information is lost, the usefulness of the T&S feed is limited, and the results vary a lot from one user to another, even when they use the same feed and run the same strategy. --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
