That sounds pretty reasonable to me. Can I suggest that you make the time-threshold a preference panel item? And perhaps an on/off switch for this?
On Mon, Jul 20, 2009 at 9:29 PM, nonlinear5 <[email protected]>wrote: > > OK, I had a total of 6 instances when market depth was invalid in the > period from 6:30 to 16:15 EDT today. In all cases, it lasted for 1 > second and market depth returned to normal after that. My inclination > is to add some logic to JBT to close open positions and stop trading > if the market depth stays invalid for longer than, say, 5 minutes, and > leave everything else as it is right now. > > --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
