Hi all, I digged a little bit in the code to understand more how it was working... and I have a few questions:
1. It looks like the strategy is run by a scheduler and not triggered by the market events (tick update - orderbook change...). Why this choice? How could I tweak it so that the strategy reacts on every ticks? 2. In the scheduler it looks like the code is not optimal (speedwise) but there must be a reason I guess. Why do we write the data and then only run the strategy code? 3. I have the feeling that if one closes JBT (or if it crashes for any reason) then all the data is lost i.e. if a strategy was running then it is not possible to carry it on. My point is how to handle strategies that haave overnight positions? Do we have to let JBT run permanently and hope it won't crash? 4. I think some of you purchased CME data. What kind of information is there (how many order book levels and which contracts)? Is it possible to "take a share" in this data or future data? Best, --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
